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DBJP vs. SUSW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DBJP vs. SUSW.L

Last updated Jun 6, 2026

DBJP (Xtrackers MSCI Japan Hedged Equity ETF) and SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both exchange-traded funds - DBJP is a Japan Equities fund tracking the MSCI Japan US Dollar Hedged Index, while SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, DBJP returned 20.66%/yr vs 9.49%/yr for SUSW.L. At a 0.48 correlation, their price movements are largely independent. DBJP charges 0.45%/yr vs 0.20%/yr for SUSW.L.

Performance

DBJP vs. SUSW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBJP is traded in USD, while SUSW.L is traded in EUR. To make them comparable, the SUSW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBJP achieves a 16.67% return, which is significantly higher than SUSW.L's 10.05% return.

DBJP

1D
-3.50%
1M
1.64%
YTD
16.67%
6M
18.37%
1Y
49.57%
3Y*
26.98%
5Y*
20.66%
10Y*
15.87%

SUSW.L

1D
0.34%
1M
5.14%
YTD
10.05%
6M
11.41%
1Y
20.71%
3Y*
16.03%
5Y*
9.49%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBJP vs. SUSW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DBJP
Xtrackers MSCI Japan Hedged Equity ETF		16.67%29.51%25.53%36.21%-4.19%13.04%10.53%20.87%-14.82%4.37%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)		10.03%15.57%11.03%24.60%-21.42%26.41%20.56%29.75%-7.61%4.24%

Correlation

The correlation between DBJP and SUSW.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2017

0.48

The correlation between DBJP and SUSW.L has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

DBJP vs. SUSW.L - Sectors Allocation Comparison

Sectors
DBJP
SUSW.L

Industrials

26.0%
11.8%

Technology

19.1%
30.6%

Financial Services

17.5%
17.1%

Consumer Cyclical

12.2%
9.2%

Communication Services

7.9%
7.7%

Healthcare

6.3%
9.3%

Consumer Defensive

3.6%
6.2%

Basic Materials

3.0%
4.0%

Real Estate

2.3%
2.3%

Utilities

1.1%
1.8%

Energy

1.1%

-

Industrials

DBJP
26.0%
SUSW.L
11.8%

Technology

DBJP
19.1%
SUSW.L
30.6%

Financial Services

DBJP
17.5%
SUSW.L
17.1%

Consumer Cyclical

DBJP
12.2%
SUSW.L
9.2%

Communication Services

DBJP
7.9%
SUSW.L
7.7%

Healthcare

DBJP
6.3%
SUSW.L
9.3%

Consumer Defensive

DBJP
3.6%
SUSW.L
6.2%

Basic Materials

DBJP
3.0%
SUSW.L
4.0%

Real Estate

DBJP
2.3%
SUSW.L
2.3%

Utilities

DBJP
1.1%
SUSW.L
1.8%

Energy

DBJP
1.1%
SUSW.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI Japan Hedged Equity ETF

iShares MSCI World SRI UCITS ETF EUR (Acc)

Often compared with DBJP:
DBJP vs. DXJDBJP vs. HEWJDBJP vs. BBJPDBJP vs. EWJDBJP vs. FLJPDBJP vs. FLJHDBJP vs. HEFA
Often compared with SUSW.L:
SUSW.L vs. SPYSUSW.L vs. VTSUSW.L vs. ICLNSUSW.L vs. NASD.LSUSW.L vs. AIAI.LSUSW.L vs. XESC.LSUSW.L vs. XSPX.L

Return for Risk

DBJP vs. SUSW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DBJP
DBJP Risk / Return Rank: 8484
Overall Rank
DBJP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DBJP Sortino Ratio Rank: 8282
Sortino Ratio Rank
DBJP Omega Ratio Rank: 8181
Omega Ratio Rank
DBJP Calmar Ratio Rank: 8787
Calmar Ratio Rank
DBJP Martin Ratio Rank: 8888
Martin Ratio Rank
SUSW.L
SUSW.L Risk / Return Rank: 4646
Overall Rank
SUSW.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 4444
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBJP vs. SUSW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

DBJPSUSW.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
1.56

+1.06

Sortino ratioReturn per unit of downside risk
3.56
2.36

+1.20

Omega ratioGain probability vs. loss probability

1.47

1.28

+0.19

Calmar ratioReturn relative to maximum drawdown

4.79

2.12

+2.68

Martin ratioReturn relative to average drawdown

18.63

8.24

+10.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBJP vs. SUSW.L - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 2.62, which is higher than the SUSW.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DBJP and SUSW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DBJPSUSW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.56

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.59

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.71

-0.04

Drawdowns

DBJP vs. SUSW.L - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, roughly equal to the maximum SUSW.L drawdown of -32.58%. Use the drawdown chart below to compare losses from any high point for DBJP and SUSW.L.

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Drawdown Indicators

DBJPSUSW.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-32.58%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-9.61%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-18.19%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-29.31%

+7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

—

—

Current Drawdown

Current decline from peak

-3.50%

0.00%

-3.50%

Average Drawdown

Average peak-to-trough decline

-7.29%

-5.78%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.49%

+0.18%

Volatility

DBJP vs. SUSW.L - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 4.97% compared to iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) at 3.84%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than SUSW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DBJPSUSW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

3.84%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

10.17%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

13.02%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

16.12%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

17.21%

+2.27%

DBJP vs. SUSW.L - Expense Ratio Comparison

DBJP has a 0.45% expense ratio, which is higher than SUSW.L's 0.20% expense ratio.

Dividends

DBJP vs. SUSW.L - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.41%, while SUSW.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DBJP
Xtrackers MSCI Japan Hedged Equity ETF		2.41%2.81%2.80%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DBJP and SUSW.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSW.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSW.L is cheaper with a 0.20% expense ratio, compared with 0.45% for DBJP.

DBJP is categorized as Japan Equities, while SUSW.L is Global Equities. DBJP tracks MSCI Japan US Dollar Hedged Index, while SUSW.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.45% for DBJP and 0.20% for SUSW.L.

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