DBJP vs. URTH
Compare and contrast key facts about Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI World ETF (URTH).
DBJP and URTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both DBJP and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBJP or URTH.
Key characteristics
| DBJP | URTH | |
|---|---|---|
| YTD Return | 22.45% | 20.48% |
| 1Y Return | 22.09% | 28.79% |
| 3Y Return (Ann) | 16.18% | 7.11% |
| 5Y Return (Ann) | 15.03% | 12.42% |
| 10Y Return (Ann) | 10.24% | 10.28% |
| Sharpe Ratio | 1.18 | 2.67 |
| Sortino Ratio | 1.55 | 3.62 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 1.09 | 3.83 |
| Martin Ratio | 3.72 | 17.10 |
| Ulcer Index | 6.30% | 1.84% |
| Daily Std Dev | 19.96% | 11.80% |
| Max Drawdown | -31.30% | -34.01% |
| Current Drawdown | -7.00% | -0.80% |
Correlation
The correlation between DBJP and URTH is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DBJP vs. URTH - Performance Comparison
In the year-to-date period, DBJP achieves a 22.45% return, which is significantly higher than URTH's 20.48% return. Both investments have delivered pretty close results over the past 10 years, with DBJP having a 10.24% annualized return and URTH not far ahead at 10.28%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DBJP vs. URTH - Expense Ratio Comparison
DBJP has a 0.46% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
DBJP vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI World ETF (URTH). 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.
Dividends
DBJP vs. URTH - Dividend Comparison
DBJP's dividend yield for the trailing twelve months is around 3.08%, more than URTH's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.08% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% | 1.84% |
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
DBJP vs. URTH - Drawdown Comparison
The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DBJP and URTH. For additional features, visit the drawdowns tool.
Volatility
DBJP vs. URTH - Volatility Comparison
Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 4.68% compared to iShares MSCI World ETF (URTH) at 3.24%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.