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DBXJ.DE vs. IUSU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXJ.DE vs. IUSU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBXJ.DE achieves a 18.87% return, which is significantly higher than IUSU.DE's 3.66% return. Over the past 10 years, DBXJ.DE has outperformed IUSU.DE with an annualized return of 8.95%, while IUSU.DE has yielded a comparatively lower 1.43% annualized return.


DBXJ.DE

1D
-1.16%
1M
0.69%
6M
12.46%
YTD
18.87%
1Y
38.28%
3Y*
17.32%
5Y*
10.26%
10Y*
8.95%

IUSU.DE

1D
0.12%
1M
1.57%
6M
2.69%
YTD
3.66%
1Y
4.88%
3Y*
3.70%
5Y*
2.60%
10Y*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXJ.DE vs. IUSU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
18.87%12.58%13.75%16.43%-12.41%9.99%5.08%21.75%-9.54%9.08%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.66%-6.44%10.08%0.67%2.11%7.74%-6.05%6.08%6.10%-11.82%

Correlation

The correlation between DBXJ.DE and IUSU.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.01

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2007

0.15

The correlation between DBXJ.DE and IUSU.DE shifts across timeframes, from -0.15 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBXJ.DE vs. IUSU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBXJ.DE
DBXJ.DE Risk / Return Rank: 7979
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 7979
Martin Ratio Rank

IUSU.DE
IUSU.DE Risk / Return Rank: 2828
Overall Rank
IUSU.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 2525
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 2929
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.

DBXJ.DE vs. IUSU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBXJ.DEIUSU.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.20

Calmar ratioReturn relative to maximum drawdown

3.73

1.38

+2.36

Martin ratioReturn relative to average drawdown

12.09

3.46

+8.63

DBXJ.DE vs. IUSU.DE - Sharpe Ratio Comparison

The current DBXJ.DE Sharpe Ratio is 1.93, which is higher than the IUSU.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DBXJ.DE and IUSU.DE, 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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Drawdowns

DBXJ.DE vs. IUSU.DE - Drawdown Comparison

The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than IUSU.DE's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and IUSU.DE.


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Drawdown Indicators


DBXJ.DEIUSU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.22%

-18.82%

-32.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-3.54%

-6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.95%

-10.92%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-12.47%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-28.04%

-16.73%

-11.31%

Current Drawdown

Current decline from peak

-3.89%

-5.17%

+1.28%

Average Drawdown

Average peak-to-trough decline

-14.55%

-7.00%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.41%

+1.75%

Volatility

DBXJ.DE vs. IUSU.DE - Volatility Comparison

Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) has a higher volatility of 6.53% compared to iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) at 1.35%. This indicates that DBXJ.DE's price experiences larger fluctuations and is considered to be riskier than IUSU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXJ.DEIUSU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

1.35%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

3.88%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

5.58%

+14.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

7.18%

+9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

6.84%

+9.58%

DBXJ.DE vs. IUSU.DE - Expense Ratio Comparison

DBXJ.DE has a 0.12% expense ratio, which is higher than IUSU.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DBXJ.DE vs. IUSU.DE - Dividend Comparison

DBXJ.DE has not paid dividends to shareholders, while IUSU.DE's dividend yield for the trailing twelve months is around 3.93%.


PositionTTM20252024202320222021202020192018201720162015
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.93%4.34%4.05%3.09%0.77%0.60%1.85%2.32%1.51%1.02%0.70%0.50%

Frequently Asked Questions


DBXJ.DE and IUSU.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for DBXJ.DE.

DBXJ.DE is categorized as Japan Equities, while IUSU.DE is Short-Term Bond. DBXJ.DE tracks MSCI Japan, while IUSU.DE tracks Bloomberg US Government TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for DBXJ.DE and 0.07% for IUSU.DE.

Portfolio Optimizer

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