DBXJ.DE vs. WTIZ.DE
DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - DBXJ.DE tracks the MSCI Japan while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, DBXJ.DE returned 10.09%/yr vs 14.12%/yr for WTIZ.DE. Their correlation of 0.95 suggests significant overlap in exposure. DBXJ.DE charges 0.12%/yr vs 0.40%/yr for WTIZ.DE.
Performance
DBXJ.DE vs. WTIZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DBXJ.DE having a 16.95% return and WTIZ.DE slightly higher at 17.38%.
DBXJ.DE
- 1D
- -0.42%
- 1M
- 3.68%
- YTD
- 16.95%
- 6M
- 16.85%
- 1Y
- 31.98%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
DBXJ.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 12.06% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between DBXJ.DE and WTIZ.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.95 |
The correlation between DBXJ.DE and WTIZ.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
DBXJ.DE vs. WTIZ.DE — Risk / Return Rank
DBXJ.DE
WTIZ.DE
DBXJ.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| DBXJ.DE | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.19 | -0.19 |
| Martin ratioReturn relative to average drawdown | 9.82 | 10.27 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBXJ.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.79 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.82 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.91 | -0.65 |
Drawdowns
DBXJ.DE vs. WTIZ.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and WTIZ.DE.
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Drawdown Indicators
| DBXJ.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -17.17% | -34.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.49% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -17.17% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -17.17% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.39% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -3.62% | -11.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.26% | -0.14% |
Volatility
DBXJ.DE vs. WTIZ.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) is 3.40%, while WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a volatility of 3.61%. This indicates that DBXJ.DE experiences smaller price fluctuations and is considered to be less risky than WTIZ.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.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.61% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 15.05% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 18.70% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 16.95% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.60% | -0.22% |
DBXJ.DE vs. WTIZ.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
DBXJ.DE vs. WTIZ.DE - Dividend Comparison
Neither DBXJ.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, DBXJ.DE and WTIZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for WTIZ.DE.
DBXJ.DE tracks MSCI Japan, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.12% for DBXJ.DE and 0.40% for WTIZ.DE.
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