DBXJ.DE vs. XNAS.DE
DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - DBXJ.DE is a Japan Equities fund tracking the MSCI Japan, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, DBXJ.DE returned 10.09%/yr vs 18.79%/yr for XNAS.DE. A 0.51 correlation means they provide meaningful diversification when combined. DBXJ.DE charges 0.12%/yr vs 0.20%/yr for XNAS.DE.
Performance
DBXJ.DE vs. XNAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBXJ.DE achieves a 16.95% return, which is significantly lower than XNAS.DE's 20.53% return.
DBXJ.DE
- 1D
- -0.42%
- 1M
- 6.00%
- YTD
- 16.95%
- 6M
- 16.74%
- 1Y
- 30.73%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
DBXJ.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 6.43% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between DBXJ.DE and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.51 |
The correlation between DBXJ.DE and XNAS.DE has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBXJ.DE vs. XNAS.DE — Risk / Return Rank
DBXJ.DE
XNAS.DE
DBXJ.DE vs. XNAS.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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.77 | -0.77 |
| Martin ratioReturn relative to average drawdown | 9.82 | 11.16 | -1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DBXJ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.40 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.33 |
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 | -0.64 |
Drawdowns
DBXJ.DE vs. XNAS.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and XNAS.DE.
Loading charts...
Drawdown Indicators
| DBXJ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -31.25% | -19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.00% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -26.72% | +9.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -31.25% | +12.25% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.83% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -7.83% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.38% | -0.26% |
Volatility
DBXJ.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) is 3.40%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that DBXJ.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBXJ.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 4.31% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 10.91% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 15.71% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 19.88% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 19.84% | -3.46% |
DBXJ.DE vs. XNAS.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is lower than XNAS.DE's 0.20% expense ratio. Despite the difference, 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. XNAS.DE - Dividend Comparison
Neither DBXJ.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXJ.DE and XNAS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for XNAS.DE.
DBXJ.DE is categorized as Japan Equities, while XNAS.DE is Nasdaq-100. DBXJ.DE tracks MSCI Japan, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for DBXJ.DE and 0.20% for XNAS.DE.
Find the right allocation for DBXJ.DE and XNAS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer