PortfoliosLab logoPortfoliosLab logo
DX2S.DE vs. EUNJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2S.DE vs. EUNJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with DX2S.DE having a 8.70% return and EUNJ.DE slightly lower at 8.50%. Over the past 10 years, DX2S.DE has outperformed EUNJ.DE with an annualized return of 7.90%, while EUNJ.DE has yielded a comparatively lower 7.05% annualized return.


DX2S.DE

1D
-0.78%
1M
-2.13%
YTD
8.70%
6M
10.35%
1Y
12.57%
3Y*
9.46%
5Y*
6.26%
10Y*
7.90%

EUNJ.DE

1D
-0.88%
1M
-2.02%
YTD
8.50%
6M
9.74%
1Y
12.72%
3Y*
9.84%
5Y*
5.36%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2S.DE vs. EUNJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
8.70%4.55%8.00%7.90%-3.18%19.42%0.73%25.78%-8.43%5.76%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
8.50%6.56%11.50%1.85%-1.18%12.54%-3.43%21.23%-6.37%10.31%

Correlation

The correlation between DX2S.DE and EUNJ.DE is 0.92, 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

0.92

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

0.93

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2009

0.92

The correlation between DX2S.DE and EUNJ.DE has been stable across timeframes, ranging from 0.92 to 0.94 - 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

DX2S.DE vs. EUNJ.DE — Risk / Return Rank

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

DX2S.DE
DX2S.DE Risk / Return Rank: 2828
Overall Rank
DX2S.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DX2S.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DX2S.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DX2S.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DX2S.DE Martin Ratio Rank: 3131
Martin Ratio Rank

EUNJ.DE
EUNJ.DE Risk / Return Rank: 3636
Overall Rank
EUNJ.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EUNJ.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EUNJ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EUNJ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EUNJ.DE Martin Ratio Rank: 4040
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.

DX2S.DE vs. EUNJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.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.


DX2S.DEEUNJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.53

2.14

-0.61

Martin ratioReturn relative to average drawdown

4.54

6.18

-1.64

DX2S.DE vs. EUNJ.DE - Sharpe Ratio Comparison

The current DX2S.DE Sharpe Ratio is 0.94, which is comparable to the EUNJ.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DX2S.DE and EUNJ.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.


Loading charts...

Sharpe Ratios by Period


DX2S.DEEUNJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.14

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.36

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.42

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.35

-0.08

Drawdowns

DX2S.DE vs. EUNJ.DE - Drawdown Comparison

The maximum DX2S.DE drawdown since its inception was -55.30%, which is greater than EUNJ.DE's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for DX2S.DE and EUNJ.DE.


Loading charts...

Drawdown Indicators


DX2S.DEEUNJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-36.95%

-18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-6.13%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-20.39%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-20.39%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-36.95%

-6.70%

Current Drawdown

Current decline from peak

-2.77%

-2.02%

-0.75%

Average Drawdown

Average peak-to-trough decline

-9.14%

-6.94%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.13%

+0.71%

Volatility

DX2S.DE vs. EUNJ.DE - Volatility Comparison

Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) has a higher volatility of 4.24% compared to iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) at 3.04%. This indicates that DX2S.DE's price experiences larger fluctuations and is considered to be riskier than EUNJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DX2S.DEEUNJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.04%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

8.80%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

11.57%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

14.61%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

16.54%

+2.72%

DX2S.DE vs. EUNJ.DE - Expense Ratio Comparison

DX2S.DE has a 0.50% expense ratio, which is lower than EUNJ.DE's 0.60% expense ratio.


Dividends

DX2S.DE vs. EUNJ.DE - Dividend Comparison

DX2S.DE's dividend yield for the trailing twelve months is around 2.52%, more than EUNJ.DE's 2.46% yield.


PositionTTM20252024202320222021202020192018201720162015
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
2.52%2.75%3.13%3.81%5.44%2.05%5.01%3.62%3.60%3.63%4.04%0.00%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.46%2.95%3.35%3.56%3.92%2.79%2.64%3.52%3.78%3.41%3.31%3.34%

Frequently Asked Questions


With a correlation of 0.92, DX2S.DE and EUNJ.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, DX2S.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2S.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for EUNJ.DE.

DX2S.DE tracks S&P/ASX 200, while EUNJ.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.50% for DX2S.DE and 0.60% for EUNJ.DE.

Portfolio Optimizer

Find the right allocation for DX2S.DE and EUNJ.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