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DXS6.DE vs. PRAJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXS6.DE vs. PRAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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, DXS6.DE achieves a 8.45% return, which is significantly lower than PRAJ.DE's 17.38% return.


DXS6.DE

1D
-0.19%
1M
3.28%
6M
5.71%
YTD
8.45%
1Y
13.32%
3Y*
10.25%
5Y*
5.45%
10Y*
6.42%

PRAJ.DE

1D
-0.82%
1M
0.28%
6M
10.18%
YTD
17.38%
1Y
37.13%
3Y*
17.04%
5Y*
10.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXS6.DE vs. PRAJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)
8.45%6.37%13.01%1.46%-1.97%12.85%-5.60%
PRAJ.DE
Amundi Prime Japan UCITS ETF
17.38%12.81%13.75%16.27%-11.68%10.20%-99.15%

Correlation

The correlation between DXS6.DE and PRAJ.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.48

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.57

The correlation between DXS6.DE and PRAJ.DE shifts across timeframes, from 0.45 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DXS6.DE vs. PRAJ.DE — Risk / Return Rank

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

DXS6.DE
DXS6.DE Risk / Return Rank: 3030
Overall Rank
DXS6.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DXS6.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
DXS6.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DXS6.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
DXS6.DE Martin Ratio Rank: 3131
Martin Ratio Rank

PRAJ.DE
PRAJ.DE Risk / Return Rank: 7979
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 8181
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.

DXS6.DE vs. PRAJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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.


DXS6.DEPRAJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.16

1.36

-0.20

Calmar ratioReturn relative to maximum drawdown

1.44

3.80

-2.36

Martin ratioReturn relative to average drawdown

3.63

12.33

-8.70

DXS6.DE vs. PRAJ.DE - Sharpe Ratio Comparison

The current DXS6.DE Sharpe Ratio is 0.87, which is lower than the PRAJ.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DXS6.DE and PRAJ.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

DXS6.DE vs. PRAJ.DE - Drawdown Comparison

The maximum DXS6.DE drawdown since its inception was -36.97%, smaller than the maximum PRAJ.DE drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for DXS6.DE and PRAJ.DE.


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Drawdown Indicators


DXS6.DEPRAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-99.42%

+62.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-9.72%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-16.82%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.92%

-18.65%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.97%

Current Drawdown

Current decline from peak

-2.31%

-98.56%

+96.25%

Average Drawdown

Average peak-to-trough decline

-7.77%

-98.79%

+91.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.00%

+0.66%

Volatility

DXS6.DE vs. PRAJ.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) is 4.68%, while Amundi Prime Japan UCITS ETF (PRAJ.DE) has a volatility of 5.81%. This indicates that DXS6.DE experiences smaller price fluctuations and is considered to be less risky than PRAJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXS6.DEPRAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

5.81%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

15.50%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

19.22%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

16.70%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

42.69%

-25.95%

DXS6.DE vs. PRAJ.DE - Expense Ratio Comparison

DXS6.DE has a 0.25% expense ratio, which is higher than PRAJ.DE's 0.05% 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

DXS6.DE vs. PRAJ.DE - Dividend Comparison

Neither DXS6.DE nor PRAJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXS6.DE and PRAJ.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for DXS6.DE.

DXS6.DE is categorized as Asia Pacific Equities, while PRAJ.DE is Japan Equities. DXS6.DE tracks MSCI Pacific ex Japan Select Screened Index, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for DXS6.DE and 0.05% for PRAJ.DE.

Portfolio Optimizer

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