EDMJ.DE vs. XDJP.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - EDMJ.DE tracks the MSCI Japan ESG Enhanced Focus while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, EDMJ.DE returned 9.20%/yr vs 12.43%/yr for XDJP.DE. Their correlation of 0.92 suggests significant overlap in exposure. EDMJ.DE charges 0.15%/yr vs 0.09%/yr for XDJP.DE.
Performance
EDMJ.DE vs. XDJP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDMJ.DE achieves a 16.26% return, which is significantly lower than XDJP.DE's 32.10% return.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 5.26%
- YTD
- 16.26%
- 6M
- 16.64%
- 1Y
- 31.02%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
XDJP.DE
- 1D
- -1.43%
- 1M
- 10.57%
- YTD
- 32.10%
- 6M
- 30.18%
- 1Y
- 59.80%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
EDMJ.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 5.87% | 12.14% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 10.69% |
Correlation
The correlation between EDMJ.DE and XDJP.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.92 |
The correlation between EDMJ.DE and XDJP.DE has been stable across timeframes, ranging from 0.87 to 0.92 - 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
EDMJ.DE vs. XDJP.DE — Risk / Return Rank
EDMJ.DE
XDJP.DE
EDMJ.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.
| EDMJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 4.63 | -1.71 |
| Martin ratioReturn relative to average drawdown | 9.83 | 13.98 | -4.15 |
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
| EDMJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.53 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.66 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.66 | -0.12 |
Drawdowns
EDMJ.DE vs. XDJP.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, roughly equal to the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and XDJP.DE.
Loading charts...
Drawdown Indicators
| EDMJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -29.12% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -12.86% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -20.18% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -21.15% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.43% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -6.85% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.26% | -1.11% |
Volatility
EDMJ.DE vs. XDJP.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) is 3.60%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that EDMJ.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDMJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 6.62% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 18.57% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 23.54% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 18.59% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.76% | -0.24% |
EDMJ.DE vs. XDJP.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% expense ratio, which is higher than XDJP.DE's 0.09% 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
EDMJ.DE vs. XDJP.DE - Dividend Comparison
EDMJ.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
EDMJ.DE and XDJP.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for EDMJ.DE.
EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for EDMJ.DE and 0.09% for XDJP.DE.
Find the right allocation for EDMJ.DE and XDJP.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