EJAP.DE vs. XDJP.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - EJAP.DE tracks the MSCI Japan ESG Filtered Min TE while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, EJAP.DE returned 10.25%/yr vs 12.43%/yr for XDJP.DE. Their correlation of 0.92 suggests significant overlap in exposure. EJAP.DE charges 0.15%/yr vs 0.09%/yr for XDJP.DE.
Performance
EJAP.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EJAP.DE achieves a 16.87% return, which is significantly lower than XDJP.DE's 32.10% return.
EJAP.DE
- 1D
- -0.24%
- 1M
- 6.39%
- YTD
- 16.87%
- 6M
- 16.66%
- 1Y
- 29.75%
- 3Y*
- 15.41%
- 5Y*
- 10.25%
- 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%
EJAP.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 16.87% | 11.73% | 14.53% | 16.88% | -12.11% | 10.01% | 5.26% | 22.39% | -93.57% | 9.12% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 24.82% | -4.99% | 10.59% |
Correlation
The correlation between EJAP.DE and XDJP.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.92 |
The correlation between EJAP.DE and XDJP.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
EJAP.DE vs. XDJP.DE — Risk / Return Rank
EJAP.DE
XDJP.DE
EJAP.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.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.
| EJAP.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 4.63 | -1.76 |
| Martin ratioReturn relative to average drawdown | 9.27 | 13.98 | -4.71 |
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
| EJAP.DE | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.53 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.66 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.66 | -1.15 |
Drawdowns
EJAP.DE vs. XDJP.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -94.44%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and XDJP.DE.
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Drawdown Indicators
| EJAP.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.44% | -29.12% | -65.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -12.86% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -20.18% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -21.15% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -86.65% | -1.43% | -85.22% |
Average DrawdownAverage peak-to-trough decline | -75.83% | -6.85% | -68.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 4.26% | -1.06% |
Volatility
EJAP.DE vs. XDJP.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) is 3.42%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that EJAP.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.
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Volatility by Period
| EJAP.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 6.62% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 18.57% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 23.54% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 18.59% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.09% | 17.76% | +16.33% |
EJAP.DE vs. XDJP.DE - Expense Ratio Comparison
EJAP.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
EJAP.DE vs. XDJP.DE - Dividend Comparison
EJAP.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 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
EJAP.DE and XDJP.DE have a correlation of 0.86, 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 EJAP.DE.
EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.15% for EJAP.DE and 0.09% for XDJP.DE.
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