EL45.DE vs. XDJP.DE
EL45.DE (Deka MSCI Japan Climate Change ESG CTB UCITS ETF) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - EL45.DE tracks the MSCI Japan Climate Change ESG Select CTB Index while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, EL45.DE returned 383.57%/yr vs 11.67%/yr for XDJP.DE. A 0.80 correlation means they provide meaningful diversification when combined. EL45.DE charges 0.26%/yr vs 0.09%/yr for XDJP.DE.
Performance
EL45.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL45.DE achieves a 15.53% return, which is significantly lower than XDJP.DE's 33.21% return. Over the past 10 years, EL45.DE has outperformed XDJP.DE with an annualized return of 383.57%, while XDJP.DE has yielded a comparatively lower 11.67% annualized return.
EL45.DE
- 1D
- -1.72%
- 1M
- -0.71%
- 6M
- 10.63%
- YTD
- 15.53%
- 1Y
- 31.86%
- 3Y*
- 14.27%
- 5Y*
- 7.46%
- 10Y*
- 383.57%
XDJP.DE
- 1D
- -0.99%
- 1M
- -2.07%
- 6M
- 25.48%
- YTD
- 33.21%
- 1Y
- 61.11%
- 3Y*
- 22.37%
- 5Y*
- 12.92%
- 10Y*
- 11.67%
EL45.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL45.DE Deka MSCI Japan Climate Change ESG CTB UCITS ETF | 15.53% | 10.57% | 11.51% | 12.77% | -14.83% | 9.65% | 491,262.69% | 840.15% | 41.10% | 6,472.17% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 33.21% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -4.99% | 10.61% |
Correlation
The correlation between EL45.DE and XDJP.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.80 |
The correlation between EL45.DE and XDJP.DE shifts across timeframes, from 0.75 (10 years) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL45.DE vs. XDJP.DE — Risk / Return Rank
EL45.DE
XDJP.DE
EL45.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.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.
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.
| EL45.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 4.74 | -1.86 |
| Martin ratioReturn relative to average drawdown | 9.57 | 13.62 | -4.05 |
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Drawdowns
EL45.DE vs. XDJP.DE - Drawdown Comparison
The maximum EL45.DE drawdown since its inception was -23.54%, smaller than the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for EL45.DE and XDJP.DE.
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Drawdown Indicators
| EL45.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.54% | -29.12% | +5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -12.83% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.76% | -20.16% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -21.14% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -22.36% | -29.12% | +6.76% |
Current DrawdownCurrent decline from peak | -5.46% | -7.71% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -6.77% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.47% | -1.00% |
Volatility
EL45.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.DE) is 7.50%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.47%. This indicates that EL45.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
| EL45.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 9.47% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.07% | 20.64% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 25.50% | -5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 19.11% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21,842.13% | 17.97% | +21,824.16% |
EL45.DE vs. XDJP.DE - Expense Ratio Comparison
EL45.DE has a 0.26% 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
EL45.DE vs. XDJP.DE - Dividend Comparison
EL45.DE's dividend yield for the trailing twelve months is around 1.46%, more than XDJP.DE's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL45.DE Deka MSCI Japan Climate Change ESG CTB UCITS ETF | 1.46% | 1.77% | 1.49% | 1.64% | 1.95% | 2.07% | 165.19% | 81.94% | 42.51% | 159.77% | 62.28% | 103.93% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.02% | 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
EL45.DE and XDJP.DE have a correlation of 0.88, 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 0.26% for EL45.DE.
EL45.DE tracks MSCI Japan Climate Change ESG Select CTB Index, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.26% for EL45.DE and 0.09% for XDJP.DE.
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