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EXX7.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX7.DE vs. XDJP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EXX7.DE having a 31.92% return and XDJP.DE slightly higher at 32.10%. Both investments have delivered pretty close results over the past 10 years, with EXX7.DE having a 11.53% annualized return and XDJP.DE not far ahead at 12.04%.


EXX7.DE

1D
-1.45%
1M
10.44%
YTD
31.92%
6M
29.93%
1Y
58.94%
3Y*
20.28%
5Y*
11.91%
10Y*
11.53%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX7.DE vs. XDJP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
31.92%15.64%13.98%17.46%-15.88%3.04%13.62%24.16%-5.34%10.10%
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 EXX7.DE and XDJP.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2013

1.00

The correlation between EXX7.DE and XDJP.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

EXX7.DE vs. XDJP.DE — Risk / Return Rank

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

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7474
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 7979
Overall Rank
XDJP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 7575
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.

EXX7.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.


EXX7.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.42

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

4.52

4.63

-0.11

Martin ratioReturn relative to average drawdown

13.72

13.98

-0.26

EXX7.DE vs. XDJP.DE - Sharpe Ratio Comparison

The current EXX7.DE Sharpe Ratio is 2.50, which is comparable to the XDJP.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EXX7.DE and XDJP.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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Sharpe Ratios by Period


EXX7.DEXDJP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.53

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.66

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.67

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.66

-0.27

Drawdowns

EXX7.DE vs. XDJP.DE - Drawdown Comparison

The maximum EXX7.DE drawdown since its inception was -50.57%, 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 EXX7.DE and XDJP.DE.


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Drawdown Indicators


EXX7.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.57%

-29.12%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-12.86%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-20.18%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-21.15%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

-29.12%

-0.71%

Current Drawdown

Current decline from peak

-1.45%

-1.43%

-0.02%

Average Drawdown

Average peak-to-trough decline

-12.03%

-6.85%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

4.26%

+0.02%

Volatility

EXX7.DE vs. XDJP.DE - Volatility Comparison

iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) have volatilities of 6.61% and 6.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXX7.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.62%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

18.57%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

23.54%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

18.59%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.76%

-0.04%

EXX7.DE vs. XDJP.DE - Expense Ratio Comparison

EXX7.DE has a 0.51% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.


Dividends

EXX7.DE vs. XDJP.DE - Dividend Comparison

EXX7.DE's dividend yield for the trailing twelve months is around 0.77%, less than XDJP.DE's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.77%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%
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


With a correlation of 1.00, EXX7.DE and XDJP.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, 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 0.51% for EXX7.DE.

EXX7.DE tracks Nikkei 225®, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.51% for EXX7.DE and 0.09% for XDJP.DE.

Portfolio Optimizer

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