FEPX.DE vs. XDJP.DE
FEPX.DE (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - FEPX.DE is a Asia Pacific Equities fund tracking the Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 5 years, FEPX.DE returned 6.25%/yr vs 11.82%/yr for XDJP.DE. A 0.57 correlation means they provide meaningful diversification when combined. FEPX.DE charges 0.30%/yr vs 0.09%/yr for XDJP.DE.
Performance
FEPX.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEPX.DE achieves a 11.30% return, which is significantly lower than XDJP.DE's 26.87% return.
FEPX.DE
- 1D
- 0.00%
- 1M
- 2.13%
- 6M
- 8.37%
- YTD
- 11.30%
- 1Y
- 15.54%
- 3Y*
- 10.93%
- 5Y*
- 6.25%
- 10Y*
- —
XDJP.DE
- 1D
- -2.86%
- 1M
- -8.53%
- 6M
- 19.27%
- YTD
- 26.87%
- 1Y
- 51.59%
- 3Y*
- 20.12%
- 5Y*
- 11.82%
- 10Y*
- 11.09%
FEPX.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc | 11.30% | 6.54% | 11.04% | 2.40% | -1.28% | -7.23% | 4.20% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 26.87% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 2.45% |
Correlation
The correlation between FEPX.DE and XDJP.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2020 | 0.57 |
The correlation between FEPX.DE and XDJP.DE has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.
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Return for Risk
FEPX.DE vs. XDJP.DE — Risk / Return Rank
FEPX.DE
XDJP.DE
FEPX.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.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.
| FEPX.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 4.00 | -1.74 |
| Martin ratioReturn relative to average drawdown | 6.43 | 11.24 | -4.82 |
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Drawdowns
FEPX.DE vs. XDJP.DE - Drawdown Comparison
The maximum FEPX.DE drawdown since its inception was -20.59%, smaller than the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and XDJP.DE.
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Drawdown Indicators
| FEPX.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.59% | -29.12% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -12.83% | +5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -20.16% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -21.14% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -0.40% | -12.10% | +11.70% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -6.77% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 4.58% | -2.16% |
Volatility
FEPX.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) is 2.56%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.42%. This indicates that FEPX.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
| FEPX.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 9.42% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 20.94% | -11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 25.75% | -13.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 19.16% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 18.00% | -1.10% |
FEPX.DE vs. XDJP.DE - Expense Ratio Comparison
FEPX.DE has a 0.30% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.
Dividends
FEPX.DE vs. XDJP.DE - Dividend Comparison
FEPX.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF 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 | 1.08% | 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
FEPX.DE and XDJP.DE have a correlation of 0.52, 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 0.30% for FEPX.DE.
FEPX.DE is categorized as Asia Pacific Equities, while XDJP.DE is Japan Equities. FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Fidelity and Xtrackers. Their fees differ too: 0.30% for FEPX.DE and 0.09% for XDJP.DE.
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