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FEPX.DE vs. XNKY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEPX.DE vs. XNKY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) and Xtrackers Nikkei 225 UCITS ETF (XNKY.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XNKY.DE's 30.76% 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*

XNKY.DE

1D
0.00%
1M
-5.82%
6M
22.85%
YTD
30.76%
1Y
56.07%
3Y*
21.27%
5Y*
12.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEPX.DE vs. XNKY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
30.76%16.16%14.34%18.03%-15.35%3.16%2.65%

Correlation

The correlation between FEPX.DE and XNKY.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 XNKY.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. XNKY.DE — Risk / Return Rank

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

FEPX.DE
FEPX.DE Risk / Return Rank: 5050
Overall Rank
FEPX.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEPX.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
FEPX.DE Omega Ratio Rank: 4343
Omega Ratio Rank
FEPX.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
FEPX.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XNKY.DE
XNKY.DE Risk / Return Rank: 8484
Overall Rank
XNKY.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 7878
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 8282
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.

FEPX.DE vs. XNKY.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 (XNKY.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.DEXNKY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

2.26

4.34

-2.07

Martin ratioReturn relative to average drawdown

6.43

12.34

-5.91

FEPX.DE vs. XNKY.DE - Sharpe Ratio Comparison

The current FEPX.DE Sharpe Ratio is 1.29, which is lower than the XNKY.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of FEPX.DE and XNKY.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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Drawdowns

FEPX.DE vs. XNKY.DE - Drawdown Comparison

The maximum FEPX.DE drawdown since its inception was -20.59%, roughly equal to the maximum XNKY.DE drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and XNKY.DE.


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Drawdown Indicators


FEPX.DEXNKY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.59%

-21.47%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-12.99%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-20.16%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-21.15%

+0.56%

Current Drawdown

Current decline from peak

-0.40%

-9.49%

+9.09%

Average Drawdown

Average peak-to-trough decline

-6.61%

-7.80%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

4.56%

-2.14%

Volatility

FEPX.DE vs. XNKY.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 (XNKY.DE) has a volatility of 9.09%. This indicates that FEPX.DE experiences smaller price fluctuations and is considered to be less risky than XNKY.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.DEXNKY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

9.09%

-6.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

20.87%

-11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

25.87%

-13.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

19.15%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

18.79%

-1.89%

FEPX.DE vs. XNKY.DE - Expense Ratio Comparison

FEPX.DE has a 0.30% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.


Dividends

FEPX.DE vs. XNKY.DE - Dividend Comparison

Neither FEPX.DE nor XNKY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FEPX.DE and XNKY.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, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.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 XNKY.DE is Japan Equities. FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: Fidelity and Xtrackers. Their fees differ too: 0.30% for FEPX.DE and 0.09% for XNKY.DE.

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