FRCJ.DE vs. XDJE.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 22.64%/yr for XDJE.DE. A 0.71 correlation means they provide meaningful diversification when combined. Both charge a 0.19% expense ratio.
Performance
FRCJ.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than XDJE.DE's 35.13% return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
FRCJ.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 28.93% | -8.52% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 35.13% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
Correlation
The correlation between FRCJ.DE and XDJE.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.71 |
The correlation between FRCJ.DE and XDJE.DE has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. XDJE.DE — Risk / Return Rank
FRCJ.DE
XDJE.DE
FRCJ.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.
| FRCJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 5.75 | -2.36 |
| Martin ratioReturn relative to average drawdown | 11.61 | 17.74 | -6.13 |
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Drawdowns
FRCJ.DE vs. XDJE.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and XDJE.DE.
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Drawdown Indicators
| FRCJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -32.45% | +5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -12.77% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -22.87% | +5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -22.87% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -7.26% | +5.21% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -6.08% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 4.15% | -1.08% |
Volatility
FRCJ.DE vs. XDJE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) is 6.28%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.75%. This indicates that FRCJ.DE experiences smaller price fluctuations and is considered to be less risky than XDJE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 9.75% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 21.15% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 26.67% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 21.16% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 22.04% | -5.55% |
FRCJ.DE vs. XDJE.DE - Expense Ratio Comparison
Both FRCJ.DE and XDJE.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
FRCJ.DE vs. XDJE.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than XDJE.DE's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.81% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCJ.DE and XDJE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE and XDJE.DE have the same expense ratio: 0.19% per year.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: UBS and Xtrackers.
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