FRCJ.DE vs. XNKY.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while XNKY.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 12.89%/yr for XNKY.DE. Their correlation of 0.87 suggests significant overlap in exposure. FRCJ.DE charges 0.19%/yr vs 0.09%/yr for XNKY.DE.
Performance
FRCJ.DE vs. XNKY.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 XNKY.DE's 33.21% 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%
XNKY.DE
- 1D
- 0.00%
- 1M
- -2.24%
- 6M
- 24.40%
- YTD
- 33.21%
- 1Y
- 62.29%
- 3Y*
- 22.49%
- 5Y*
- 12.89%
- 10Y*
- —
FRCJ.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 8.11% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 33.21% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 7.65% |
Correlation
The correlation between FRCJ.DE and XNKY.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2020 | 0.87 |
The correlation between FRCJ.DE and XNKY.DE shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FRCJ.DE vs. XNKY.DE — Risk / Return Rank
FRCJ.DE
XNKY.DE
FRCJ.DE vs. XNKY.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 (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.
| FRCJ.DE | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 4.82 | -1.42 |
| Martin ratioReturn relative to average drawdown | 11.61 | 13.87 | -2.26 |
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Drawdowns
FRCJ.DE vs. XNKY.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and XNKY.DE.
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Drawdown Indicators
| FRCJ.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -21.47% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -12.99% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -20.16% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -21.15% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -7.79% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -7.79% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 4.51% | -1.44% |
Volatility
FRCJ.DE vs. XNKY.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 (XNKY.DE) has a volatility of 9.25%. This indicates that FRCJ.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
| FRCJ.DE | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 9.25% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 20.78% | -5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 25.81% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 19.14% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.78% | -2.29% |
FRCJ.DE vs. XNKY.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than XNKY.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
FRCJ.DE vs. XNKY.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, while XNKY.DE has not paid dividends to shareholders.
| 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% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCJ.DE and XNKY.DE have a correlation of 0.74, 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 0.19% for FRCJ.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.19% for FRCJ.DE and 0.09% for XNKY.DE.
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