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

Performance

FVSJ.DE vs. XNKY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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, FVSJ.DE achieves a 38.87% return, which is significantly higher than XNKY.DE's 34.73% return.


FVSJ.DE

1D
-0.93%
1M
-6.25%
6M
31.23%
YTD
38.87%
1Y
57.55%
3Y*
24.79%
5Y*
13.76%
10Y*

XNKY.DE

1D
0.00%
1M
-1.17%
6M
26.91%
YTD
34.73%
1Y
62.74%
3Y*
22.79%
5Y*
13.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
38.87%15.41%13.98%8.23%-7.56%13.74%3.71%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
34.73%16.16%14.34%18.03%-15.35%3.16%7.65%

Correlation

The correlation between FVSJ.DE and XNKY.DE is 0.76, 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

0.76

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

0.65

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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2020

0.59

The correlation between FVSJ.DE and XNKY.DE shifts across timeframes, from 0.59 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FVSJ.DE vs. XNKY.DE — Risk / Return Rank

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

FVSJ.DE
FVSJ.DE Risk / Return Rank: 8888
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 8787
Martin Ratio Rank

XNKY.DE
XNKY.DE Risk / Return Rank: 8888
Overall Rank
XNKY.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 8686
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.

FVSJ.DE vs. XNKY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.


FVSJ.DEXNKY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.03

Calmar ratioReturn relative to maximum drawdown

4.81

4.85

-0.05

Martin ratioReturn relative to average drawdown

14.67

14.07

+0.60

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

The current FVSJ.DE Sharpe Ratio is 2.41, which is comparable to the XNKY.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FVSJ.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

FVSJ.DE vs. XNKY.DE - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -30.47%, 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 FVSJ.DE and XNKY.DE.


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Drawdown Indicators


FVSJ.DEXNKY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-21.47%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-12.99%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.79%

-20.16%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

-21.15%

-0.64%

Current Drawdown

Current decline from peak

-11.21%

-6.74%

-4.47%

Average Drawdown

Average peak-to-trough decline

-7.27%

-7.79%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

4.47%

-0.56%

Volatility

FVSJ.DE vs. XNKY.DE - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 11.21% compared to Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) at 9.42%. This indicates that FVSJ.DE's price experiences larger fluctuations and is considered to be riskier 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


FVSJ.DEXNKY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

9.42%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.47%

20.75%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

25.77%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

19.14%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

18.78%

-0.35%

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

FVSJ.DE has a 0.14% 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

FVSJ.DE vs. XNKY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FVSJ.DE and XNKY.DE have a correlation of 0.76, 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 0.14% for FVSJ.DE.

FVSJ.DE is categorized as Asia Pacific Equities, while XNKY.DE is Japan Equities. FVSJ.DE tracks FTSE Asia ex Japan ex China, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: Franklin Templeton and Xtrackers. Their fees differ too: 0.14% for FVSJ.DE and 0.09% for XNKY.DE.

Portfolio Optimizer

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