IQQJ.DE vs. XCJD.DE
IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) and XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) are both Japan Equities funds - IQQJ.DE tracks the MSCI Japan while XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB. Both are passively managed. Over the past 3 years, IQQJ.DE returned 15.45%/yr vs 10.79%/yr for XCJD.DE. With a 0.95 correlation, they move nearly in lockstep. IQQJ.DE charges 0.12%/yr vs 0.15%/yr for XCJD.DE.
Performance
IQQJ.DE vs. XCJD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQJ.DE achieves a 16.83% return, which is significantly higher than XCJD.DE's 14.53% return.
IQQJ.DE
- 1D
- -14.69%
- 1M
- 5.85%
- YTD
- 16.83%
- 6M
- 16.70%
- 1Y
- 30.57%
- 3Y*
- 15.45%
- 5Y*
- 9.84%
- 10Y*
- 8.94%
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
IQQJ.DE vs. XCJD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 12.69% | 13.58% | 8.37% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 14.53% | 10.16% | 6.89% | 6.37% |
Correlation
The correlation between IQQJ.DE and XCJD.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.95 |
The correlation between IQQJ.DE and XCJD.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
IQQJ.DE vs. XCJD.DE — Risk / Return Rank
IQQJ.DE
XCJD.DE
IQQJ.DE vs. XCJD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.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.
| IQQJ.DE | XCJD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.44 | -0.37 |
| Martin ratioReturn relative to average drawdown | 9.16 | 8.19 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQJ.DE | XCJD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.38 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.69 | -0.41 |
Drawdowns
IQQJ.DE vs. XCJD.DE - Drawdown Comparison
The maximum IQQJ.DE drawdown since its inception was -54.99%, which is greater than XCJD.DE's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for IQQJ.DE and XCJD.DE.
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Drawdown Indicators
| IQQJ.DE | XCJD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.99% | -16.48% | -38.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.69% | -10.52% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -16.48% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.02% | — | — |
Current DrawdownCurrent decline from peak | -14.69% | -0.41% | -14.28% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -3.78% | -13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.15% | +0.18% |
Volatility
IQQJ.DE vs. XCJD.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 30.30% compared to Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) at 3.70%. This indicates that IQQJ.DE's price experiences larger fluctuations and is considered to be riskier than XCJD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQJ.DE | XCJD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.30% | 3.70% | +26.60% |
Volatility (6M)Calculated over the trailing 6-month period | 33.04% | 14.79% | +18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 18.65% | +16.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 17.01% | +4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 17.01% | +1.81% |
IQQJ.DE vs. XCJD.DE - Expense Ratio Comparison
IQQJ.DE has a 0.12% expense ratio, which is lower than XCJD.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IQQJ.DE vs. XCJD.DE - Dividend Comparison
IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%, more than XCJD.DE's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 1.52% | 1.79% | 1.48% | 1.42% | 1.76% | 1.16% | 1.40% | 1.41% | 1.44% | 1.23% | 1.21% | 0.57% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.21% | 1.36% | 2.05% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, IQQJ.DE and XCJD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for XCJD.DE.
IQQJ.DE tracks MSCI Japan, while XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for IQQJ.DE and 0.15% for XCJD.DE.
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