IQQJ.DE vs. XDJP.DE
IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - IQQJ.DE tracks the MSCI Japan while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, IQQJ.DE returned 8.94%/yr vs 12.04%/yr for XDJP.DE. Their correlation of 0.93 suggests significant overlap in exposure. IQQJ.DE charges 0.12%/yr vs 0.09%/yr for XDJP.DE.
Performance
IQQJ.DE vs. XDJP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQJ.DE achieves a 16.83% return, which is significantly lower than XDJP.DE's 32.10% return. Over the past 10 years, IQQJ.DE has underperformed XDJP.DE with an annualized return of 8.94%, while XDJP.DE has yielded a comparatively higher 12.04% annualized 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%
XDJP.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.10%
- 6M
- 30.23%
- 1Y
- 60.51%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
IQQJ.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 12.69% | 13.58% | 16.03% | -12.77% | 9.53% | 4.77% | 21.88% | -10.11% | 8.81% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 24.82% | -4.99% | 10.59% |
Correlation
The correlation between IQQJ.DE and XDJP.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.93 |
The correlation between IQQJ.DE and XDJP.DE shifts across timeframes, from 0.83 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQJ.DE vs. XDJP.DE — Risk / Return Rank
IQQJ.DE
XDJP.DE
IQQJ.DE vs. XDJP.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 Nikkei 225 UCITS ETF 1D (XDJP.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 | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 4.63 | -2.56 |
| Martin ratioReturn relative to average drawdown | 9.16 | 13.98 | -4.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.53 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.67 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.66 | -0.38 |
Drawdowns
IQQJ.DE vs. XDJP.DE - Drawdown Comparison
The maximum IQQJ.DE drawdown since its inception was -54.99%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for IQQJ.DE and XDJP.DE.
Loading charts...
Drawdown Indicators
| IQQJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.99% | -29.12% | -25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.69% | -12.86% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -20.18% | +3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.40% | -21.15% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -28.02% | -29.12% | +1.10% |
Current DrawdownCurrent decline from peak | -14.69% | -1.43% | -13.26% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -6.85% | -9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 4.26% | -0.93% |
Volatility
IQQJ.DE vs. XDJP.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 30.30% compared to Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) at 6.62%. This indicates that IQQJ.DE's price experiences larger fluctuations and is considered to be riskier than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.30% | 6.62% | +23.68% |
Volatility (6M)Calculated over the trailing 6-month period | 33.04% | 18.57% | +14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 23.54% | +11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 18.59% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 17.76% | +1.06% |
IQQJ.DE vs. XDJP.DE - Expense Ratio Comparison
IQQJ.DE has a 0.12% expense ratio, which is higher than XDJP.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
IQQJ.DE vs. XDJP.DE - Dividend Comparison
IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%, more than XDJP.DE's 1.03% 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% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
IQQJ.DE and XDJP.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for IQQJ.DE.
IQQJ.DE tracks MSCI Japan, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for IQQJ.DE and 0.09% for XDJP.DE.
Find the right allocation for IQQJ.DE and XDJP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer