IS0E.DE vs. XNKY.DE
IS0E.DE (iShares Gold Producers UCITS ETF) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both exchange-traded funds - IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold, while XNKY.DE is a Japan Equities fund tracking the Nikkei 225®. Both are passively managed. Over the past 5 years, IS0E.DE returned 18.25%/yr vs 12.43%/yr for XNKY.DE. At a 0.25 correlation, their price movements are largely independent. IS0E.DE charges 0.55%/yr vs 0.09%/yr for XNKY.DE.
Performance
IS0E.DE vs. XNKY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0E.DE achieves a -7.03% return, which is significantly lower than XNKY.DE's 32.35% return.
IS0E.DE
- 1D
- 5.81%
- 1M
- -15.57%
- YTD
- -7.03%
- 6M
- -3.86%
- 1Y
- 50.42%
- 3Y*
- 36.13%
- 5Y*
- 18.25%
- 10Y*
- 12.85%
XNKY.DE
- 1D
- -1.43%
- 1M
- 6.07%
- YTD
- 32.35%
- 6M
- 33.84%
- 1Y
- 59.86%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
IS0E.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | -7.03% | 129.59% | 18.76% | 6.25% | -3.74% | -3.07% | -7.91% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 13.56% |
Correlation
The correlation between IS0E.DE and XNKY.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2020 | 0.25 |
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Return for Risk
IS0E.DE vs. XNKY.DE — Risk / Return Rank
IS0E.DE
XNKY.DE
IS0E.DE vs. XNKY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.
| IS0E.DE | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 4.59 | -3.06 |
| Martin ratioReturn relative to average drawdown | 4.31 | 13.91 | -9.60 |
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Drawdowns
IS0E.DE vs. XNKY.DE - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -82.14%, 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 IS0E.DE and XNKY.DE.
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Drawdown Indicators
| IS0E.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.14% | -21.47% | -60.67% |
Max Drawdown (1Y)Largest decline over 1 year | -32.80% | -12.99% | -19.81% |
Max Drawdown (3Y)Largest decline over 3 years | -32.80% | -20.16% | -12.64% |
Max Drawdown (5Y)Largest decline over 5 years | -38.05% | -21.15% | -16.90% |
Max Drawdown (10Y)Largest decline over 10 years | -45.61% | — | — |
Current DrawdownCurrent decline from peak | -28.30% | -1.43% | -26.87% |
Average DrawdownAverage peak-to-trough decline | -54.08% | -7.84% | -46.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.59% | 4.29% | +7.30% |
Volatility
IS0E.DE vs. XNKY.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 14.22% compared to Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) at 6.59%. This indicates that IS0E.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
| IS0E.DE | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 6.59% | +7.63% |
Volatility (6M)Calculated over the trailing 6-month period | 34.38% | 18.61% | +15.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.45% | 23.59% | +18.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.47% | 18.57% | +13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.12% | 18.41% | +13.71% |
IS0E.DE vs. XNKY.DE - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.
Dividends
IS0E.DE vs. XNKY.DE - Dividend Comparison
Neither IS0E.DE nor XNKY.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0E.DE and XNKY.DE have a correlation of 0.34, 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 0.55% for IS0E.DE.
IS0E.DE is categorized as Precious Metals, while XNKY.DE is Japan Equities. IS0E.DE tracks S&P Commodity Producers Gold, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for IS0E.DE and 0.09% for XNKY.DE.
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