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IS3K.DE vs. DBXJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. DBXJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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, IS3K.DE achieves a 4.98% return, which is significantly lower than DBXJ.DE's 18.87% return. Over the past 10 years, IS3K.DE has underperformed DBXJ.DE with an annualized return of 4.40%, while DBXJ.DE has yielded a comparatively higher 8.95% annualized return.


IS3K.DE

1D
0.20%
1M
1.54%
6M
3.17%
YTD
4.98%
1Y
7.70%
3Y*
6.67%
5Y*
5.27%
10Y*
4.40%

DBXJ.DE

1D
-1.16%
1M
0.69%
6M
12.46%
YTD
18.87%
1Y
38.28%
3Y*
17.32%
5Y*
10.26%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3K.DE vs. DBXJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.98%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-8.47%
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
18.87%12.58%13.75%16.43%-12.41%9.99%5.08%21.75%-9.54%9.08%

Correlation

The correlation between IS3K.DE and DBXJ.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

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

0.24

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

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.44

Over the past year, the correlation between IS3K.DE and DBXJ.DE has dropped to 0.06 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

IS3K.DE vs. DBXJ.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 5252
Overall Rank
IS3K.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 5757
Martin Ratio Rank

DBXJ.DE
DBXJ.DE Risk / Return Rank: 7979
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 7979
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.

IS3K.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.


IS3K.DEDBXJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

2.48

3.73

-1.25

Martin ratioReturn relative to average drawdown

8.03

12.09

-4.06

IS3K.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 1.35, which is lower than the DBXJ.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IS3K.DE and DBXJ.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

IS3K.DE vs. DBXJ.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -27.02%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and DBXJ.DE.


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Drawdown Indicators


IS3K.DEDBXJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.02%

-51.22%

+24.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-10.21%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-16.95%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-19.01%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-28.04%

+10.11%

Current Drawdown

Current decline from peak

-1.45%

-3.89%

+2.44%

Average Drawdown

Average peak-to-trough decline

-6.51%

-14.55%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.16%

-2.20%

Volatility

IS3K.DE vs. DBXJ.DE - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) is 1.47%, while Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) has a volatility of 6.53%. This indicates that IS3K.DE experiences smaller price fluctuations and is considered to be less risky than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3K.DEDBXJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

6.53%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

16.03%

-12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

19.74%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

16.80%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

16.42%

-8.60%

IS3K.DE vs. DBXJ.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is higher than DBXJ.DE's 0.12% expense ratio.


Dividends

IS3K.DE vs. DBXJ.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 6.63%, while DBXJ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.63%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%

Frequently Asked Questions


IS3K.DE and DBXJ.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for IS3K.DE.

IS3K.DE is categorized as High Yield Bonds, while DBXJ.DE is Japan Equities. IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while DBXJ.DE tracks MSCI Japan. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.45% for IS3K.DE and 0.12% for DBXJ.DE.

Portfolio Optimizer

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