IUS4.DE vs. XCJD.DE
IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) are both Japan Equities funds - IUS4.DE tracks the MSCI Japan Small Cap while XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB. Both are passively managed. Over the past 3 years, IUS4.DE returned 14.63%/yr vs 10.79%/yr for XCJD.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUS4.DE charges 0.58%/yr vs 0.15%/yr for XCJD.DE.
Performance
IUS4.DE vs. XCJD.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with IUS4.DE having a 14.74% return and XCJD.DE slightly lower at 14.53%.
IUS4.DE
- 1D
- 0.43%
- 1M
- 5.25%
- YTD
- 14.74%
- 6M
- 16.38%
- 1Y
- 27.12%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
IUS4.DE vs. XCJD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 4.12% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 14.53% | 10.16% | 6.89% | 6.37% |
Correlation
The correlation between IUS4.DE and XCJD.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.84 |
The correlation between IUS4.DE and XCJD.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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
IUS4.DE vs. XCJD.DE — Risk / Return Rank
IUS4.DE
XCJD.DE
IUS4.DE vs. XCJD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.
| IUS4.DE | XCJD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.44 | +0.22 |
| Martin ratioReturn relative to average drawdown | 9.26 | 8.19 | +1.08 |
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
| IUS4.DE | XCJD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.38 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.69 | -0.13 |
Drawdowns
IUS4.DE vs. XCJD.DE - Drawdown Comparison
The maximum IUS4.DE drawdown since its inception was -32.63%, 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 IUS4.DE and XCJD.DE.
Loading charts...
Drawdown Indicators
| IUS4.DE | XCJD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -16.48% | -16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -10.52% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.92% | -16.48% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.63% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.41% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -3.78% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.15% | -0.23% |
Volatility
IUS4.DE vs. XCJD.DE - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) is 3.47%, while Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a volatility of 3.70%. This indicates that IUS4.DE experiences smaller price fluctuations and is considered to be less risky than XCJD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUS4.DE | XCJD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.70% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 14.79% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 18.65% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 17.01% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 17.01% | -1.07% |
IUS4.DE vs. XCJD.DE - Expense Ratio Comparison
IUS4.DE has a 0.58% expense ratio, which is higher than XCJD.DE's 0.15% expense ratio.
Dividends
IUS4.DE vs. XCJD.DE - Dividend Comparison
IUS4.DE's dividend yield for the trailing twelve months is around 0.87%, less than XCJD.DE's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
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
IUS4.DE and XCJD.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCJD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCJD.DE is cheaper with a 0.15% expense ratio, compared with 0.58% for IUS4.DE.
IUS4.DE tracks MSCI Japan Small Cap, while XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.58% for IUS4.DE and 0.15% for XCJD.DE.
Find the right allocation for IUS4.DE and XCJD.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