J1GR.DE vs. XDJE.DE

Last updated Jul 22, 2026

J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, J1GR.DE returned 9.19%/yr vs 22.56%/yr for XDJE.DE. A 0.77 correlation means they provide meaningful diversification when combined. J1GR.DE charges 0.45%/yr vs 0.19%/yr for XDJE.DE.

Performance

J1GR.DE vs. XDJE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, J1GR.DE achieves a 19.04% return, which is significantly lower than XDJE.DE's 34.42% return.

J1GR.DE

• 1D: 1.90%
• 1M: -2.72%
• 6M: 15.59%
• YTD: 19.04%
• 1Y: 36.57%
• 3Y*: 15.88%
• 5Y*: 9.19%
• 10Y*: —
• ALL TIME*: 7.83%

XDJE.DE

• 1D: 2.55%
• 1M: -6.38%
• 6M: 29.54%
• YTD: 34.42%
• 1Y: 72.01%
• 3Y*: 31.56%
• 5Y*: 22.56%
• 10Y*: —
• ALL TIME*: 17.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

J1GR.DE vs. XDJE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR	19.04%	11.73%	11.30%	14.89%	-12.68%	9.69%	4.87%	22.18%	-6.92%
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)	34.42%	30.93%	23.55%	35.26%	-9.02%	5.24%	16.17%	16.86%	-7.63%

Correlation

The correlation between J1GR.DE and XDJE.DE is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018	0.77

The correlation between J1GR.DE and XDJE.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

Return for Risk

J1GR.DE vs. XDJE.DE — Risk / Return Rank

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

J1GR.DE

J1GR.DE Risk / Return Rank: 75
J1GR.DE Sharpe Ratio Rank: 72
J1GR.DE Sortino Ratio Rank: 74
J1GR.DE Omega Ratio Rank: 72
J1GR.DE Calmar Ratio Rank: 80
J1GR.DE Martin Ratio Rank: 76

XDJE.DE

XDJE.DE Risk / Return Rank: 92
XDJE.DE Sharpe Ratio Rank: 94
XDJE.DE Sortino Ratio Rank: 92
XDJE.DE Omega Ratio Rank: 89
XDJE.DE Calmar Ratio Rank: 95
XDJE.DE Martin Ratio Rank: 92

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.

J1GR.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.

	J1GR.DE	XDJE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.66	-0.89
Sortino ratio: Return per unit of downside risk	2.55	3.50	-0.94
Omega ratio: Gain probability vs. loss probability	1.33	1.43	-0.11
Calmar ratio: Return relative to maximum drawdown	3.18	5.61	-2.43
Martin ratio: Return relative to average drawdown	10.52	16.61	-6.09

J1GR.DE vs. XDJE.DE - Sharpe Ratio Comparison

The current J1GR.DE Sharpe Ratio is 1.77, which is lower than the XDJE.DE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of J1GR.DE and XDJE.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.

Drawdowns

J1GR.DE vs. XDJE.DE - Drawdown Comparison

The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and XDJE.DE.

Drawdown Indicators

	J1GR.DE	XDJE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.81%	-32.45%	+4.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.45%	-12.77%	+1.32%
Max Drawdown (3Y) Largest decline over 3 years	-17.22%	-22.87%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-19.28%	-22.87%	+3.59%
Current Drawdown Current decline from peak	-4.13%	-7.75%	+3.62%
Average Drawdown Average peak-to-trough decline	-6.15%	-6.09%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	4.32%	-0.85%

Volatility

J1GR.DE vs. XDJE.DE - Volatility Comparison

The current volatility for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) is 7.37%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 10.29%. This indicates that J1GR.DE experiences smaller price fluctuations and is considered to be less risky than XDJE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	J1GR.DE	XDJE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.37%	10.29%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	16.94%	21.47%	-4.53%
Volatility (1Y) Calculated over the trailing 1-year period	20.61%	26.94%	-6.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	21.21%	-4.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	22.08%	-4.92%

J1GR.DE vs. XDJE.DE - Expense Ratio Comparison

J1GR.DE has a 0.45% expense ratio, which is higher than XDJE.DE's 0.19% expense ratio.

Dividends

J1GR.DE vs. XDJE.DE - Dividend Comparison

J1GR.DE has not paid dividends to shareholders, while XDJE.DE's dividend yield for the trailing twelve months is around 0.81%.

Position	TTM	2025	2024	2023	2022	2021	2020
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)	0.81%	1.11%	1.21%	1.32%	2.27%	1.08%	1.00%

Frequently Asked Questions

Can I hold both J1GR.DE and XDJE.DE in my portfolio?

J1GR.DE and XDJE.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, J1GR.DE or XDJE.DE?

On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, J1GR.DE or XDJE.DE?

XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for J1GR.DE.

What is the main difference between J1GR.DE and XDJE.DE?

J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for J1GR.DE and 0.19% for XDJE.DE.