J1GR.DE vs. XMK9.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) are both Japan Equities funds - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while XMK9.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 13.95%/yr for XMK9.DE. Their correlation of 0.84 suggests significant overlap in exposure. J1GR.DE charges 0.45%/yr vs 0.40%/yr for XMK9.DE.
Performance
J1GR.DE vs. XMK9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, J1GR.DE achieves a 16.49% return, which is significantly lower than XMK9.DE's 19.57% return. Over the past 10 years, J1GR.DE has underperformed XMK9.DE with an annualized return of 8.57%, while XMK9.DE has yielded a comparatively higher 13.95% annualized return.
J1GR.DE
- 1D
- -0.06%
- 1M
- 4.23%
- YTD
- 16.49%
- 6M
- 16.45%
- 1Y
- 31.08%
- 3Y*
- 13.87%
- 5Y*
- 8.97%
- 10Y*
- 8.57%
XMK9.DE
- 1D
- 0.46%
- 1M
- 6.02%
- YTD
- 19.57%
- 6M
- 21.48%
- 1Y
- 51.09%
- 3Y*
- 26.94%
- 5Y*
- 19.08%
- 10Y*
- 13.95%
J1GR.DE vs. XMK9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.49% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 4.87% | 22.18% | -10.16% | 9.06% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 19.57% | 27.06% | 22.49% | 33.31% | -6.05% | 11.97% | 7.34% | 17.42% | -16.83% | 18.79% |
Correlation
The correlation between J1GR.DE and XMK9.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2012 | 0.84 |
The correlation between J1GR.DE and XMK9.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. XMK9.DE — Risk / Return Rank
J1GR.DE
XMK9.DE
J1GR.DE vs. XMK9.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 MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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.
| J1GR.DE | XMK9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.49 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 5.21 | -2.61 |
| Martin ratioReturn relative to average drawdown | 8.77 | 17.91 | -9.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| J1GR.DE | XMK9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.64 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.01 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.74 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.70 | -0.24 |
Drawdowns
J1GR.DE vs. XMK9.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum XMK9.DE drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and XMK9.DE.
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Drawdown Indicators
| J1GR.DE | XMK9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -34.29% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.72% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -21.74% | +4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -21.74% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -34.29% | +6.48% |
Current DrawdownCurrent decline from peak | -0.06% | 0.00% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -7.71% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.83% | +0.57% |
Volatility
J1GR.DE vs. XMK9.DE - Volatility Comparison
Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) has a higher volatility of 4.06% compared to Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) at 3.68%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than XMK9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J1GR.DE | XMK9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.68% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 14.80% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 19.21% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 18.65% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 18.80% | -2.37% |
J1GR.DE vs. XMK9.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than XMK9.DE's 0.40% expense ratio.
Dividends
J1GR.DE vs. XMK9.DE - Dividend Comparison
Neither J1GR.DE nor XMK9.DE has paid dividends to shareholders.
Frequently Asked Questions
J1GR.DE and XMK9.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMK9.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMK9.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while XMK9.DE tracks MSCI Japan. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for J1GR.DE and 0.40% for XMK9.DE.
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