JNHD.DE vs. XCJD.DE
JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) and XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) are both Japan Equities funds - JNHD.DE tracks the MSCI Japan Index (EUR Hedged) while XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB. Both are passively managed. Over the past 3 years, JNHD.DE returned 25.21%/yr vs 13.64%/yr for XCJD.DE. A 0.79 correlation means they provide meaningful diversification when combined. JNHD.DE charges 0.20%/yr vs 0.15%/yr for XCJD.DE.
Performance
JNHD.DE vs. XCJD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JNHD.DE achieves a 17.02% return, which is significantly lower than XCJD.DE's 19.48% return.
JNHD.DE
- 1D
- -2.37%
- 1M
- -4.29%
- 6M
- 9.62%
- YTD
- 17.02%
- 1Y
- 44.20%
- 3Y*
- 25.21%
- 5Y*
- 18.86%
- 10Y*
- —
XCJD.DE
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 13.22%
- YTD
- 19.48%
- 1Y
- 33.98%
- 3Y*
- 13.64%
- 5Y*
- —
- 10Y*
- —
JNHD.DE vs. XCJD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 17.02% | 27.52% | 23.21% | 26.09% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 19.48% | 10.38% | 7.06% | -0.50% |
Correlation
The correlation between JNHD.DE and XCJD.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2023 | 0.79 |
The correlation between JNHD.DE and XCJD.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
JNHD.DE vs. XCJD.DE — Risk / Return Rank
JNHD.DE
XCJD.DE
JNHD.DE vs. XCJD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.
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.
| JNHD.DE | XCJD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.15 | +2.42 |
| Martin ratioReturn relative to average drawdown | 14.93 | 4.39 | +10.54 |
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Drawdowns
JNHD.DE vs. XCJD.DE - Drawdown Comparison
The maximum JNHD.DE drawdown since its inception was -21.83%, 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 JNHD.DE and XCJD.DE.
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Drawdown Indicators
| JNHD.DE | XCJD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -16.48% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -15.78% | +6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -16.48% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | — | — |
Current DrawdownCurrent decline from peak | -6.33% | -2.20% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -5.10% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 7.73% | -4.78% |
Volatility
JNHD.DE vs. XCJD.DE - Volatility Comparison
Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a higher volatility of 6.92% compared to Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) at 6.04%. This indicates that JNHD.DE's price experiences larger fluctuations and is considered to be riskier than XCJD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNHD.DE | XCJD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.04% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 15.74% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 28.56% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 20.48% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 20.48% | -2.07% |
JNHD.DE vs. XCJD.DE - Expense Ratio Comparison
JNHD.DE has a 0.20% expense ratio, which is higher than XCJD.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JNHD.DE vs. XCJD.DE - Dividend Comparison
JNHD.DE's dividend yield for the trailing twelve months is around 1.55%, more than XCJD.DE's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.55% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.35% | 1.55% | 2.21% | 2.27% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JNHD.DE and XCJD.DE have a correlation of 0.86, 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 0.20% for JNHD.DE.
JNHD.DE tracks MSCI Japan Index (EUR Hedged), while XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.20% for JNHD.DE and 0.15% for XCJD.DE.
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