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JPSR.L vs. XDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JPSR.L vs. XDJP.L

Last updated Jun 5, 2026

JPSR.L (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds tracking the TOPIX TR JPY, from UBS and Xtrackers respectively. Both are passively managed. Over the past 10 years, JPSR.L returned 8.71%/yr vs 13.14%/yr for XDJP.L. A 0.74 correlation means they provide meaningful diversification when combined. JPSR.L charges 0.22%/yr vs 0.09%/yr for XDJP.L.

Performance

JPSR.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPSR.L achieves a 11.27% return, which is significantly lower than XDJP.L's 31.98% return. Over the past 10 years, JPSR.L has underperformed XDJP.L with an annualized return of 8.71%, while XDJP.L has yielded a comparatively higher 13.14% annualized return.

JPSR.L

1D
-0.22%
1M
8.14%
YTD
11.27%
6M
11.47%
1Y
28.02%
3Y*
12.10%
5Y*
7.46%
10Y*
8.71%

XDJP.L

1D
-1.35%
1M
10.95%
YTD
31.98%
6M
29.24%
1Y
64.30%
3Y*
20.95%
5Y*
12.61%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSR.L vs. XDJP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis		11.27%18.27%8.64%7.70%-9.85%-3.37%16.62%21.49%-11.09%10.04%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		31.98%21.04%9.67%15.52%-10.26%-3.79%21.77%16.58%-3.53%14.73%

Correlation

The correlation between JPSR.L and XDJP.L is 0.72, 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

0.72

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

0.82

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

0.86

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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2015

0.74

The correlation between JPSR.L and XDJP.L shifts across timeframes, from 0.72 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

JPSR.L vs. XDJP.L - Sectors Allocation Comparison

Sectors
JPSR.L
XDJP.L

Technology

22.8%
31.9%

Industrials

21.7%
19.4%

Financial Services

18.2%
3.1%

Communication Services

13.0%
12.4%

Consumer Cyclical

8.1%
16.9%

Healthcare

6.7%
6.7%

Real Estate

4.0%
1.5%

Consumer Defensive

2.9%
3.3%

Basic Materials

2.6%
4.3%

Energy

-

0.3%

Utilities

-

0.2%

Technology

JPSR.L
22.8%
XDJP.L
31.9%

Industrials

JPSR.L
21.7%
XDJP.L
19.4%

Financial Services

JPSR.L
18.2%
XDJP.L
3.1%

Communication Services

JPSR.L
13.0%
XDJP.L
12.4%

Consumer Cyclical

JPSR.L
8.1%
XDJP.L
16.9%

Healthcare

JPSR.L
6.7%
XDJP.L
6.7%

Real Estate

JPSR.L
4.0%
XDJP.L
1.5%

Consumer Defensive

JPSR.L
2.9%
XDJP.L
3.3%

Basic Materials

JPSR.L
2.6%
XDJP.L
4.3%

Energy

JPSR.L

-

XDJP.L
0.3%

Utilities

JPSR.L

-

XDJP.L
0.2%

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UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis

Xtrackers Nikkei 225 UCITS ETF 1D

Often compared with JPSR.L:
JPSR.L vs. SUJA.LJPSR.L vs. DXJP.LJPSR.L vs. DXJA.LJPSR.L vs. HPJS.LJPSR.L vs. UC63.LJPSR.L vs. JARI.LJPSR.L vs. EUFM.L
Often compared with XDJP.L:
XDJP.L vs. CNKY.LXDJP.L vs. VJPN.LXDJP.L vs. DXJXDJP.L vs. DXJG.LXDJP.L vs. PRIJ.LXDJP.L vs. CSJP.LXDJP.L vs. JPJP.L

Return for Risk

JPSR.L vs. XDJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPSR.L
JPSR.L Risk / Return Rank: 4949
Overall Rank
JPSR.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPSR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
JPSR.L Omega Ratio Rank: 4848
Omega Ratio Rank
JPSR.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPSR.L Martin Ratio Rank: 5151
Martin Ratio Rank
XDJP.L
XDJP.L Risk / Return Rank: 8484
Overall Rank
XDJP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7777
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.

JPSR.L vs. XDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). 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.

JPSR.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.85

-1.27

Sortino ratioReturn per unit of downside risk
2.23
3.94

-1.71

Omega ratioGain probability vs. loss probability

1.30

1.48

-0.18

Calmar ratioReturn relative to maximum drawdown

2.61

4.77

-2.16

Martin ratioReturn relative to average drawdown

8.53

14.50

-5.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPSR.L vs. XDJP.L - Sharpe Ratio Comparison

The current JPSR.L Sharpe Ratio is 1.58, which is lower than the XDJP.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of JPSR.L and XDJP.L, 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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Sharpe Ratios by Period

JPSR.LXDJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.85

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.71

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.78

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.75

-0.12

Drawdowns

JPSR.L vs. XDJP.L - Drawdown Comparison

The maximum JPSR.L drawdown since its inception was -23.05%, roughly equal to the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for JPSR.L and XDJP.L.

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Drawdown Indicators

JPSR.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-23.69%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-13.40%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-13.83%

-18.82%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-20.61%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

-23.69%

+0.64%

Current Drawdown

Current decline from peak

-0.22%

-1.35%

+1.13%

Average Drawdown

Average peak-to-trough decline

-6.89%

-6.79%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

4.42%

-1.11%

Volatility

JPSR.L vs. XDJP.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) is 3.74%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.75%. This indicates that JPSR.L experiences smaller price fluctuations and is considered to be less risky than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JPSR.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

6.75%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

17.68%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

22.44%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

17.72%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

17.63%

+0.07%

JPSR.L vs. XDJP.L - Expense Ratio Comparison

JPSR.L has a 0.22% expense ratio, which is higher than XDJP.L's 0.09% 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

JPSR.L vs. XDJP.L - Dividend Comparison

JPSR.L's dividend yield for the trailing twelve months is around 1.03%, which matches XDJP.L's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis		1.03%1.74%1.67%1.60%1.71%1.36%1.36%1.51%1.58%1.42%1.16%0.00%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		1.04%1.33%1.41%1.59%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions

JPSR.L and XDJP.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.22% for JPSR.L.

Both ETFs track TOPIX TR JPY. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.22% for JPSR.L and 0.09% for XDJP.L.

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