NADA.DE vs. XDJP.DE
NADA.DE (Amundi Core MSCI Japan UCITS ETF Distributing) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - NADA.DE tracks the MSCI Japan Index while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, NADA.DE returned 10.47%/yr vs 13.81%/yr for XDJP.DE. Their correlation of 0.91 suggests significant overlap in exposure. NADA.DE charges 0.12%/yr vs 0.09%/yr for XDJP.DE.
Performance
NADA.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NADA.DE achieves a 19.90% return, which is significantly lower than XDJP.DE's 41.31% return.
NADA.DE
- 1D
- 0.49%
- 1M
- 3.64%
- YTD
- 19.90%
- 6M
- 20.31%
- 1Y
- 38.41%
- 3Y*
- 17.56%
- 5Y*
- 10.47%
- 10Y*
- —
XDJP.DE
- 1D
- 2.03%
- 1M
- 9.67%
- YTD
- 41.31%
- 6M
- 42.10%
- 1Y
- 70.33%
- 3Y*
- 24.78%
- 5Y*
- 13.81%
- 10Y*
- 12.91%
NADA.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NADA.DE Amundi Core MSCI Japan UCITS ETF Distributing | 19.90% | 12.75% | 13.65% | 16.45% | -12.50% | 9.86% | 9.71% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 41.31% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 15.92% |
Correlation
The correlation between NADA.DE and XDJP.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.91 |
The correlation between NADA.DE and XDJP.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
NADA.DE vs. XDJP.DE — Risk / Return Rank
NADA.DE
XDJP.DE
NADA.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.
| NADA.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.46 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 5.45 | -1.63 |
| Martin ratioReturn relative to average drawdown | 12.27 | 16.21 | -3.94 |
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Drawdowns
NADA.DE vs. XDJP.DE - Drawdown Comparison
The maximum NADA.DE drawdown since its inception was -19.09%, smaller than the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for NADA.DE and XDJP.DE.
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Drawdown Indicators
| NADA.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.09% | -29.12% | +10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -12.83% | +2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -20.16% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -21.14% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -2.85% | -2.10% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -6.77% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 4.33% | -1.21% |
Volatility
NADA.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) is 6.21%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.10%. This indicates that NADA.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NADA.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 9.10% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 20.05% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 24.84% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 18.94% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 17.88% | -1.50% |
NADA.DE vs. XDJP.DE - Expense Ratio Comparison
NADA.DE has a 0.12% expense ratio, which is higher than XDJP.DE'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
NADA.DE vs. XDJP.DE - Dividend Comparison
NADA.DE's dividend yield for the trailing twelve months is around 1.59%, more than XDJP.DE's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NADA.DE Amundi Core MSCI Japan UCITS ETF Distributing | 1.59% | 1.90% | 1.93% | 1.75% | 2.64% | 1.95% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 0.97% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
NADA.DE and XDJP.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for NADA.DE.
NADA.DE tracks MSCI Japan Index, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for NADA.DE and 0.09% for XDJP.DE.
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