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NADA.DE vs. XMK9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NADA.DE vs. XMK9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with NADA.DE having a 19.90% return and XMK9.DE slightly higher at 20.50%.


NADA.DE

1D
0.49%
1M
3.64%
YTD
19.90%
6M
20.31%
1Y
38.41%
3Y*
17.56%
5Y*
10.47%
10Y*

XMK9.DE

1D
0.60%
1M
2.82%
YTD
20.50%
6M
20.57%
1Y
51.28%
3Y*
26.34%
5Y*
19.23%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NADA.DE vs. XMK9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
19.90%12.75%13.65%16.45%-12.50%9.86%9.71%
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
20.50%27.06%22.48%33.32%-6.06%11.96%12.20%

Correlation

The correlation between NADA.DE and XMK9.DE is 0.93, 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

0.93

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

0.87

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.83

The correlation between NADA.DE and XMK9.DE shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NADA.DE vs. XMK9.DE — Risk / Return Rank

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

NADA.DE
NADA.DE Risk / Return Rank: 7474
Overall Rank
NADA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NADA.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
NADA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
NADA.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
NADA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

XMK9.DE
XMK9.DE Risk / Return Rank: 8888
Overall Rank
XMK9.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMK9.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
XMK9.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XMK9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMK9.DE Martin Ratio Rank: 8989
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.

NADA.DE vs. XMK9.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 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.

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.DEXMK9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

3.83

5.25

-1.42

Martin ratioReturn relative to average drawdown

12.27

17.51

-5.24

NADA.DE vs. XMK9.DE - Sharpe Ratio Comparison

The current NADA.DE Sharpe Ratio is 1.98, which is comparable to the XMK9.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of NADA.DE and XMK9.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.


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Drawdowns

NADA.DE vs. XMK9.DE - Drawdown Comparison

The maximum NADA.DE drawdown since its inception was -19.09%, smaller than the maximum XMK9.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for NADA.DE and XMK9.DE.


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Drawdown Indicators


NADA.DEXMK9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-34.30%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-9.73%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-21.74%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

-21.74%

+2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

Current Drawdown

Current decline from peak

-2.85%

-3.37%

+0.52%

Average Drawdown

Average peak-to-trough decline

-5.59%

-7.64%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.92%

+0.20%

Volatility

NADA.DE vs. XMK9.DE - Volatility Comparison

The current volatility for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) is 6.21%, while Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a volatility of 6.95%. This indicates that NADA.DE experiences smaller price fluctuations and is considered to be less risky 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


NADA.DEXMK9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

6.95%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

15.92%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

20.20%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

18.84%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

18.60%

-2.22%

NADA.DE vs. XMK9.DE - Expense Ratio Comparison

NADA.DE has a 0.12% expense ratio, which is lower than XMK9.DE's 0.40% expense ratio.


Dividends

NADA.DE vs. XMK9.DE - Dividend Comparison

NADA.DE's dividend yield for the trailing twelve months is around 1.59%, while XMK9.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
1.59%1.90%1.93%1.75%2.64%1.95%0.60%
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, NADA.DE and XMK9.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, NADA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NADA.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for XMK9.DE.

NADA.DE tracks MSCI Japan Index, while XMK9.DE tracks MSCI Japan. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for NADA.DE and 0.40% for XMK9.DE.

Portfolio Optimizer

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