QUEJ.DE vs. XDJE.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 3 years, QUEJ.DE returned 7.23%/yr vs 31.61%/yr for XDJE.DE. A 0.63 correlation means they provide meaningful diversification when combined. QUEJ.DE charges 0.25%/yr vs 0.19%/yr for XDJE.DE.
Performance
QUEJ.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUEJ.DE achieves a 15.79% return, which is significantly lower than XDJE.DE's 32.99% return.
QUEJ.DE
- 1D
- 0.00%
- 1M
- 5.80%
- 6M
- 10.28%
- YTD
- 15.79%
- 1Y
- 26.63%
- 3Y*
- 7.23%
- 5Y*
- —
- 10Y*
- —
XDJE.DE
- 1D
- -1.59%
- 1M
- -4.12%
- 6M
- 23.93%
- YTD
- 32.99%
- 1Y
- 73.26%
- 3Y*
- 31.61%
- 5Y*
- 22.25%
- 10Y*
- —
QUEJ.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 15.79% | 3.79% | 1.15% | 8.13% | -12.21% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 32.99% | 30.93% | 23.55% | 35.26% | -3.32% |
Correlation
The correlation between QUEJ.DE and XDJE.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.63 |
The correlation between QUEJ.DE and XDJE.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
QUEJ.DE vs. XDJE.DE — Risk / Return Rank
QUEJ.DE
XDJE.DE
QUEJ.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.
| QUEJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 5.71 | -3.15 |
| Martin ratioReturn relative to average drawdown | 7.75 | 17.44 | -9.69 |
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Drawdowns
QUEJ.DE vs. XDJE.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and XDJE.DE.
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Drawdown Indicators
| QUEJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -32.45% | +17.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -12.77% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -22.87% | +8.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.87% | — |
Current DrawdownCurrent decline from peak | -1.23% | -8.73% | +7.50% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -6.08% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.19% | -0.75% |
Volatility
QUEJ.DE vs. XDJE.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) is 5.11%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.68%. This indicates that QUEJ.DE experiences smaller price fluctuations and is considered to be less risky than XDJE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUEJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 9.68% | -4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 21.20% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 26.73% | -8.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 21.17% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 22.04% | -6.64% |
QUEJ.DE vs. XDJE.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than XDJE.DE's 0.19% 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
QUEJ.DE vs. XDJE.DE - Dividend Comparison
QUEJ.DE has not paid dividends to shareholders, while XDJE.DE's dividend yield for the trailing twelve months is around 0.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.82% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
QUEJ.DE and XDJE.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for QUEJ.DE and 0.19% for XDJE.DE.
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