QUEJ.DE vs. XM1D.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and XM1D.DE (Xtrackers MSCI Japan UCITS ETF) are both Japan Equities funds - QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while XM1D.DE tracks the MSCI Japan. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 15.70%/yr for XM1D.DE. Their correlation of 0.90 suggests significant overlap in exposure. QUEJ.DE charges 0.25%/yr vs 0.12%/yr for XM1D.DE.
Performance
QUEJ.DE vs. XM1D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUEJ.DE achieves a 7.21% return, which is significantly lower than XM1D.DE's 17.34% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
QUEJ.DE vs. XM1D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 5.38% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
Correlation
The correlation between QUEJ.DE and XM1D.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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.90 |
The correlation between QUEJ.DE and XM1D.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
QUEJ.DE vs. XM1D.DE — Risk / Return Rank
QUEJ.DE
XM1D.DE
QUEJ.DE vs. XM1D.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 MSCI Japan UCITS ETF (XM1D.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.
| QUEJ.DE | XM1D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.05 | -2.05 |
| Martin ratioReturn relative to average drawdown | 2.91 | 9.87 | -6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUEJ.DE | XM1D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.64 | -1.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.01 | -0.92 |
Drawdowns
QUEJ.DE vs. XM1D.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum XM1D.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and XM1D.DE.
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Drawdown Indicators
| QUEJ.DE | XM1D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -16.92% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.15% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -16.92% | +2.98% |
Current DrawdownCurrent decline from peak | -2.50% | -0.34% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.04% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.14% | +0.46% |
Volatility
QUEJ.DE vs. XM1D.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 3.38%, while Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a volatility of 3.78%. This indicates that QUEJ.DE experiences smaller price fluctuations and is considered to be less risky than XM1D.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 | XM1D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.78% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 15.14% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 18.86% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 17.68% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 17.68% | -2.32% |
QUEJ.DE vs. XM1D.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than XM1D.DE's 0.12% 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. XM1D.DE - Dividend Comparison
QUEJ.DE has not paid dividends to shareholders, while XM1D.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
Frequently Asked Questions
QUEJ.DE and XM1D.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, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while XM1D.DE tracks MSCI Japan. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for QUEJ.DE and 0.12% for XM1D.DE.
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