SC0I.DE vs. XDJP.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, SC0I.DE returned 8.52%/yr vs 11.09%/yr for XDJP.DE. Their correlation of 0.93 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.09%/yr for XDJP.DE.
Performance
SC0I.DE vs. XDJP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly lower than XDJP.DE's 26.87% return. Over the past 10 years, SC0I.DE has underperformed XDJP.DE with an annualized return of 8.52%, while XDJP.DE has yielded a comparatively higher 11.09% annualized return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
XDJP.DE
- 1D
- -2.86%
- 1M
- -8.53%
- 6M
- 19.27%
- YTD
- 26.87%
- 1Y
- 51.59%
- 3Y*
- 20.12%
- 5Y*
- 11.82%
- 10Y*
- 11.09%
SC0I.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 5.13% | 22.22% | -9.86% | 9.04% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 26.87% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -4.99% | 10.61% |
Correlation
The correlation between SC0I.DE and XDJP.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.93 |
The correlation between SC0I.DE and XDJP.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0I.DE vs. XDJP.DE — Risk / Return Rank
SC0I.DE
XDJP.DE
SC0I.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.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.
| SC0I.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 4.00 | -0.89 |
| Martin ratioReturn relative to average drawdown | 9.87 | 11.24 | -1.37 |
Loading charts...
Drawdowns
SC0I.DE vs. XDJP.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and XDJP.DE.
Loading charts...
Drawdown Indicators
| SC0I.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -29.12% | -12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -12.83% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -20.16% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.14% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | -29.12% | +1.12% |
Current DrawdownCurrent decline from peak | -7.18% | -12.10% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -6.77% | -6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.58% | -1.35% |
Volatility
SC0I.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Invesco MSCI Japan UCITS ETF (SC0I.DE) is 6.75%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.42%. This indicates that SC0I.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.
Loading charts...
Volatility by Period
| SC0I.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 9.42% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 20.94% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 25.75% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 19.16% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 18.00% | -0.65% |
SC0I.DE vs. XDJP.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% 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
SC0I.DE vs. XDJP.DE - Dividend Comparison
SC0I.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.08% | 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
SC0I.DE and XDJP.DE have a correlation of 0.85, 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 0.19% for SC0I.DE.
SC0I.DE tracks MSCI Japan, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for SC0I.DE and 0.09% for XDJP.DE.
Find the right allocation for SC0I.DE and XDJP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer