SGAJ.DE vs. XDJE.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - SGAJ.DE tracks the MSCI Japan ESG Screened while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, SGAJ.DE returned 9.98%/yr vs 22.64%/yr for XDJE.DE. A 0.78 correlation means they provide meaningful diversification when combined. SGAJ.DE charges 0.15%/yr vs 0.19%/yr for XDJE.DE.
Performance
SGAJ.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 19.86% return, which is significantly lower than XDJE.DE's 35.13% return.
SGAJ.DE
- 1D
- -1.05%
- 1M
- 0.83%
- 6M
- 13.77%
- YTD
- 19.86%
- 1Y
- 39.05%
- 3Y*
- 17.02%
- 5Y*
- 9.98%
- 10Y*
- —
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
SGAJ.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 19.86% | 11.81% | 12.99% | 16.12% | -12.79% | 9.68% | 5.86% | 23.51% | -6.97% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 35.13% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
Correlation
The correlation between SGAJ.DE and XDJE.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.78 |
The correlation between SGAJ.DE and XDJE.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. XDJE.DE — Risk / Return Rank
SGAJ.DE
XDJE.DE
SGAJ.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.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.
| SGAJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 5.75 | -1.98 |
| Martin ratioReturn relative to average drawdown | 12.39 | 17.74 | -5.34 |
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Drawdowns
SGAJ.DE vs. XDJE.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.34%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and XDJE.DE.
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Drawdown Indicators
| SGAJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.34% | -32.45% | +4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.31% | -12.77% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -22.87% | +5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -22.87% | +3.56% |
Current DrawdownCurrent decline from peak | -3.41% | -7.26% | +3.85% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -6.08% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.15% | -1.01% |
Volatility
SGAJ.DE vs. XDJE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) is 6.50%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.75%. This indicates that SGAJ.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
| SGAJ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 9.75% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 21.15% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 26.67% | -6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 21.16% | -4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 22.04% | -3.86% |
SGAJ.DE vs. XDJE.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% expense ratio, which is lower than XDJE.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SGAJ.DE vs. XDJE.DE - Dividend Comparison
SGAJ.DE has not paid dividends to shareholders, while XDJE.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (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) | 0.81% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
SGAJ.DE and XDJE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDJE.DE.
SGAJ.DE tracks MSCI Japan ESG Screened, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SGAJ.DE and 0.19% for XDJE.DE.
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