SGAJ.DE vs. XDJP.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - SGAJ.DE tracks the MSCI Japan ESG Screened while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SGAJ.DE returned 9.71%/yr vs 12.43%/yr for XDJP.DE. Their correlation of 0.92 suggests significant overlap in exposure. SGAJ.DE charges 0.15%/yr vs 0.09%/yr for XDJP.DE.
Performance
SGAJ.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 17.45% return, which is significantly lower than XDJP.DE's 32.10% return.
SGAJ.DE
- 1D
- -0.33%
- 1M
- 4.03%
- YTD
- 17.45%
- 6M
- 17.53%
- 1Y
- 31.96%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
XDJP.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.10%
- 6M
- 30.23%
- 1Y
- 60.51%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
SGAJ.DE vs. XDJP.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) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 9.72% | 5.86% | 23.60% | -6.85% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 24.82% | -6.76% |
Correlation
The correlation between SGAJ.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.92 |
The correlation between SGAJ.DE and XDJP.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. XDJP.DE — Risk / Return Rank
SGAJ.DE
XDJP.DE
SGAJ.DE vs. XDJP.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 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.
| SGAJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 4.63 | -1.66 |
| Martin ratioReturn relative to average drawdown | 9.77 | 13.98 | -4.21 |
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
| SGAJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.53 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.66 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.66 | -0.11 |
Drawdowns
SGAJ.DE vs. XDJP.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.20%, roughly equal to the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and XDJP.DE.
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Drawdown Indicators
| SGAJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -29.12% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -12.86% | +2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -20.18% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -21.15% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.43% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -6.85% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.26% | -1.11% |
Volatility
SGAJ.DE vs. XDJP.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) is 3.44%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that SGAJ.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.
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Volatility by Period
| SGAJ.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 6.62% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 18.57% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 23.54% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 18.59% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 17.76% | -0.35% |
SGAJ.DE vs. XDJP.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% 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
SGAJ.DE vs. XDJP.DE - Dividend Comparison
SGAJ.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 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
SGAJ.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 0.15% for SGAJ.DE.
SGAJ.DE tracks MSCI Japan ESG Screened, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SGAJ.DE and 0.09% for XDJP.DE.
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