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SMLN.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLN.DE vs. XDJP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMLN.DE achieves a 15.87% return, which is significantly lower than XDJP.DE's 32.10% return. Over the past 10 years, SMLN.DE has underperformed XDJP.DE with an annualized return of 8.93%, while XDJP.DE has yielded a comparatively higher 12.04% annualized return.


SMLN.DE

1D
-0.49%
1M
4.75%
YTD
15.87%
6M
15.93%
1Y
28.29%
3Y*
14.96%
5Y*
9.82%
10Y*
8.93%

XDJP.DE

1D
-1.43%
1M
10.57%
YTD
32.10%
6M
30.18%
1Y
59.80%
3Y*
20.79%
5Y*
12.43%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLN.DE vs. XDJP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLN.DE
Invesco JPX-Nikkei 400 UCITS ETF
15.87%12.69%12.93%16.15%-11.17%8.51%4.78%22.29%-10.60%9.59%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
32.10%16.25%14.44%18.02%-15.30%3.32%14.02%24.82%-4.99%10.59%

Correlation

The correlation between SMLN.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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2014

0.92

The correlation between SMLN.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

SMLN.DE vs. XDJP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMLN.DE
SMLN.DE Risk / Return Rank: 5252
Overall Rank
SMLN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMLN.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SMLN.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SMLN.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
SMLN.DE Martin Ratio Rank: 5757
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 7979
Overall Rank
XDJP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMLN.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (SMLN.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.


SMLN.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.30

1.42

-0.12

Calmar ratioReturn relative to maximum drawdown

2.99

4.63

-1.64

Martin ratioReturn relative to average drawdown

9.93

13.98

-4.05

SMLN.DE vs. XDJP.DE - Sharpe Ratio Comparison

The current SMLN.DE Sharpe Ratio is 1.56, which is lower than the XDJP.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SMLN.DE and XDJP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMLN.DEXDJP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.53

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.66

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.67

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.66

-0.15

Drawdowns

SMLN.DE vs. XDJP.DE - Drawdown Comparison

The maximum SMLN.DE drawdown since its inception was -28.42%, roughly equal to the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for SMLN.DE and XDJP.DE.


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Drawdown Indicators


SMLN.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.42%

-29.12%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-12.86%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.55%

-20.18%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-21.15%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-28.42%

-29.12%

+0.70%

Current Drawdown

Current decline from peak

-0.49%

-1.43%

+0.94%

Average Drawdown

Average peak-to-trough decline

-6.03%

-6.85%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.26%

-1.42%

Volatility

SMLN.DE vs. XDJP.DE - Volatility Comparison

The current volatility for Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) is 3.44%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that SMLN.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


SMLN.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

6.62%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

18.57%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

23.54%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

18.59%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

17.76%

-1.54%

SMLN.DE vs. XDJP.DE - Expense Ratio Comparison

SMLN.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

SMLN.DE vs. XDJP.DE - Dividend Comparison

SMLN.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
SMLN.DE
Invesco JPX-Nikkei 400 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
1.03%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


SMLN.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 SMLN.DE.

SMLN.DE tracks JPX-Nikkei 400, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for SMLN.DE and 0.09% for XDJP.DE.

Portfolio Optimizer

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