SODJ.DE vs. XMK9.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while XMK9.DE tracks the MSCI Japan. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 19.70%/yr for XMK9.DE. Their correlation of 0.85 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.40%/yr for XMK9.DE.
Performance
SODJ.DE vs. XMK9.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SODJ.DE having a 19.83% return and XMK9.DE slightly higher at 20.76%.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
XMK9.DE
- 1D
- -0.98%
- 1M
- 0.82%
- 6M
- 13.78%
- YTD
- 20.76%
- 1Y
- 49.69%
- 3Y*
- 26.71%
- 5Y*
- 19.70%
- 10Y*
- 14.18%
SODJ.DE vs. XMK9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 20.76% | 27.06% | 22.48% | 33.32% | -6.06% | 11.96% | 7.38% | 17.43% | -11.37% |
Correlation
The correlation between SODJ.DE and XMK9.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.85 |
The correlation between SODJ.DE and XMK9.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. XMK9.DE — Risk / Return Rank
SODJ.DE
XMK9.DE
SODJ.DE vs. XMK9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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.
| SODJ.DE | XMK9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 5.08 | -1.43 |
| Martin ratioReturn relative to average drawdown | 11.99 | 16.58 | -4.59 |
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Drawdowns
SODJ.DE vs. XMK9.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum XMK9.DE drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and XMK9.DE.
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Drawdown Indicators
| SODJ.DE | XMK9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -34.30% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -9.73% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -21.74% | +4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -21.74% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.30% | — |
Current DrawdownCurrent decline from peak | -3.76% | -3.16% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.62% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.99% | +0.24% |
Volatility
SODJ.DE vs. XMK9.DE - Volatility Comparison
The current volatility for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) is 6.73%, while Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a volatility of 7.31%. This indicates that SODJ.DE experiences smaller price fluctuations and is considered to be less risky than XMK9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | XMK9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 7.31% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 16.45% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 20.66% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 18.90% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.51% | -0.29% |
SODJ.DE vs. XMK9.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than XMK9.DE's 0.40% expense ratio.
Dividends
SODJ.DE vs. XMK9.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while XMK9.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, SODJ.DE and XMK9.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for XMK9.DE.
SODJ.DE tracks MSCI Japan Screened Index, while XMK9.DE tracks MSCI Japan. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SODJ.DE and 0.40% for XMK9.DE.
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