SODJ.DE vs. XNKY.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while XNKY.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 13.15%/yr for XNKY.DE. Their correlation of 0.91 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.09%/yr for XNKY.DE.
Performance
SODJ.DE vs. XNKY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly lower than XNKY.DE's 34.73% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
XNKY.DE
- 1D
- 0.00%
- 1M
- -1.17%
- 6M
- 26.91%
- YTD
- 34.73%
- 1Y
- 62.74%
- 3Y*
- 22.79%
- 5Y*
- 13.15%
- 10Y*
- —
SODJ.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 7.08% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 34.73% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 7.65% |
Correlation
The correlation between SODJ.DE and XNKY.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2020 | 0.91 |
The correlation between SODJ.DE and XNKY.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. XNKY.DE — Risk / Return Rank
SODJ.DE
XNKY.DE
SODJ.DE vs. XNKY.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 Nikkei 225 UCITS ETF (XNKY.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 | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.85 | -1.20 |
| Martin ratioReturn relative to average drawdown | 11.99 | 14.07 | -2.08 |
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Drawdowns
SODJ.DE vs. XNKY.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and XNKY.DE.
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Drawdown Indicators
| SODJ.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -21.47% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -12.99% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -20.16% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -21.15% | +1.89% |
Current DrawdownCurrent decline from peak | -3.76% | -6.74% | +2.98% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.79% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.47% | -1.24% |
Volatility
SODJ.DE vs. XNKY.DE - Volatility Comparison
The current volatility for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) is 6.73%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 9.42%. This indicates that SODJ.DE experiences smaller price fluctuations and is considered to be less risky than XNKY.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 | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 9.42% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 20.75% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 25.77% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 19.14% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.78% | -0.56% |
SODJ.DE vs. XNKY.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is higher than XNKY.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
SODJ.DE vs. XNKY.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while XNKY.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% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SODJ.DE and XNKY.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for SODJ.DE.
SODJ.DE tracks MSCI Japan Screened Index, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SODJ.DE and 0.09% for XNKY.DE.
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