UIM5.DE vs. XDJE.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - UIM5.DE tracks the MSCI Japan while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, UIM5.DE returned 10.30%/yr vs 22.64%/yr for XDJE.DE. A 0.78 correlation means they provide meaningful diversification when combined. UIM5.DE charges 0.12%/yr vs 0.19%/yr for XDJE.DE.
Performance
UIM5.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIM5.DE achieves a 18.99% return, which is significantly lower than XDJE.DE's 35.13% return.
UIM5.DE
- 1D
- -0.83%
- 1M
- 0.88%
- 6M
- 12.53%
- YTD
- 18.99%
- 1Y
- 38.35%
- 3Y*
- 17.36%
- 5Y*
- 10.30%
- 10Y*
- 8.98%
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
UIM5.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 18.99% | 12.70% | 13.65% | 16.46% | -12.42% | 10.03% | 5.15% | 22.28% | -6.91% |
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 UIM5.DE and XDJE.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.78 |
The correlation between UIM5.DE and XDJE.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. XDJE.DE — Risk / Return Rank
UIM5.DE
XDJE.DE
UIM5.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.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.
| UIM5.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 5.75 | -1.97 |
| Martin ratioReturn relative to average drawdown | 12.16 | 17.74 | -5.58 |
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Drawdowns
UIM5.DE vs. XDJE.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -99.65%, which is greater than XDJE.DE's maximum drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and XDJE.DE.
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Drawdown Indicators
| UIM5.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.65% | -32.45% | -67.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -12.77% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.89% | -22.87% | +5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -22.87% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | — | — |
Current DrawdownCurrent decline from peak | -98.19% | -7.26% | -90.93% |
Average DrawdownAverage peak-to-trough decline | -94.91% | -6.08% | -88.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.15% | -1.01% |
Volatility
UIM5.DE vs. XDJE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) is 6.51%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.75%. This indicates that UIM5.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
| UIM5.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 9.75% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 21.15% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 26.67% | -6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 21.16% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 22.04% | -5.56% |
UIM5.DE vs. XDJE.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% 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
UIM5.DE vs. XDJE.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.56%, more than XDJE.DE's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 1.56% | 1.71% | 1.67% | 1.80% | 2.11% | 1.52% | 1.66% | 1.65% | 1.58% | 1.32% | 1.54% | 1.20% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.81% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UIM5.DE and XDJE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIM5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM5.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XDJE.DE.
UIM5.DE tracks MSCI Japan, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.12% for UIM5.DE and 0.19% for XDJE.DE.
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