WTIZ.DE vs. XDJE.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - WTIZ.DE tracks the WisdomTree Japan Equity while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, WTIZ.DE returned 14.06%/yr vs 21.52%/yr for XDJE.DE. A 0.72 correlation means they provide meaningful diversification when combined. WTIZ.DE charges 0.40%/yr vs 0.19%/yr for XDJE.DE.
Performance
WTIZ.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 16.57% return, which is significantly lower than XDJE.DE's 29.05% return.
WTIZ.DE
- 1D
- -2.34%
- 1M
- -2.86%
- 6M
- 7.92%
- YTD
- 16.57%
- 1Y
- 35.34%
- 3Y*
- 18.78%
- 5Y*
- 14.06%
- 10Y*
- 10.53%
XDJE.DE
- 1D
- -2.96%
- 1M
- -8.43%
- 6M
- 21.32%
- YTD
- 29.05%
- 1Y
- 64.75%
- 3Y*
- 29.87%
- 5Y*
- 21.52%
- 10Y*
- —
WTIZ.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 16.57% | 15.18% | 17.99% | 21.50% | -4.75% | 14.56% | -1.18% | 20.19% | -9.17% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 29.05% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
Correlation
The correlation between WTIZ.DE and XDJE.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.72 |
The correlation between WTIZ.DE and XDJE.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. XDJE.DE — Risk / Return Rank
WTIZ.DE
XDJE.DE
WTIZ.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| WTIZ.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 5.05 | -1.70 |
| Martin ratioReturn relative to average drawdown | 10.80 | 15.20 | -4.40 |
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Drawdowns
WTIZ.DE vs. XDJE.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -30.64%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and XDJE.DE.
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Drawdown Indicators
| WTIZ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.64% | -32.45% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -12.77% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -22.87% | +5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -22.87% | +5.70% |
Max Drawdown (10Y)Largest decline over 10 years | -30.64% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | -11.44% | +6.42% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -6.09% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 4.25% | -0.99% |
Volatility
WTIZ.DE vs. XDJE.DE - Volatility Comparison
The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) is 5.59%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.85%. This indicates that WTIZ.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
| WTIZ.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 9.85% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 21.43% | -5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.40% | 26.88% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 21.20% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 22.07% | -3.96% |
WTIZ.DE vs. XDJE.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than XDJE.DE's 0.19% expense ratio.
Dividends
WTIZ.DE vs. XDJE.DE - Dividend Comparison
WTIZ.DE has not paid dividends to shareholders, while XDJE.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.85% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
WTIZ.DE and XDJE.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for WTIZ.DE.
WTIZ.DE tracks WisdomTree Japan Equity, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.40% for WTIZ.DE and 0.19% for XDJE.DE.
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