WTIZ.DE vs. XM1D.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and XM1D.DE (Xtrackers MSCI Japan UCITS ETF) are both Japan Equities funds - WTIZ.DE tracks the WisdomTree Japan Equity while XM1D.DE tracks the MSCI Japan. Both are passively managed. Over the past 3 years, WTIZ.DE returned 19.46%/yr vs 15.70%/yr for XM1D.DE. Their correlation of 0.93 suggests significant overlap in exposure. WTIZ.DE charges 0.40%/yr vs 0.12%/yr for XM1D.DE.
Performance
WTIZ.DE vs. XM1D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WTIZ.DE having a 17.38% return and XM1D.DE slightly lower at 17.34%.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
WTIZ.DE vs. XM1D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 16.91% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
Correlation
The correlation between WTIZ.DE and XM1D.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.93 |
The correlation between WTIZ.DE and XM1D.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. XM1D.DE — Risk / Return Rank
WTIZ.DE
XM1D.DE
WTIZ.DE vs. XM1D.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 MSCI Japan UCITS ETF (XM1D.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.
| WTIZ.DE | XM1D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.05 | +0.13 |
| Martin ratioReturn relative to average drawdown | 10.27 | 9.87 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTIZ.DE | XM1D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.64 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.01 | -0.10 |
Drawdowns
WTIZ.DE vs. XM1D.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, roughly equal to the maximum XM1D.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and XM1D.DE.
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Drawdown Indicators
| WTIZ.DE | XM1D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -16.92% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -10.15% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -16.92% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.34% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -3.04% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.14% | +0.12% |
Volatility
WTIZ.DE vs. XM1D.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and Xtrackers MSCI Japan UCITS ETF (XM1D.DE) have volatilities of 3.61% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIZ.DE | XM1D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.78% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 15.14% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 18.86% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.68% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 17.68% | -1.08% |
WTIZ.DE vs. XM1D.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than XM1D.DE's 0.12% expense ratio.
Dividends
WTIZ.DE vs. XM1D.DE - Dividend Comparison
WTIZ.DE has not paid dividends to shareholders, while XM1D.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 0.00% | 0.00% | 0.00% | 0.00% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
Frequently Asked Questions
WTIZ.DE and XM1D.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for WTIZ.DE.
WTIZ.DE tracks WisdomTree Japan Equity, while XM1D.DE tracks MSCI Japan. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.40% for WTIZ.DE and 0.12% for XM1D.DE.
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