WTIZ.DE vs. XMK9.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) are both Japan Equities funds - WTIZ.DE tracks the WisdomTree Japan Equity while XMK9.DE tracks the MSCI Japan. Both are passively managed. Over the past 5 years, WTIZ.DE returned 14.12%/yr vs 19.08%/yr for XMK9.DE. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.
Performance
WTIZ.DE vs. XMK9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly lower than XMK9.DE's 19.57% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
XMK9.DE
- 1D
- 0.46%
- 1M
- 7.79%
- YTD
- 19.57%
- 6M
- 21.56%
- 1Y
- 50.92%
- 3Y*
- 26.94%
- 5Y*
- 19.08%
- 10Y*
- 13.95%
WTIZ.DE vs. XMK9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 19.57% | 27.06% | 22.49% | 33.31% | -6.05% | 11.97% | 17.08% |
Correlation
The correlation between WTIZ.DE and XMK9.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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.79 |
The correlation between WTIZ.DE and XMK9.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. XMK9.DE — Risk / Return Rank
WTIZ.DE
XMK9.DE
WTIZ.DE vs. XMK9.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 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.
| WTIZ.DE | XMK9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 5.21 | -2.03 |
| Martin ratioReturn relative to average drawdown | 10.27 | 17.91 | -7.64 |
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 | XMK9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.64 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.01 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.70 | +0.21 |
Drawdowns
WTIZ.DE vs. XMK9.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum XMK9.DE drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and XMK9.DE.
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Drawdown Indicators
| WTIZ.DE | XMK9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -34.29% | +17.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -9.72% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -21.74% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -21.74% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.29% | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -7.71% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.83% | +0.43% |
Volatility
WTIZ.DE vs. XMK9.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) have volatilities of 3.61% and 3.68%, 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 | XMK9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.68% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.80% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 19.21% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 18.65% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 18.80% | -2.20% |
WTIZ.DE vs. XMK9.DE - Expense Ratio Comparison
Both WTIZ.DE and XMK9.DE have an expense ratio of 0.40%.
Dividends
WTIZ.DE vs. XMK9.DE - Dividend Comparison
Neither WTIZ.DE nor XMK9.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and XMK9.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.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WTIZ.DE and XMK9.DE have the same expense ratio: 0.40% per year.
WTIZ.DE tracks WisdomTree Japan Equity, while XMK9.DE tracks MSCI Japan. They also come from different issuers: WisdomTree and Xtrackers.
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