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XBAS.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAS.DE vs. XDJP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBAS.DE achieves a 11.06% return, which is significantly lower than XDJP.DE's 38.03% return. Over the past 10 years, XBAS.DE has underperformed XDJP.DE with an annualized return of 7.93%, while XDJP.DE has yielded a comparatively higher 12.46% annualized return.


XBAS.DE

1D
-0.45%
1M
3.76%
6M
11.62%
YTD
11.06%
1Y
24.16%
3Y*
20.28%
5Y*
11.03%
10Y*
7.93%

XDJP.DE

1D
1.32%
1M
3.00%
6M
37.89%
YTD
38.03%
1Y
62.97%
3Y*
23.26%
5Y*
13.43%
10Y*
12.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBAS.DE vs. XDJP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
11.06%15.70%34.37%0.79%-4.51%12.71%-13.87%19.13%-5.74%17.31%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
38.03%16.25%14.41%18.07%-15.32%3.32%14.05%24.79%-4.99%10.61%

Correlation

The correlation between XBAS.DE and XDJP.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.51

The correlation between XBAS.DE and XDJP.DE shifts across timeframes, from 0.41 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XBAS.DE vs. XDJP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XBAS.DE
XBAS.DE Risk / Return Rank: 6868
Overall Rank
XBAS.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 8989
Overall Rank
XDJP.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XBAS.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.


XBAS.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

3.37

4.88

-1.52

Martin ratioReturn relative to average drawdown

8.42

14.57

-6.15

XBAS.DE vs. XDJP.DE - Sharpe Ratio Comparison

The current XBAS.DE Sharpe Ratio is 1.75, which is lower than the XDJP.DE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of XBAS.DE and XDJP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XBAS.DE vs. XDJP.DE - Drawdown Comparison

The maximum XBAS.DE drawdown since its inception was -36.43%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for XBAS.DE and XDJP.DE.


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Drawdown Indicators


XBAS.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.43%

-29.12%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-12.83%

+5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.54%

-20.16%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-21.14%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.43%

-29.12%

-7.31%

Current Drawdown

Current decline from peak

-0.45%

-4.37%

+3.92%

Average Drawdown

Average peak-to-trough decline

-10.46%

-6.76%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

4.30%

-1.44%

Volatility

XBAS.DE vs. XDJP.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) is 3.95%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.56%. This indicates that XBAS.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBAS.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

9.56%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

20.17%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

24.92%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

18.99%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

17.91%

-1.36%

XBAS.DE vs. XDJP.DE - Expense Ratio Comparison

XBAS.DE has a 0.50% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.


Dividends

XBAS.DE vs. XDJP.DE - Dividend Comparison

XBAS.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
0.99%1.36%1.38%1.59%2.60%1.16%1.14%1.11%1.28%0.75%0.89%0.16%

Frequently Asked Questions


XBAS.DE and XDJP.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for XBAS.DE.

XBAS.DE is categorized as Asia Pacific Equities, while XDJP.DE is Japan Equities. XBAS.DE tracks MSCI Singapore Investable Market Index, while XDJP.DE tracks TOPIX TR JPY. Their fees differ too: 0.50% for XBAS.DE and 0.09% for XDJP.DE.

Portfolio Optimizer

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