XCJD.DE vs. 36B4.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 5.94%/yr for 36B4.DE. Their correlation of 0.93 suggests significant overlap in exposure. XCJD.DE charges 0.15%/yr vs 0.20%/yr for 36B4.DE.
Performance
XCJD.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCJD.DE achieves a 14.53% return, which is significantly higher than 36B4.DE's 3.58% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
36B4.DE
- 1D
- -0.33%
- 1M
- 6.35%
- YTD
- 3.58%
- 6M
- 3.24%
- 1Y
- 9.89%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
XCJD.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 14.53% | 10.16% | 6.89% | 6.37% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 2.65% |
Correlation
The correlation between XCJD.DE and 36B4.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.93 |
The correlation between XCJD.DE and 36B4.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. 36B4.DE — Risk / Return Rank
XCJD.DE
36B4.DE
XCJD.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| XCJD.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.90 | +1.54 |
| Martin ratioReturn relative to average drawdown | 8.19 | 2.55 | +5.64 |
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
| XCJD.DE | 36B4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.54 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.36 | +0.33 |
Drawdowns
XCJD.DE vs. 36B4.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum 36B4.DE drawdown of -26.99%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and 36B4.DE.
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Drawdown Indicators
| XCJD.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -26.99% | +10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.89% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -15.74% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.45% | — |
Current DrawdownCurrent decline from peak | -0.41% | -1.83% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -7.17% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.88% | -0.73% |
Volatility
XCJD.DE vs. 36B4.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) have volatilities of 3.70% and 3.69%, 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
| XCJD.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.69% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 14.00% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 18.16% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.26% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.24% | -0.23% |
XCJD.DE vs. 36B4.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than 36B4.DE's 0.20% 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
XCJD.DE vs. 36B4.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, less than 36B4.DE's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.21% | 1.36% | 2.05% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XCJD.DE and 36B4.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCJD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCJD.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for 36B4.DE.
XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XCJD.DE and 0.20% for 36B4.DE.
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