XCJD.DE vs. EUNN.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both Japan Equities funds - XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB while EUNN.DE tracks the MSCI Japan IMI. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 15.47%/yr for EUNN.DE. With a 0.97 correlation, they move nearly in lockstep. XCJD.DE charges 0.15%/yr vs 0.12%/yr for EUNN.DE.
Performance
XCJD.DE vs. EUNN.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XCJD.DE achieves a 14.53% return, which is significantly lower than EUNN.DE's 16.53% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
EUNN.DE
- 1D
- -0.27%
- 1M
- 5.77%
- YTD
- 16.53%
- 6M
- 16.83%
- 1Y
- 30.19%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
XCJD.DE vs. EUNN.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% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 7.88% |
Correlation
The correlation between XCJD.DE and EUNN.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.97 |
The correlation between XCJD.DE and EUNN.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XCJD.DE vs. EUNN.DE — Risk / Return Rank
XCJD.DE
EUNN.DE
XCJD.DE vs. EUNN.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 Core MSCI Japan IMI UCITS ETF (EUNN.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 | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.14 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.19 | 10.51 | -2.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XCJD.DE | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.67 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.53 | +0.16 |
Drawdowns
XCJD.DE vs. EUNN.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum EUNN.DE drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and EUNN.DE.
Loading charts...
Drawdown Indicators
| XCJD.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -28.55% | +12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -9.58% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -15.81% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.55% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.27% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -6.85% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.86% | +0.29% |
Volatility
XCJD.DE vs. EUNN.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 3.70% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 3.16%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XCJD.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.16% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 14.53% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 17.97% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.04% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 16.08% | +0.93% |
XCJD.DE vs. EUNN.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is higher than EUNN.DE's 0.12% expense ratio. However, 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. EUNN.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, while EUNN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.21% | 1.36% | 2.05% | 1.42% |
Frequently Asked Questions
With a correlation of 0.95, XCJD.DE and EUNN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for XCJD.DE.
XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XCJD.DE and 0.12% for EUNN.DE.
Find the right allocation for XCJD.DE and EUNN.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer