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XCJD.DE vs. JARI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCJD.DE vs. JARI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE). The values are adjusted to include any dividend payments, if applicable.

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XCJD.DE vs. JARI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XCJD.DE
Xtrackers MSCI Japan Climate Transition UCITS ETF
6.07%10.16%6.89%6.37%
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
2.29%5.73%2.11%1.43%

Returns By Period

In the year-to-date period, XCJD.DE achieves a 6.07% return, which is significantly higher than JARI.DE's 2.29% return.


XCJD.DE

1D
4.77%
1M
-2.60%
YTD
6.07%
6M
9.59%
1Y
18.35%
3Y*
10.43%
5Y*
10Y*

JARI.DE

1D
4.10%
1M
-1.21%
YTD
2.29%
6M
5.79%
1Y
8.87%
3Y*
4.01%
5Y*
0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCJD.DE vs. JARI.DE - Expense Ratio Comparison

XCJD.DE has a 0.15% expense ratio, which is lower than JARI.DE's 0.18% 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%.


Return for Risk

XCJD.DE vs. JARI.DE — Risk / Return Rank

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

XCJD.DE
XCJD.DE Risk / Return Rank: 5252
Overall Rank
XCJD.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XCJD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XCJD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XCJD.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
XCJD.DE Martin Ratio Rank: 5656
Martin Ratio Rank

JARI.DE
JARI.DE Risk / Return Rank: 2727
Overall Rank
JARI.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JARI.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
JARI.DE Omega Ratio Rank: 2323
Omega Ratio Rank
JARI.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
JARI.DE Martin Ratio Rank: 3030
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.

XCJD.DE vs. JARI.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 Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.DEJARI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.47

+0.44

Sortino ratio

Return per unit of downside risk

1.41

0.80

+0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

1.86

1.06

+0.81

Martin ratio

Return relative to average drawdown

6.39

3.04

+3.35

XCJD.DE vs. JARI.DE - Sharpe Ratio Comparison

The current XCJD.DE Sharpe Ratio is 0.91, which is higher than the JARI.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XCJD.DE and JARI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCJD.DEJARI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.47

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.24

+0.34

Correlation

The correlation between XCJD.DE and JARI.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCJD.DE vs. JARI.DE - Dividend Comparison

XCJD.DE's dividend yield for the trailing twelve months is around 1.31%, while JARI.DE has not paid dividends to shareholders.


TTM202520242023
XCJD.DE
Xtrackers MSCI Japan Climate Transition UCITS ETF
1.31%1.36%2.05%1.42%
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
0.00%0.00%0.00%0.00%

Drawdowns

XCJD.DE vs. JARI.DE - Drawdown Comparison

The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum JARI.DE drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and JARI.DE.


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Drawdown Indicators


XCJD.DEJARI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-23.16%

+6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.21%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.16%

Current Drawdown

Current decline from peak

-5.32%

-6.35%

+1.03%

Average Drawdown

Average peak-to-trough decline

-3.84%

-11.63%

+7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.55%

-0.48%

Volatility

XCJD.DE vs. JARI.DE - Volatility Comparison

Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 8.59% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) at 8.16%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than JARI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCJD.DEJARI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

8.16%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

13.55%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

18.70%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

15.92%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

15.78%

+1.03%