XCJD.DE vs. JP40.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) are both Japan Equities funds - XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB while JP40.DE tracks the JPX-Nikkei 400. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 14.99%/yr for JP40.DE. Their correlation of 0.91 suggests significant overlap in exposure. XCJD.DE charges 0.15%/yr vs 0.18%/yr for JP40.DE.
Performance
XCJD.DE vs. JP40.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 lower than JP40.DE's 16.15% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
JP40.DE
- 1D
- -0.23%
- 1M
- 4.75%
- YTD
- 16.15%
- 6M
- 16.32%
- 1Y
- 28.73%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
XCJD.DE vs. JP40.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% |
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 7.75% |
Correlation
The correlation between XCJD.DE and JP40.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.91 |
The correlation between XCJD.DE and JP40.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. JP40.DE — Risk / Return Rank
XCJD.DE
JP40.DE
XCJD.DE vs. JP40.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 JPX Nikkei 400 UCITS ETF EUR (JP40.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 | JP40.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.03 | -0.59 |
| Martin ratioReturn relative to average drawdown | 8.19 | 10.04 | -1.86 |
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 | JP40.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.58 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.46 | +0.23 |
Drawdowns
XCJD.DE vs. JP40.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum JP40.DE drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and JP40.DE.
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Drawdown Indicators
| XCJD.DE | JP40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -28.51% | +12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -9.43% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -15.82% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.51% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.23% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -6.10% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.85% | +0.30% |
Volatility
XCJD.DE vs. JP40.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 3.70% compared to Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) at 3.29%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than JP40.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.DE | JP40.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.29% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 14.70% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 18.10% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.56% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 16.50% | +0.51% |
XCJD.DE vs. JP40.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than JP40.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%.
Dividends
XCJD.DE vs. JP40.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, while JP40.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 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
XCJD.DE and JP40.DE have a correlation of 0.90, 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 0.18% for JP40.DE.
XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while JP40.DE tracks JPX-Nikkei 400. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XCJD.DE and 0.18% for JP40.DE.
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