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

Performance

XCJD.DE vs. QUEJ.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, XCJD.DE achieves a 3.94% return, which is significantly higher than QUEJ.DE's 3.58% return.


XCJD.DE

1D
-2.01%
1M
-0.22%
YTD
3.94%
6M
7.33%
1Y
17.21%
3Y*
9.70%
5Y*
10Y*

QUEJ.DE

1D
-1.32%
1M
0.63%
YTD
3.58%
6M
5.39%
1Y
8.06%
3Y*
3.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XCJD.DE has a 0.15% expense ratio, which is lower than QUEJ.DE's 0.25% 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. QUEJ.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: 5151
Overall Rank
XCJD.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCJD.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCJD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XCJD.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
XCJD.DE Martin Ratio Rank: 6060
Martin Ratio Rank

QUEJ.DE
QUEJ.DE Risk / Return Rank: 2727
Overall Rank
QUEJ.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUEJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
QUEJ.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QUEJ.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
QUEJ.DE Martin Ratio Rank: 2929
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. QUEJ.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.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.DEQUEJ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.44

+0.41

Sortino ratio

Return per unit of downside risk

1.33

0.75

+0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

2.18

1.20

+0.98

Martin ratio

Return relative to average drawdown

7.49

3.34

+4.15

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

The current XCJD.DE Sharpe Ratio is 0.85, which is higher than the QUEJ.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of XCJD.DE and QUEJ.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.DEQUEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.44

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.04

+0.49

Correlation

The correlation between XCJD.DE and QUEJ.DE is 0.93, 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. QUEJ.DE - Dividend Comparison

XCJD.DE's dividend yield for the trailing twelve months is around 1.33%, while QUEJ.DE has not paid dividends to shareholders.


Drawdowns

XCJD.DE vs. QUEJ.DE - Drawdown Comparison

The maximum XCJD.DE drawdown since its inception was -16.48%, which is greater than QUEJ.DE's maximum drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and QUEJ.DE.


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Drawdown Indicators


XCJD.DEQUEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-15.02%

-1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.45%

-0.07%

Current Drawdown

Current decline from peak

-7.22%

-5.80%

-1.42%

Average Drawdown

Average peak-to-trough decline

-3.85%

-6.40%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.76%

-0.69%

Volatility

XCJD.DE vs. QUEJ.DE - Volatility Comparison

Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 8.14% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) at 7.30%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than QUEJ.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.DEQUEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

7.30%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.56%

13.68%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

18.15%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

15.24%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

15.24%

+1.60%