XCJD.DE vs. XDEW.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XCJD.DE is a Japan Equities fund tracking the MSCI Japan Select Sustainability Screened CTB, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XCJD.DE returned 13.64%/yr vs 12.62%/yr for XDEW.DE. At a 0.47 correlation, their price movements are largely independent. XCJD.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
XCJD.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCJD.DE achieves a 19.48% return, which is significantly higher than XDEW.DE's 14.50% return.
XCJD.DE
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 13.22%
- YTD
- 19.48%
- 1Y
- 33.98%
- 3Y*
- 13.64%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
XCJD.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 19.48% | 10.38% | 7.06% | -0.50% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 6.13% |
Correlation
The correlation between XCJD.DE and XDEW.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2023 | 0.47 |
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Return for Risk
XCJD.DE vs. XDEW.DE — Risk / Return Rank
XCJD.DE
XDEW.DE
XCJD.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XCJD.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.91 | -1.76 |
| Martin ratioReturn relative to average drawdown | 4.39 | 12.05 | -7.65 |
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Drawdowns
XCJD.DE vs. XDEW.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XDEW.DE.
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Drawdown Indicators
| XCJD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -38.79% | +22.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.78% | -5.06% | -10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -22.70% | +6.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.61% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.33% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 1.65% | +6.08% |
Volatility
XCJD.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 6.04% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 2.81% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 6.82% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.56% | 10.43% | +18.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 14.90% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 16.80% | +3.68% |
XCJD.DE vs. XDEW.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than XDEW.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. XDEW.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.35%, while XDEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.35% | 1.55% | 2.21% | 2.27% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XCJD.DE and XDEW.DE have a correlation of 0.45, 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 XDEW.DE.
XCJD.DE is categorized as Japan Equities, while XDEW.DE is S&P 500. XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for XCJD.DE and 0.20% for XDEW.DE.
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