XCJD.DE vs. XDJE.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds from Xtrackers - XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 3 years, XCJD.DE returned 13.64%/yr vs 29.87%/yr for XDJE.DE. A 0.75 correlation means they provide meaningful diversification when combined. XCJD.DE charges 0.15%/yr vs 0.19%/yr for XDJE.DE.
Performance
XCJD.DE vs. XDJE.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 lower than XDJE.DE's 29.05% return.
XCJD.DE
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 13.22%
- YTD
- 19.48%
- 1Y
- 33.98%
- 3Y*
- 13.64%
- 5Y*
- —
- 10Y*
- —
XDJE.DE
- 1D
- -2.96%
- 1M
- -8.43%
- 6M
- 21.32%
- YTD
- 29.05%
- 1Y
- 64.75%
- 3Y*
- 29.87%
- 5Y*
- 21.52%
- 10Y*
- —
XCJD.DE vs. XDJE.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% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 29.05% | 30.93% | 23.55% | 28.79% |
Correlation
The correlation between XCJD.DE and XDJE.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2023 | 0.75 |
The correlation between XCJD.DE and XDJE.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. XDJE.DE — Risk / Return Rank
XCJD.DE
XDJE.DE
XCJD.DE vs. XDJE.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 Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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 | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 5.05 | -2.89 |
| Martin ratioReturn relative to average drawdown | 4.39 | 15.20 | -10.80 |
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Drawdowns
XCJD.DE vs. XDJE.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XDJE.DE.
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Drawdown Indicators
| XCJD.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -32.45% | +15.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.78% | -12.77% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -22.87% | +6.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.87% | — |
Current DrawdownCurrent decline from peak | -2.20% | -11.44% | +9.24% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -6.09% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 4.25% | +3.48% |
Volatility
XCJD.DE vs. XDJE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) is 6.04%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.85%. This indicates that XCJD.DE experiences smaller price fluctuations and is considered to be less risky than XDJE.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 | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 9.85% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 21.43% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.56% | 26.88% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 21.20% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 22.07% | -1.59% |
XCJD.DE vs. XDJE.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than XDJE.DE's 0.19% 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. XDJE.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.35%, more than XDJE.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.35% | 1.55% | 2.21% | 2.27% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.85% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
XCJD.DE and XDJE.DE have a correlation of 0.82, 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 0.19% for XDJE.DE.
XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). Their fees differ too: 0.15% for XCJD.DE and 0.19% for XDJE.DE.
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