XCJD.DE vs. XDWD.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XCJD.DE is a Japan Equities fund tracking the MSCI Japan Select Sustainability Screened CTB, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 17.56%/yr for XDWD.DE. A 0.64 correlation means they provide meaningful diversification when combined. XCJD.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
XCJD.DE vs. XDWD.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 higher than XDWD.DE's 10.91% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XCJD.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 13.04% |
Correlation
The correlation between XCJD.DE and XDWD.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.64 |
The correlation between XCJD.DE and XDWD.DE has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. XDWD.DE — Risk / Return Rank
XCJD.DE
XDWD.DE
XCJD.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.63 | -1.19 |
| Martin ratioReturn relative to average drawdown | 8.19 | 14.44 | -6.26 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.14 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.78 | -0.09 |
Drawdowns
XCJD.DE vs. XDWD.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XDWD.DE.
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Drawdown Indicators
| XCJD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -33.55% | +17.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -6.54% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -21.64% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.33% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -4.55% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.65% | +1.50% |
Volatility
XCJD.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) has a higher volatility of 3.70% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XCJD.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 2.60% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 7.77% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 11.12% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 14.13% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 15.16% | +1.85% |
XCJD.DE vs. XDWD.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than XDWD.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. XDWD.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.21% | 1.36% | 2.05% | 1.42% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XCJD.DE and XDWD.DE have a correlation of 0.65, 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 XDWD.DE.
XCJD.DE is categorized as Japan Equities, while XDWD.DE is Global Equities. XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for XCJD.DE and 0.19% for XDWD.DE.
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