XCJD.DE vs. XM1D.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and XM1D.DE (Xtrackers MSCI Japan UCITS ETF) are both Japan Equities funds from Xtrackers - XCJD.DE tracks the MSCI Japan Select Sustainability Screened CTB while XM1D.DE tracks the MSCI Japan. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 15.70%/yr for XM1D.DE. With a 0.96 correlation, they move nearly in lockstep. XCJD.DE charges 0.15%/yr vs 0.12%/yr for XM1D.DE.
Performance
XCJD.DE vs. XM1D.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 XM1D.DE's 17.34% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
XM1D.DE
- 1D
- -0.34%
- 1M
- 6.12%
- YTD
- 17.34%
- 6M
- 17.11%
- 1Y
- 31.11%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
XCJD.DE vs. XM1D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 14.53% | 10.16% | 6.89% | 10.26% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
Correlation
The correlation between XCJD.DE and XM1D.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.96 |
The correlation between XCJD.DE and XM1D.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. XM1D.DE — Risk / Return Rank
XCJD.DE
XM1D.DE
XCJD.DE vs. XM1D.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 Japan UCITS ETF (XM1D.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 | XM1D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.05 | -0.61 |
| Martin ratioReturn relative to average drawdown | 8.19 | 9.87 | -1.68 |
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 | XM1D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.64 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.01 | -0.32 |
Drawdowns
XCJD.DE vs. XM1D.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, roughly equal to the maximum XM1D.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XM1D.DE.
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Drawdown Indicators
| XCJD.DE | XM1D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -16.92% | +0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.15% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -16.92% | +0.44% |
Current DrawdownCurrent decline from peak | -0.41% | -0.34% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -3.04% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.14% | +0.01% |
Volatility
XCJD.DE vs. XM1D.DE - Volatility Comparison
Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) and Xtrackers MSCI Japan UCITS ETF (XM1D.DE) have volatilities of 3.70% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCJD.DE | XM1D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.78% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 15.14% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 18.86% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 17.68% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.68% | -0.67% |
XCJD.DE vs. XM1D.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is higher than XM1D.DE's 0.12% expense ratio. However, 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. XM1D.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, less than XM1D.DE's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XCJD.DE Xtrackers MSCI Japan Climate Transition UCITS ETF | 1.21% | 1.36% | 2.05% | 1.42% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
Frequently Asked Questions
With a correlation of 0.95, XCJD.DE and XM1D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for XCJD.DE.
XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XM1D.DE tracks MSCI Japan. Their fees differ too: 0.15% for XCJD.DE and 0.12% for XM1D.DE.
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