XCJD.DE vs. XNAS.DE
XCJD.DE (Xtrackers MSCI Japan Climate Transition UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XCJD.DE is a Japan Equities fund tracking the MSCI Japan Select Sustainability Screened CTB, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XCJD.DE returned 10.79%/yr vs 24.64%/yr for XNAS.DE. At a 0.49 correlation, their price movements are largely independent. XCJD.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
XCJD.DE vs. XNAS.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 XNAS.DE's 20.53% return.
XCJD.DE
- 1D
- -0.41%
- 1M
- 5.00%
- YTD
- 14.53%
- 6M
- 13.84%
- 1Y
- 25.82%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XCJD.DE vs. XNAS.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% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 32.22% |
Correlation
The correlation between XCJD.DE and XNAS.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.49 |
The correlation between XCJD.DE and XNAS.DE has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.
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Return for Risk
XCJD.DE vs. XNAS.DE — Risk / Return Rank
XCJD.DE
XNAS.DE
XCJD.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.77 | -1.33 |
| Martin ratioReturn relative to average drawdown | 8.19 | 11.16 | -2.98 |
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 | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.40 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.91 | -0.22 |
Drawdowns
XCJD.DE vs. XNAS.DE - Drawdown Comparison
The maximum XCJD.DE drawdown since its inception was -16.48%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XCJD.DE and XNAS.DE.
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Drawdown Indicators
| XCJD.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.48% | -31.25% | +14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.00% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -26.72% | +10.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.83% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -7.83% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.38% | -0.23% |
Volatility
XCJD.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan Climate Transition UCITS ETF (XCJD.DE) is 3.70%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XCJD.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 4.31% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 10.91% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 15.71% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 19.88% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 19.84% | -2.83% |
XCJD.DE vs. XNAS.DE - Expense Ratio Comparison
XCJD.DE has a 0.15% expense ratio, which is lower than XNAS.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. XNAS.DE - Dividend Comparison
XCJD.DE's dividend yield for the trailing twelve months is around 1.21%, while XNAS.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% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XCJD.DE and XNAS.DE have a correlation of 0.51, 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 XNAS.DE.
XCJD.DE is categorized as Japan Equities, while XNAS.DE is Nasdaq-100. XCJD.DE tracks MSCI Japan Select Sustainability Screened CTB, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for XCJD.DE and 0.20% for XNAS.DE.
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