XDEM.L vs. CSJP.L
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
XDEM.L and CSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both XDEM.L and CSJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEM.L or CSJP.L.
Key characteristics
| XDEM.L | CSJP.L | |
|---|---|---|
| YTD Return | 20.80% | 4.94% |
| 1Y Return | 28.78% | 4.96% |
| 3Y Return (Ann) | 7.11% | 1.30% |
| 5Y Return (Ann) | 10.96% | 4.60% |
| Sharpe Ratio | 1.70 | 0.33 |
| Daily Std Dev | 16.39% | 16.32% |
| Max Drawdown | -22.42% | -24.31% |
| Current Drawdown | -6.56% | -7.15% |
Correlation
The correlation between XDEM.L and CSJP.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDEM.L vs. CSJP.L - Performance Comparison
In the year-to-date period, XDEM.L achieves a 20.80% return, which is significantly higher than CSJP.L's 4.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEM.L vs. CSJP.L - Expense Ratio Comparison
XDEM.L has a 0.25% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.
Risk-Adjusted Performance
XDEM.L vs. CSJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L). 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.
Dividends
XDEM.L vs. CSJP.L - Dividend Comparison
Neither XDEM.L nor CSJP.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEM.L vs. CSJP.L - Drawdown Comparison
The maximum XDEM.L drawdown since its inception was -22.42%, smaller than the maximum CSJP.L drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for XDEM.L and CSJP.L. For additional features, visit the drawdowns tool.
Volatility
XDEM.L vs. CSJP.L - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a higher volatility of 6.10% compared to iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) at 5.68%. This indicates that XDEM.L's price experiences larger fluctuations and is considered to be riskier than CSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.