XDEW.DE vs. LCUJ.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and LCUJ.DE (Amundi MSCI Japan UCITS ETF Acc) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while LCUJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.29%/yr vs 9.91%/yr for LCUJ.DE. A 0.58 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.12%/yr for LCUJ.DE.
Performance
XDEW.DE vs. LCUJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 11.42% return, which is significantly lower than LCUJ.DE's 16.17% return.
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
LCUJ.DE
- 1D
- 2.45%
- 1M
- 2.12%
- YTD
- 16.17%
- 6M
- 16.60%
- 1Y
- 31.88%
- 3Y*
- 14.15%
- 5Y*
- 9.91%
- 10Y*
- —
XDEW.DE vs. LCUJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -3.45% |
LCUJ.DE Amundi MSCI Japan UCITS ETF Acc | 16.17% | 12.72% | 13.58% | 16.52% | -12.47% | 10.03% | 5.07% | 22.41% | -99.31% |
Correlation
The correlation between XDEW.DE and LCUJ.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.58 |
The correlation between XDEW.DE and LCUJ.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. LCUJ.DE — Risk / Return Rank
XDEW.DE
LCUJ.DE
XDEW.DE vs. LCUJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and Amundi MSCI Japan UCITS ETF Acc (LCUJ.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.
| XDEW.DE | LCUJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.11 | +0.82 |
| Martin ratioReturn relative to average drawdown | 11.96 | 9.95 | +2.01 |
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Drawdowns
XDEW.DE vs. LCUJ.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum LCUJ.DE drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and LCUJ.DE.
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Drawdown Indicators
| XDEW.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -99.38% | +60.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -10.06% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -16.93% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -19.11% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -98.52% | +98.52% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -98.36% | +92.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 3.15% | -1.49% |
Volatility
XDEW.DE vs. LCUJ.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.32%, while Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a volatility of 4.47%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than LCUJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEW.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 4.47% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 15.34% | -8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 19.13% | -8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 16.70% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 38.41% | -21.57% |
XDEW.DE vs. LCUJ.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is higher than LCUJ.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
XDEW.DE vs. LCUJ.DE - Dividend Comparison
Neither XDEW.DE nor LCUJ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and LCUJ.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUJ.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XDEW.DE.
XDEW.DE is categorized as S&P 500, while LCUJ.DE is Japan Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while LCUJ.DE tracks MSCI Japan. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XDEW.DE and 0.12% for LCUJ.DE.
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