XDGU.L vs. XDJP.L
XDGU.L (Xtrackers USD Corporate Bonds UCITS ETF 1D) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - XDGU.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 10 years, XDGU.L returned 2.63%/yr vs 12.31%/yr for XDJP.L. At a 0.18 correlation, their price movements are largely independent. XDGU.L charges 0.12%/yr vs 0.09%/yr for XDJP.L.
Performance
XDGU.L vs. XDJP.L - Performance Comparison
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Different Trading Currencies
XDGU.L is traded in USD, while XDJP.L is traded in GBp. To make them comparable, the XDJP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDGU.L achieves a 0.16% return, which is significantly lower than XDJP.L's 31.66% return. Over the past 10 years, XDGU.L has underperformed XDJP.L with an annualized return of 2.63%, while XDJP.L has yielded a comparatively higher 12.31% annualized return.
XDGU.L
- 1D
- 0.14%
- 1M
- 0.50%
- YTD
- 0.16%
- 6M
- 0.47%
- 1Y
- 5.73%
- 3Y*
- 5.14%
- 5Y*
- 0.11%
- 10Y*
- 2.63%
XDJP.L
- 1D
- -1.30%
- 1M
- 10.01%
- YTD
- 31.66%
- 6M
- 30.19%
- 1Y
- 62.73%
- 3Y*
- 24.07%
- 5Y*
- 11.43%
- 10Y*
- 12.31%
XDGU.L vs. XDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 0.16% | 7.97% | 1.52% | 9.07% | -17.66% | -1.76% | 10.73% | 18.12% | -3.94% | 7.08% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 31.66% | 30.18% | 7.85% | 21.61% | -19.86% | -4.66% | 25.50% | 21.26% | -8.99% | 25.66% |
Correlation
The correlation between XDGU.L and XDJP.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2015 | 0.18 |
The correlation between XDGU.L and XDJP.L shifts across timeframes, from 0.18 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDGU.L vs. XDJP.L — Risk / Return Rank
XDGU.L
XDJP.L
XDGU.L vs. XDJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.
| XDGU.L | XDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.06 | -2.31 |
| Martin ratioReturn relative to average drawdown | 4.98 | 13.32 | -8.35 |
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
| XDGU.L | XDJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.55 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.57 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.68 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.66 | -0.29 |
Drawdowns
XDGU.L vs. XDJP.L - Drawdown Comparison
The maximum XDGU.L drawdown since its inception was -25.18%, smaller than the maximum XDJP.L drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for XDGU.L and XDJP.L.
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Drawdown Indicators
| XDGU.L | XDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.18% | -35.79% | +10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -15.36% | +12.10% |
Max Drawdown (3Y)Largest decline over 3 years | -7.70% | -19.06% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -33.97% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -25.18% | -35.79% | +10.61% |
Current DrawdownCurrent decline from peak | -3.14% | -1.30% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -8.91% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 4.69% | -3.54% |
Volatility
XDGU.L vs. XDJP.L - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) is 1.96%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 7.26%. This indicates that XDGU.L experiences smaller price fluctuations and is considered to be less risky than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDGU.L | XDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 7.26% | -5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 19.36% | -15.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 24.50% | -19.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.36% | 19.97% | -11.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 18.97% | -10.91% |
XDGU.L vs. XDJP.L - Expense Ratio Comparison
XDGU.L has a 0.12% expense ratio, which is higher than XDJP.L's 0.09% 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
XDGU.L vs. XDJP.L - Dividend Comparison
XDGU.L's dividend yield for the trailing twelve months is around 4.75%, more than XDJP.L's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 4.75% | 4.59% | 5.63% | 4.06% | 4.07% | 5.93% | 3.74% | 2.98% | 2.97% | 3.09% | 0.29% | 0.00% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.04% | 1.33% | 1.41% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% |
Frequently Asked Questions
XDGU.L and XDJP.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.12% for XDGU.L.
XDGU.L is categorized as Corporate Bonds, while XDJP.L is Japan Equities. XDGU.L tracks Bloomberg US Corp Bond TR USD, while XDJP.L tracks TOPIX TR JPY. Their fees differ too: 0.12% for XDGU.L and 0.09% for XDJP.L.
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