XDJE.DE vs. IUS4.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 5 years, XDJE.DE returned 22.73%/yr vs 9.32%/yr for IUS4.DE. A 0.64 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.58%/yr for IUS4.DE.
Performance
XDJE.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 39.34% return, which is significantly higher than IUS4.DE's 22.03% return.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
IUS4.DE
- 1D
- 1.33%
- 1M
- 5.89%
- 6M
- 22.20%
- YTD
- 22.03%
- 1Y
- 35.43%
- 3Y*
- 17.66%
- 5Y*
- 9.32%
- 10Y*
- 8.02%
XDJE.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 39.34% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 22.03% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 21.73% | -7.89% |
Correlation
The correlation between XDJE.DE and IUS4.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.64 |
The correlation between XDJE.DE and IUS4.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. IUS4.DE — Risk / Return Rank
XDJE.DE
IUS4.DE
XDJE.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.
| XDJE.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.39 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 3.49 | +2.56 |
| Martin ratioReturn relative to average drawdown | 19.40 | 12.11 | +7.29 |
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Drawdowns
XDJE.DE vs. IUS4.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and IUS4.DE.
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Drawdown Indicators
| XDJE.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -51.61% | +19.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -10.11% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -12.92% | -9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.46% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.62% | — |
Current DrawdownCurrent decline from peak | -4.38% | 0.00% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -15.04% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.92% | +1.07% |
Volatility
XDJE.DE vs. IUS4.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.14%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDJE.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 4.14% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 13.78% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 16.26% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 14.98% | +6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 15.92% | +6.08% |
XDJE.DE vs. IUS4.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
XDJE.DE vs. IUS4.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, less than IUS4.DE's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.58% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJE.DE and IUS4.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.58% for IUS4.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDJE.DE and 0.58% for IUS4.DE.
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