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XDJE.DE vs. JARI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDJE.DE vs. JARI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE). The values are adjusted to include any dividend payments, if applicable.

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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 JARI.DE's 8.33% 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*

JARI.DE

1D
0.00%
1M
4.87%
6M
8.50%
YTD
8.33%
1Y
16.85%
3Y*
4.80%
5Y*
2.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJE.DE vs. JARI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XDJE.DE
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)
39.34%30.93%23.55%35.26%-9.02%5.24%17.34%
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
8.33%5.73%2.11%6.93%-15.65%8.08%13.45%

Correlation

The correlation between XDJE.DE and JARI.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2020

0.69

The correlation between XDJE.DE and JARI.DE has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

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Return for Risk

XDJE.DE vs. JARI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDJE.DE
XDJE.DE Risk / Return Rank: 9393
Overall Rank
XDJE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XDJE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XDJE.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XDJE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
XDJE.DE Martin Ratio Rank: 9393
Martin Ratio Rank

JARI.DE
JARI.DE Risk / Return Rank: 3333
Overall Rank
JARI.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JARI.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
JARI.DE Omega Ratio Rank: 2929
Omega Ratio Rank
JARI.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
JARI.DE Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDJE.DE vs. JARI.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 Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.DEJARI.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.48

1.18

+0.30

Calmar ratioReturn relative to maximum drawdown

6.05

1.66

+4.39

Martin ratioReturn relative to average drawdown

19.40

4.86

+14.54

XDJE.DE vs. JARI.DE - Sharpe Ratio Comparison

The current XDJE.DE Sharpe Ratio is 2.96, which is higher than the JARI.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XDJE.DE and JARI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDJE.DE vs. JARI.DE - Drawdown Comparison

The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than JARI.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and JARI.DE.


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Drawdown Indicators


XDJE.DEJARI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-23.16%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-10.21%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-15.32%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-23.16%

+0.29%

Current Drawdown

Current decline from peak

-4.38%

-0.83%

-3.55%

Average Drawdown

Average peak-to-trough decline

-6.08%

-11.37%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.49%

+0.50%

Volatility

XDJE.DE vs. JARI.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) at 4.32%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than JARI.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.DEJARI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

4.32%

+5.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.83%

14.27%

+6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

26.12%

17.81%

+8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

16.09%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

16.16%

+5.84%

XDJE.DE vs. JARI.DE - Expense Ratio Comparison

XDJE.DE has a 0.19% expense ratio, which is higher than JARI.DE's 0.18% 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

XDJE.DE vs. JARI.DE - Dividend Comparison

XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while JARI.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJE.DE
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)
0.79%1.11%1.21%1.32%2.27%1.08%1.00%

Frequently Asked Questions


XDJE.DE and JARI.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JARI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JARI.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for XDJE.DE.

XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XDJE.DE and 0.18% for JARI.DE.

Portfolio Optimizer

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