XDJE.DE vs. JPNH.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and JPNH.DE (Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while JPNH.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDJE.DE returned 22.64%/yr vs 19.27%/yr for JPNH.DE. Their correlation of 0.91 suggests significant overlap in exposure. XDJE.DE charges 0.19%/yr vs 0.45%/yr for JPNH.DE.
Performance
XDJE.DE vs. JPNH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 35.13% return, which is significantly higher than JPNH.DE's 19.83% return.
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
JPNH.DE
- 1D
- -0.93%
- 1M
- 1.78%
- 6M
- 12.92%
- YTD
- 19.83%
- 1Y
- 47.19%
- 3Y*
- 26.36%
- 5Y*
- 19.27%
- 10Y*
- 13.72%
XDJE.DE vs. JPNH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 35.13% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 19.83% | 27.75% | 21.23% | 32.08% | -4.87% | 10.85% | 5.84% | 15.91% | -9.06% |
Correlation
The correlation between XDJE.DE and JPNH.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.91 |
The correlation between XDJE.DE and JPNH.DE has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. JPNH.DE — Risk / Return Rank
XDJE.DE
JPNH.DE
XDJE.DE vs. JPNH.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 Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.75 | 4.66 | +1.09 |
| Martin ratioReturn relative to average drawdown | 17.74 | 16.50 | +1.24 |
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Drawdowns
XDJE.DE vs. JPNH.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, smaller than the maximum JPNH.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and JPNH.DE.
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Drawdown Indicators
| XDJE.DE | JPNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -36.52% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -10.08% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -20.72% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -20.72% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.52% | — |
Current DrawdownCurrent decline from peak | -7.26% | -1.64% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -7.95% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 2.85% | +1.30% |
Volatility
XDJE.DE vs. JPNH.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 9.75% compared to Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) at 5.65%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 5.65% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 21.15% | 15.45% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.67% | 19.48% | +7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 18.05% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 18.17% | +3.87% |
XDJE.DE vs. JPNH.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is lower than JPNH.DE's 0.45% expense ratio.
Dividends
XDJE.DE vs. JPNH.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.81%, more than JPNH.DE's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 0.74% | 0.89% | 1.52% | 1.29% | 1.66% | 1.33% | 1.09% | 1.93% | 1.89% | 1.36% | 1.96% | 1.84% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.81% | 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 JPNH.DE have a correlation of 0.84, 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 0.45% for JPNH.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while JPNH.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XDJE.DE and 0.45% for JPNH.DE.
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