XDJE.DE vs. SGAJ.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while SGAJ.DE tracks the MSCI Japan ESG Screened. Both are passively managed. Over the past 5 years, XDJE.DE returned 21.52%/yr vs 9.19%/yr for SGAJ.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.15%/yr for SGAJ.DE.
Performance
XDJE.DE vs. SGAJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 29.05% return, which is significantly higher than SGAJ.DE's 15.63% return.
XDJE.DE
- 1D
- -2.96%
- 1M
- -8.43%
- 6M
- 21.32%
- YTD
- 29.05%
- 1Y
- 64.75%
- 3Y*
- 29.87%
- 5Y*
- 21.52%
- 10Y*
- —
SGAJ.DE
- 1D
- -2.49%
- 1M
- -4.31%
- 6M
- 8.60%
- YTD
- 15.63%
- 1Y
- 32.42%
- 3Y*
- 15.13%
- 5Y*
- 9.19%
- 10Y*
- —
XDJE.DE vs. SGAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 29.05% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 15.63% | 11.81% | 12.99% | 16.12% | -12.79% | 9.68% | 5.86% | 23.51% | -6.97% |
Correlation
The correlation between XDJE.DE and SGAJ.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.78 |
The correlation between XDJE.DE and SGAJ.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. SGAJ.DE — Risk / Return Rank
XDJE.DE
SGAJ.DE
XDJE.DE vs. SGAJ.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 ESG Screened UCITS ETF USD (Acc) (SGAJ.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 | SGAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 3.13 | +1.92 |
| Martin ratioReturn relative to average drawdown | 15.20 | 10.16 | +5.04 |
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Drawdowns
XDJE.DE vs. SGAJ.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than SGAJ.DE's maximum drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and SGAJ.DE.
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Drawdown Indicators
| XDJE.DE | SGAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -28.34% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -10.31% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -17.07% | -5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -19.31% | -3.56% |
Current DrawdownCurrent decline from peak | -11.44% | -6.81% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -7.23% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.18% | +1.07% |
Volatility
XDJE.DE vs. SGAJ.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 9.85% compared to iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) at 6.59%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than SGAJ.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 | SGAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 6.59% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 21.43% | 16.28% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.88% | 20.00% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 16.97% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 18.19% | +3.88% |
XDJE.DE vs. SGAJ.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is higher than SGAJ.DE's 0.15% 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. SGAJ.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.85%, while SGAJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.85% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
XDJE.DE and SGAJ.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDJE.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while SGAJ.DE tracks MSCI Japan ESG Screened. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDJE.DE and 0.15% for SGAJ.DE.
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