XDJE.DE vs. SODJ.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while SODJ.DE tracks the MSCI Japan Screened Index. Both are passively managed. Over the past 5 years, XDJE.DE returned 21.52%/yr vs 9.11%/yr for SODJ.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.15%/yr for SODJ.DE.
Performance
XDJE.DE vs. SODJ.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 SODJ.DE's 15.31% 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*
- —
SODJ.DE
- 1D
- -2.59%
- 1M
- -4.70%
- 6M
- 8.20%
- YTD
- 15.31%
- 1Y
- 31.90%
- 3Y*
- 14.96%
- 5Y*
- 9.11%
- 10Y*
- —
XDJE.DE vs. SODJ.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% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 15.31% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -6.97% |
Correlation
The correlation between XDJE.DE and SODJ.DE is 0.83, 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 | 0.83 |
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 SODJ.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. SODJ.DE — Risk / Return Rank
XDJE.DE
SODJ.DE
XDJE.DE vs. SODJ.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 Screened UCITS ETF USD (Dist) (SODJ.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 | SODJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.29 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 3.00 | +2.04 |
| Martin ratioReturn relative to average drawdown | 15.20 | 9.71 | +5.49 |
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Drawdowns
XDJE.DE vs. SODJ.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than SODJ.DE's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and SODJ.DE.
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Drawdown Indicators
| XDJE.DE | SODJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -28.10% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -10.58% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -17.20% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -19.26% | -3.61% |
Current DrawdownCurrent decline from peak | -11.44% | -7.39% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -7.23% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.28% | +0.97% |
Volatility
XDJE.DE vs. SODJ.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 Screened UCITS ETF USD (Dist) (SODJ.DE) at 6.87%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than SODJ.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 | SODJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 6.87% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 21.43% | 16.46% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.88% | 20.21% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 17.00% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 18.24% | +3.83% |
XDJE.DE vs. SODJ.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is higher than SODJ.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. SODJ.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.85%, less than SODJ.DE's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.53% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.85% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 0.00% |
Frequently Asked Questions
XDJE.DE and SODJ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.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 SODJ.DE tracks MSCI Japan Screened Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDJE.DE and 0.15% for SODJ.DE.
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