XDJE.DE vs. SXR6.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, XDJE.DE returned 21.52%/yr vs 4.84%/yr for SXR6.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.20%/yr for SXR6.DE.
Performance
XDJE.DE vs. SXR6.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 SXR6.DE's 8.85% 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*
- —
SXR6.DE
- 1D
- -1.27%
- 1M
- 2.79%
- 6M
- 4.45%
- YTD
- 8.85%
- 1Y
- 19.05%
- 3Y*
- 9.21%
- 5Y*
- 4.84%
- 10Y*
- —
XDJE.DE vs. SXR6.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% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 8.85% | 6.27% | 9.12% | 9.64% | -13.85% | 9.80% | 6.47% | 26.65% | -6.99% |
Correlation
The correlation between XDJE.DE and SXR6.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.71 |
The correlation between XDJE.DE and SXR6.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. SXR6.DE — Risk / Return Rank
XDJE.DE
SXR6.DE
XDJE.DE vs. SXR6.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 SRI UCITS ETF USD Acc (SXR6.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 | SXR6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 1.65 | +3.40 |
| Martin ratioReturn relative to average drawdown | 15.20 | 4.84 | +10.35 |
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Drawdowns
XDJE.DE vs. SXR6.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than SXR6.DE's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and SXR6.DE.
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Drawdown Indicators
| XDJE.DE | SXR6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -27.37% | -5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -11.51% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -16.34% | -6.53% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.23% | -1.64% |
Current DrawdownCurrent decline from peak | -11.44% | -2.39% | -9.05% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -7.04% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.92% | +0.33% |
Volatility
XDJE.DE vs. SXR6.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 SRI UCITS ETF USD Acc (SXR6.DE) at 5.29%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than SXR6.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 | SXR6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 5.29% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.43% | 15.25% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.88% | 19.16% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 16.65% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 16.87% | +5.20% |
XDJE.DE vs. SXR6.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is lower than SXR6.DE's 0.20% expense ratio. Despite the difference, 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. SXR6.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.85%, while SXR6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI 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 SXR6.DE have a correlation of 0.62, 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 0.20% for SXR6.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDJE.DE and 0.20% for SXR6.DE.
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