XDJE.DE vs. SXRZ.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, XDJE.DE returned 22.73%/yr vs 12.96%/yr for SXRZ.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDJE.DE charges 0.19%/yr vs 0.48%/yr for SXRZ.DE.
Performance
XDJE.DE vs. SXRZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDJE.DE having a 39.34% return and SXRZ.DE slightly lower at 37.92%.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
SXRZ.DE
- 1D
- 1.45%
- 1M
- 2.88%
- 6M
- 37.60%
- YTD
- 37.92%
- 1Y
- 62.53%
- 3Y*
- 22.77%
- 5Y*
- 12.96%
- 10Y*
- 12.01%
XDJE.DE vs. SXRZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 39.34% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 37.92% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -7.09% |
Correlation
The correlation between XDJE.DE and SXRZ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.87 |
The correlation between XDJE.DE and SXRZ.DE shifts across timeframes, from 0.86 (5 years) to 0.96 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDJE.DE vs. SXRZ.DE — Risk / Return Rank
XDJE.DE
SXRZ.DE
XDJE.DE vs. SXRZ.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 Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 4.82 | +1.23 |
| Martin ratioReturn relative to average drawdown | 19.40 | 14.40 | +5.01 |
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Drawdowns
XDJE.DE vs. SXRZ.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than SXRZ.DE's maximum drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and SXRZ.DE.
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Drawdown Indicators
| XDJE.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -29.90% | -2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -12.92% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -20.19% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.46% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.90% | — |
Current DrawdownCurrent decline from peak | -4.38% | -4.41% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -7.23% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 4.33% | -0.34% |
Volatility
XDJE.DE vs. SXRZ.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) and iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) have volatilities of 10.10% and 9.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDJE.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 9.64% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 20.05% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 24.81% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 18.93% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 17.94% | +4.06% |
XDJE.DE vs. SXRZ.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
XDJE.DE vs. SXRZ.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while SXRZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (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) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
With a correlation of 0.96, XDJE.DE and SXRZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.48% for SXRZ.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDJE.DE and 0.48% for SXRZ.DE.
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