XDJE.DE vs. XDJP.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds from Xtrackers - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, XDJE.DE returned 22.73%/yr vs 13.43%/yr for XDJP.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDJE.DE charges 0.19%/yr vs 0.09%/yr for XDJP.DE.
Performance
XDJE.DE vs. XDJP.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 XDJP.DE slightly lower at 38.03%.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
XDJP.DE
- 1D
- 1.32%
- 1M
- 3.00%
- 6M
- 37.89%
- YTD
- 38.03%
- 1Y
- 62.97%
- 3Y*
- 23.26%
- 5Y*
- 13.43%
- 10Y*
- 12.46%
XDJE.DE vs. XDJP.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% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 38.03% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -7.07% |
Correlation
The correlation between XDJE.DE and XDJP.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 | 0.91 |
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 XDJP.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. XDJP.DE — Risk / Return Rank
XDJE.DE
XDJP.DE
XDJE.DE vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 4.88 | +1.16 |
| Martin ratioReturn relative to average drawdown | 19.40 | 14.57 | +4.83 |
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Drawdowns
XDJE.DE vs. XDJP.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and XDJP.DE.
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Drawdown Indicators
| XDJE.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -29.12% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -12.83% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -20.16% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.14% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -4.38% | -4.37% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -6.76% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 4.30% | -0.31% |
Volatility
XDJE.DE vs. XDJP.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) at 9.56%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than XDJP.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 | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 9.56% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 20.17% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 24.92% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 18.99% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 17.91% | +4.09% |
XDJE.DE vs. XDJP.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is higher than XDJP.DE's 0.09% 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. XDJP.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, less than XDJP.DE's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 0.99% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
With a correlation of 0.96, XDJE.DE and XDJP.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, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.19% for XDJE.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while XDJP.DE tracks TOPIX TR JPY. Their fees differ too: 0.19% for XDJE.DE and 0.09% for XDJP.DE.
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