XDJE.DE vs. XDNE.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) are both Japan Equities funds from Xtrackers - XDJE.DE tracks the Nikkei 225 Index (EUR Hedged) while XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDJE.DE returned 21.52%/yr vs 18.26%/yr for XDNE.DE. Their correlation of 0.92 suggests significant overlap in exposure. XDJE.DE charges 0.19%/yr vs 0.25%/yr for XDNE.DE.
Performance
XDJE.DE vs. XDNE.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 XDNE.DE's 16.11% 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*
- —
XDNE.DE
- 1D
- -2.56%
- 1M
- -4.37%
- 6M
- 9.10%
- YTD
- 16.11%
- 1Y
- 41.96%
- 3Y*
- 23.75%
- 5Y*
- 18.26%
- 10Y*
- 13.40%
XDJE.DE vs. XDNE.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% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 16.11% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -8.87% |
Correlation
The correlation between XDJE.DE and XDNE.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.92 |
The correlation between XDJE.DE and XDNE.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. XDNE.DE — Risk / Return Rank
XDJE.DE
XDNE.DE
XDJE.DE vs. XDNE.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 MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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 | XDNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 4.19 | +0.85 |
| Martin ratioReturn relative to average drawdown | 15.20 | 13.97 | +1.23 |
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Drawdowns
XDJE.DE vs. XDNE.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, smaller than the maximum XDNE.DE drawdown of -35.20%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and XDNE.DE.
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Drawdown Indicators
| XDJE.DE | XDNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -35.20% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -9.96% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -21.73% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.73% | -1.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.20% | — |
Current DrawdownCurrent decline from peak | -11.44% | -6.51% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -8.27% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.00% | +1.25% |
Volatility
XDJE.DE vs. XDNE.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 9.85% compared to Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) at 7.16%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than XDNE.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 | XDNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 7.16% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 21.43% | 16.76% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.88% | 21.07% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 18.73% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 18.49% | +3.58% |
XDJE.DE vs. XDNE.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% expense ratio, which is lower than XDNE.DE's 0.25% 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. XDNE.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.85%, while XDNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.85% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJE.DE and XDNE.DE have a correlation of 0.87, 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 0.25% for XDNE.DE.
XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged). Their fees differ too: 0.19% for XDJE.DE and 0.25% for XDNE.DE.
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