XDJE.DE vs. XDWD.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDJE.DE is a Japan Equities fund tracking the Nikkei 225 Index (EUR Hedged), while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XDJE.DE returned 22.73%/yr vs 12.27%/yr for XDWD.DE. A 0.71 correlation means they provide meaningful diversification when combined. Both charge a 0.19% expense ratio.
Performance
XDJE.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 39.34% return, which is significantly higher than XDWD.DE's 12.57% return.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
XDJE.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -7.78% |
Correlation
The correlation between XDJE.DE and XDWD.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.71 |
The correlation between XDJE.DE and XDWD.DE has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. XDWD.DE — Risk / Return Rank
XDJE.DE
XDWD.DE
XDJE.DE vs. XDWD.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 World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 3.82 | +2.22 |
| Martin ratioReturn relative to average drawdown | 19.40 | 15.31 | +4.09 |
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Drawdowns
XDJE.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and XDWD.DE.
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Drawdown Indicators
| XDJE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -33.55% | +1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -6.34% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -21.64% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | -21.64% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -4.38% | -0.11% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -4.52% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 1.58% | +2.41% |
Volatility
XDJE.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 3.15% | +6.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 7.97% | +12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 11.30% | +14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 14.15% | +6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 15.09% | +6.91% |
XDJE.DE vs. XDWD.DE - Expense Ratio Comparison
Both XDJE.DE and XDWD.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDJE.DE vs. XDWD.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while XDWD.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) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJE.DE and XDWD.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDJE.DE and XDWD.DE have the same expense ratio: 0.19% per year.
XDJE.DE is categorized as Japan Equities, while XDWD.DE is Global Equities. XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while XDWD.DE tracks MSCI World.
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