XDJP.DE vs. 36B4.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - XDJP.DE tracks the TOPIX TR JPY while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, XDJP.DE returned 12.43%/yr vs 4.17%/yr for 36B4.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDJP.DE charges 0.09%/yr vs 0.20%/yr for 36B4.DE.
Performance
XDJP.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJP.DE achieves a 32.10% return, which is significantly higher than 36B4.DE's 3.58% return.
XDJP.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.10%
- 6M
- 30.23%
- 1Y
- 60.51%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
XDJP.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 15.13% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 6.29% | 17.07% |
Correlation
The correlation between XDJP.DE and 36B4.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.87 |
The correlation between XDJP.DE and 36B4.DE shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.DE vs. 36B4.DE — Risk / Return Rank
XDJP.DE
36B4.DE
XDJP.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| XDJP.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.11 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 0.90 | +3.72 |
| Martin ratioReturn relative to average drawdown | 13.98 | 2.55 | +11.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDJP.DE | 36B4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 0.54 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.25 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.36 | +0.30 |
Drawdowns
XDJP.DE vs. 36B4.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, which is greater than 36B4.DE's maximum drawdown of -26.99%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and 36B4.DE.
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Drawdown Indicators
| XDJP.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -26.99% | -2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -10.89% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -15.74% | -4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -21.45% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -1.83% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.17% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 3.88% | +0.38% |
Volatility
XDJP.DE vs. 36B4.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 3.69%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDJP.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.69% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 14.00% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 18.16% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 16.26% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.24% | +0.52% |
XDJP.DE vs. 36B4.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than 36B4.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
XDJP.DE vs. 36B4.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than 36B4.DE's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 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
XDJP.DE and 36B4.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for 36B4.DE.
XDJP.DE tracks TOPIX TR JPY, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.DE and 0.20% for 36B4.DE.
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