XDJP.DE vs. FLJP
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and FLJP (Franklin FTSE Japan ETF) are both Japan Equities funds - XDJP.DE tracks the TOPIX TR JPY while FLJP tracks the FTSE Japan RIC Capped Index. Both are passively managed. Over the past 5 years, XDJP.DE returned 12.43%/yr vs 10.06%/yr for FLJP. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.09% expense ratio.
Performance
XDJP.DE vs. FLJP - Performance Comparison
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Different Trading Currencies
XDJP.DE is traded in EUR, while FLJP is traded in USD. To make them comparable, the FLJP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDJP.DE achieves a 32.10% return, which is significantly higher than FLJP's 17.62% return.
XDJP.DE
- 1D
- -1.43%
- 1M
- 10.57%
- YTD
- 32.10%
- 6M
- 30.18%
- 1Y
- 59.80%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
FLJP
- 1D
- 0.00%
- 1M
- 5.85%
- YTD
- 17.62%
- 6M
- 16.91%
- 1Y
- 30.59%
- 3Y*
- 15.67%
- 5Y*
- 10.06%
- 10Y*
- —
XDJP.DE vs. FLJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 24.82% | -4.99% | -0.91% |
FLJP Franklin FTSE Japan ETF | 17.90% | 11.74% | 14.06% | 16.40% | -11.40% | 8.55% | 6.22% | 21.68% | -9.98% | -1.13% |
Correlation
The correlation between XDJP.DE and FLJP 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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017 | 0.73 |
The correlation between XDJP.DE and FLJP has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. FLJP — Risk / Return Rank
XDJP.DE
FLJP
XDJP.DE vs. FLJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and Franklin FTSE Japan ETF (FLJP). 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 | FLJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 2.78 | +1.85 |
| Martin ratioReturn relative to average drawdown | 13.98 | 10.19 | +3.79 |
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 | FLJP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.77 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.61 | +0.06 |
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 | 0.46 | +0.20 |
Drawdowns
XDJP.DE vs. FLJP - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, roughly equal to the maximum FLJP drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and FLJP.
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Drawdown Indicators
| XDJP.DE | FLJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -29.74% | +0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -11.05% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -15.43% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -19.02% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.91% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 3.02% | +1.24% |
Volatility
XDJP.DE vs. FLJP - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Franklin FTSE Japan ETF (FLJP) at 3.25%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than FLJP 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 | FLJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.25% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 13.36% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 17.42% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 16.66% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.41% | +0.35% |
XDJP.DE vs. FLJP - Expense Ratio Comparison
Both XDJP.DE and FLJP have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDJP.DE vs. FLJP - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than FLJP's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 4.42% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 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 FLJP 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.
Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE and FLJP have the same expense ratio: 0.09% per year.
XDJP.DE tracks TOPIX TR JPY, while FLJP tracks FTSE Japan RIC Capped Index. They also come from different issuers: Xtrackers and Franklin Templeton.
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