XDJP.DE vs. IQQJ.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) are both Japan Equities funds - XDJP.DE tracks the TOPIX TR JPY while IQQJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 8.94%/yr for IQQJ.DE. Their correlation of 0.93 suggests significant overlap in exposure. XDJP.DE charges 0.09%/yr vs 0.12%/yr for IQQJ.DE.
Performance
XDJP.DE vs. IQQJ.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 IQQJ.DE's 16.83% return. Over the past 10 years, XDJP.DE has outperformed IQQJ.DE with an annualized return of 12.04%, while IQQJ.DE has yielded a comparatively lower 8.94% annualized 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%
IQQJ.DE
- 1D
- -14.69%
- 1M
- 3.60%
- YTD
- 16.83%
- 6M
- 16.82%
- 1Y
- 31.71%
- 3Y*
- 15.45%
- 5Y*
- 9.84%
- 10Y*
- 8.94%
XDJP.DE vs. IQQJ.DE - 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% | 10.59% |
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 12.69% | 13.58% | 16.03% | -12.77% | 9.53% | 4.77% | 21.88% | -10.11% | 8.81% |
Correlation
The correlation between XDJP.DE and IQQJ.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.93 |
The correlation between XDJP.DE and IQQJ.DE shifts across timeframes, from 0.83 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.DE vs. IQQJ.DE — Risk / Return Rank
XDJP.DE
IQQJ.DE
XDJP.DE vs. IQQJ.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 UCITS ETF (Dist) (IQQJ.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 | IQQJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.28 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 2.07 | +2.56 |
| Martin ratioReturn relative to average drawdown | 13.98 | 9.16 | +4.82 |
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 | IQQJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 0.87 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.46 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.47 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.28 | +0.38 |
Drawdowns
XDJP.DE vs. IQQJ.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum IQQJ.DE drawdown of -54.99%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and IQQJ.DE.
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Drawdown Indicators
| XDJP.DE | IQQJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -54.99% | +25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -14.69% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -16.72% | -3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -19.40% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -28.02% | -1.10% |
Current DrawdownCurrent decline from peak | -1.43% | -14.69% | +13.26% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -16.84% | +9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 3.33% | +0.93% |
Volatility
XDJP.DE vs. IQQJ.DE - Volatility Comparison
The current volatility for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) is 6.62%, while iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a volatility of 30.30%. This indicates that XDJP.DE experiences smaller price fluctuations and is considered to be less risky than IQQJ.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 | IQQJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 30.30% | -23.68% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 33.04% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 34.82% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 21.13% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 18.82% | -1.06% |
XDJP.DE vs. IQQJ.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than IQQJ.DE's 0.12% 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. IQQJ.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than IQQJ.DE's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 1.52% | 1.79% | 1.48% | 1.42% | 1.76% | 1.16% | 1.40% | 1.41% | 1.44% | 1.23% | 1.21% | 0.57% |
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 IQQJ.DE have a correlation of 0.83, 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 0.12% for IQQJ.DE.
XDJP.DE tracks TOPIX TR JPY, while IQQJ.DE tracks MSCI Japan. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.DE and 0.12% for IQQJ.DE.
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