XDJP.DE vs. JPXN
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and JPXN (iShares JPX-Nikkei 400 ETF) are both Japan Equities funds - XDJP.DE tracks the TOPIX TR JPY while JPXN tracks the JPX-Nikkei Index 400. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 8.81%/yr for JPXN. A 0.76 correlation means they provide meaningful diversification when combined. XDJP.DE charges 0.09%/yr vs 0.48%/yr for JPXN.
Performance
XDJP.DE vs. JPXN - Performance Comparison
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Different Trading Currencies
XDJP.DE is traded in EUR, while JPXN is traded in USD. To make them comparable, the JPXN 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 JPXN's 17.14% return. Over the past 10 years, XDJP.DE has outperformed JPXN with an annualized return of 12.04%, while JPXN has yielded a comparatively lower 8.81% annualized 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%
JPXN
- 1D
- -0.05%
- 1M
- 4.97%
- YTD
- 17.14%
- 6M
- 16.37%
- 1Y
- 28.54%
- 3Y*
- 14.82%
- 5Y*
- 9.73%
- 10Y*
- 8.81%
XDJP.DE vs. JPXN - 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% |
JPXN iShares JPX-Nikkei 400 ETF | 17.14% | 11.07% | 13.51% | 16.11% | -11.10% | 7.65% | 5.63% | 22.10% | -10.87% | 9.12% |
Correlation
The correlation between XDJP.DE and JPXN is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.76 |
The correlation between XDJP.DE and JPXN has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. JPXN — Risk / Return Rank
XDJP.DE
JPXN
XDJP.DE vs. JPXN - 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 JPX-Nikkei 400 ETF (JPXN). 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 | JPXN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 2.64 | +1.98 |
| Martin ratioReturn relative to average drawdown | 13.98 | 9.71 | +4.27 |
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 | JPXN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.66 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.52 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.27 | +0.38 |
Drawdowns
XDJP.DE vs. JPXN - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum JPXN drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and JPXN.
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Drawdown Indicators
| XDJP.DE | JPXN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -47.91% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -10.85% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -15.19% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -19.98% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -29.52% | +0.40% |
Current DrawdownCurrent decline from peak | -1.43% | -0.05% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -12.45% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.96% | +1.30% |
Volatility
XDJP.DE vs. JPXN - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to iShares JPX-Nikkei 400 ETF (JPXN) at 3.46%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than JPXN 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 | JPXN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.46% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 13.33% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 17.31% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 16.57% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.85% | +0.91% |
XDJP.DE vs. JPXN - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than JPXN's 0.48% expense ratio.
Dividends
XDJP.DE vs. JPXN - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than JPXN's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPXN iShares JPX-Nikkei 400 ETF | 2.71% | 3.14% | 2.29% | 2.57% | 1.47% | 2.63% | 1.27% | 1.92% | 1.60% | 1.50% | 2.07% | 1.32% |
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 JPXN have a correlation of 0.74, 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 0.48% for JPXN.
XDJP.DE tracks TOPIX TR JPY, while JPXN tracks JPX-Nikkei Index 400. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.DE and 0.48% for JPXN.
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