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XDJP.DE vs. NS4E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDJP.DE vs. NS4E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDJP.DE achieves a 33.21% return, which is significantly higher than NS4E.DE's 20.29% return. Over the past 10 years, XDJP.DE has underperformed NS4E.DE with an annualized return of 11.67%, while NS4E.DE has yielded a comparatively higher 14.29% annualized return.


XDJP.DE

1D
-0.99%
1M
-2.07%
6M
25.48%
YTD
33.21%
1Y
61.11%
3Y*
22.37%
5Y*
12.92%
10Y*
11.67%

NS4E.DE

1D
-1.03%
1M
1.65%
6M
13.30%
YTD
20.29%
1Y
47.35%
3Y*
26.88%
5Y*
20.14%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.DE vs. NS4E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
33.21%16.25%14.41%18.07%-15.32%3.32%14.05%24.79%-4.99%10.61%
NS4E.DE
Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)
20.29%27.33%22.81%33.35%-4.26%10.90%7.50%17.31%-17.52%19.58%

Correlation

The correlation between XDJP.DE and NS4E.DE is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2015

0.81

The correlation between XDJP.DE and NS4E.DE has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

XDJP.DE vs. NS4E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDJP.DE
XDJP.DE Risk / Return Rank: 8787
Overall Rank
XDJP.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 8383
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 8585
Martin Ratio Rank

NS4E.DE
NS4E.DE Risk / Return Rank: 9090
Overall Rank
NS4E.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NS4E.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
NS4E.DE Omega Ratio Rank: 8888
Omega Ratio Rank
NS4E.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
NS4E.DE Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDJP.DE vs. NS4E.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 Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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.


XDJP.DENS4E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

4.74

4.91

-0.18

Martin ratioReturn relative to average drawdown

13.62

16.90

-3.28

XDJP.DE vs. NS4E.DE - Sharpe Ratio Comparison

The current XDJP.DE Sharpe Ratio is 2.38, which is comparable to the NS4E.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of XDJP.DE and NS4E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDJP.DE vs. NS4E.DE - Drawdown Comparison

The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum NS4E.DE drawdown of -35.32%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and NS4E.DE.


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Drawdown Indicators


XDJP.DENS4E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-35.32%

+6.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-9.59%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-20.96%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-20.96%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-29.12%

-35.32%

+6.20%

Current Drawdown

Current decline from peak

-7.71%

-2.02%

-5.69%

Average Drawdown

Average peak-to-trough decline

-6.77%

-8.00%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.79%

+1.68%

Volatility

XDJP.DE vs. NS4E.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 9.47% compared to Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.DE) at 5.89%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than NS4E.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.DENS4E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

5.89%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.64%

15.50%

+5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.50%

19.46%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

18.19%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

18.19%

-0.22%

XDJP.DE vs. NS4E.DE - Expense Ratio Comparison

XDJP.DE has a 0.09% expense ratio, which is lower than NS4E.DE's 0.19% 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. NS4E.DE - Dividend Comparison

XDJP.DE's dividend yield for the trailing twelve months is around 1.02%, while NS4E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NS4E.DE
Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
1.02%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 NS4E.DE have a correlation of 0.81, 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 0.19% for NS4E.DE.

XDJP.DE tracks TOPIX TR JPY, while NS4E.DE tracks JPX-Nikkei Index 400. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.09% for XDJP.DE and 0.19% for NS4E.DE.

Portfolio Optimizer

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