XDJP.DE vs. VNRA.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) are both exchange-traded funds - XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY, while VNRA.DE is a Large Cap Blend Equities fund tracking the FTSE North America. Both are passively managed. Over the past 5 years, XDJP.DE returned 12.43%/yr vs 14.38%/yr for VNRA.DE. A 0.65 correlation means they provide meaningful diversification when combined. XDJP.DE charges 0.09%/yr vs 0.10%/yr for VNRA.DE.
Performance
XDJP.DE vs. VNRA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDJP.DE achieves a 32.10% return, which is significantly higher than VNRA.DE's 11.15% 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%
VNRA.DE
- 1D
- -0.02%
- 1M
- 4.57%
- YTD
- 11.15%
- 6M
- 10.70%
- 1Y
- 25.18%
- 3Y*
- 19.14%
- 5Y*
- 14.38%
- 10Y*
- —
XDJP.DE vs. VNRA.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% | 9.13% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 11.15% | 5.41% | 32.23% | 22.65% | -15.14% | 38.59% | 9.69% | 8.03% |
Correlation
The correlation between XDJP.DE and VNRA.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.65 |
The correlation between XDJP.DE and VNRA.DE has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDJP.DE vs. VNRA.DE — Risk / Return Rank
XDJP.DE
VNRA.DE
XDJP.DE vs. VNRA.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 Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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 | VNRA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 3.52 | +1.11 |
| Martin ratioReturn relative to average drawdown | 13.98 | 12.55 | +1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDJP.DE | VNRA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.19 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.93 | -0.27 |
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 | 0.87 | -0.21 |
Drawdowns
XDJP.DE vs. VNRA.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum VNRA.DE drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and VNRA.DE.
Loading charts...
Drawdown Indicators
| XDJP.DE | VNRA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -34.48% | +5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -7.14% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -23.30% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -23.30% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.35% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -4.72% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.01% | +2.25% |
Volatility
XDJP.DE vs. VNRA.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) at 2.61%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than VNRA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDJP.DE | VNRA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 2.61% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 7.47% | +11.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 11.49% | +12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 15.22% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.40% | +0.36% |
XDJP.DE vs. VNRA.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than VNRA.DE's 0.10% 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. VNRA.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, while VNRA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.89% | 0.00% | 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 VNRA.DE have a correlation of 0.63, 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 0.10% for VNRA.DE.
XDJP.DE is categorized as Japan Equities, while VNRA.DE is Large Cap Blend Equities. XDJP.DE tracks TOPIX TR JPY, while VNRA.DE tracks FTSE North America. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.09% for XDJP.DE and 0.10% for VNRA.DE.
Find the right allocation for XDJP.DE and VNRA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer