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

Performance

XDJP.DE vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDJP.DE is traded in EUR, while VOOG is traded in USD. To make them comparable, the VOOG 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 VOOG's 14.99% return. Over the past 10 years, XDJP.DE has underperformed VOOG with an annualized return of 12.04%, while VOOG has yielded a comparatively higher 17.84% 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%

VOOG

1D
-0.21%
1M
7.26%
YTD
14.99%
6M
13.38%
1Y
31.42%
3Y*
24.73%
5Y*
17.09%
10Y*
17.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.DE vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VOOG
Vanguard S&P 500 Growth ETF
14.99%7.62%44.86%26.06%-25.11%41.82%22.36%33.89%4.47%11.56%

Correlation

The correlation between XDJP.DE and VOOG is 0.51, 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

0.51

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

0.43

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

0.41

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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2013

0.48

The correlation between XDJP.DE and VOOG has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

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Return for Risk

XDJP.DE vs. VOOG — 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: 7979
Overall Rank
XDJP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 7575
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6060
Overall Rank
VOOG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6262
Omega Ratio Rank
VOOG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5959
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. VOOG - 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 S&P 500 Growth ETF (VOOG). 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.DEVOOGDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

4.63

2.49

+2.13

Martin ratioReturn relative to average drawdown

13.98

8.76

+5.22

XDJP.DE vs. VOOG - Sharpe Ratio Comparison

The current XDJP.DE Sharpe Ratio is 2.53, which is comparable to the VOOG Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XDJP.DE and VOOG, 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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Sharpe Ratios by Period


XDJP.DEVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.98

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.82

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.85

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.92

-0.26

Drawdowns

XDJP.DE vs. VOOG - Drawdown Comparison

The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum VOOG drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and VOOG.


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Drawdown Indicators


XDJP.DEVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-30.89%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-12.66%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-27.11%

+6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-27.11%

+5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.12%

-30.89%

+1.77%

Current Drawdown

Current decline from peak

-1.43%

-0.98%

-0.45%

Average Drawdown

Average peak-to-trough decline

-6.85%

-5.02%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.60%

+0.66%

Volatility

XDJP.DE vs. VOOG - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Vanguard S&P 500 Growth ETF (VOOG) at 3.71%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDJP.DEVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

3.71%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

18.57%

11.70%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.54%

15.98%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

20.91%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

21.09%

-3.33%

XDJP.DE vs. VOOG - Expense Ratio Comparison

XDJP.DE has a 0.09% expense ratio, which is higher than VOOG's 0.07% expense ratio. However, 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. VOOG - Dividend Comparison

XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, more than VOOG's 0.44% yield.


PositionTTM20252024202320222021202020192018201720162015
VOOG
Vanguard S&P 500 Growth ETF
0.44%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%
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 VOOG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOG is cheaper with a 0.07% expense ratio, compared with 0.09% for XDJP.DE.

XDJP.DE is categorized as Japan Equities, while VOOG is S&P 500. XDJP.DE tracks TOPIX TR JPY, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.09% for XDJP.DE and 0.07% for VOOG.

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