XDJP.DE vs. WTDX.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - XDJP.DE tracks the TOPIX TR JPY while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 17.65%/yr for WTDX.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDJP.DE charges 0.09%/yr vs 0.48%/yr for WTDX.DE.
Performance
XDJP.DE vs. WTDX.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 WTDX.DE's 21.75% return. Over the past 10 years, XDJP.DE has underperformed WTDX.DE with an annualized return of 12.04%, while WTDX.DE has yielded a comparatively higher 17.65% 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
XDJP.DE vs. WTDX.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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between XDJP.DE and WTDX.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.76 |
The correlation between XDJP.DE and WTDX.DE shifts across timeframes, from 0.64 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.DE vs. WTDX.DE — Risk / Return Rank
XDJP.DE
WTDX.DE
XDJP.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.51 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 6.61 | -1.99 |
| Martin ratioReturn relative to average drawdown | 13.98 | 22.15 | -8.17 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.79 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.37 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.88 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.59 | +0.07 |
Drawdowns
XDJP.DE vs. WTDX.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and WTDX.DE.
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Drawdown Indicators
| XDJP.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -34.50% | +5.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -8.09% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -23.63% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -23.63% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -32.85% | +3.73% |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.95% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.42% | +1.84% |
Volatility
XDJP.DE vs. WTDX.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 3.75%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.75% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 14.17% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 19.25% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 19.43% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 20.00% | -2.24% |
XDJP.DE vs. WTDX.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
XDJP.DE vs. WTDX.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than WTDX.DE's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
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 WTDX.DE have a correlation of 0.64, 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 WTDX.DE.
XDJP.DE tracks TOPIX TR JPY, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.09% for XDJP.DE and 0.48% for WTDX.DE.
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