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

Performance

XDJP.DE vs. XBAS.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 Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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 XBAS.DE's 18.59% return. Over the past 10 years, XDJP.DE has outperformed XBAS.DE with an annualized return of 11.67%, while XBAS.DE has yielded a comparatively lower 8.33% 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%

XBAS.DE

1D
1.29%
1M
11.85%
6M
16.83%
YTD
18.59%
1Y
28.96%
3Y*
22.62%
5Y*
12.49%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.DE vs. XBAS.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%
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
18.59%15.70%34.37%0.79%-4.51%12.71%-13.87%19.13%-5.74%17.31%

Correlation

The correlation between XDJP.DE and XBAS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.42

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

0.43

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.51

The correlation between XDJP.DE and XBAS.DE 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. XBAS.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

XBAS.DE
XBAS.DE Risk / Return Rank: 8080
Overall Rank
XBAS.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 6969
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. XBAS.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 Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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.DEXBAS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.74

4.04

+0.70

Martin ratioReturn relative to average drawdown

13.62

10.09

+3.53

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

The current XDJP.DE Sharpe Ratio is 2.38, which is comparable to the XBAS.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XDJP.DE and XBAS.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. XBAS.DE - Drawdown Comparison

The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum XBAS.DE drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XBAS.DE.


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Drawdown Indicators


XDJP.DEXBAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-36.43%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-7.14%

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-20.54%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-20.54%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-29.12%

-36.43%

+7.31%

Current Drawdown

Current decline from peak

-7.71%

0.00%

-7.71%

Average Drawdown

Average peak-to-trough decline

-6.77%

-10.44%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.86%

+1.61%

Volatility

XDJP.DE vs. XBAS.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 9.47% compared to Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) at 3.49%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XBAS.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.DEXBAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

3.49%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.64%

10.14%

+10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.50%

13.92%

+11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

15.71%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

16.54%

+1.43%

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

XDJP.DE has a 0.09% expense ratio, which is lower than XBAS.DE's 0.50% expense ratio.


Dividends

XDJP.DE vs. XBAS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
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 XBAS.DE have a correlation of 0.41, 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 0.50% for XBAS.DE.

XDJP.DE is categorized as Japan Equities, while XBAS.DE is Asia Pacific Equities. XDJP.DE tracks TOPIX TR JPY, while XBAS.DE tracks MSCI Singapore Investable Market Index. Their fees differ too: 0.09% for XDJP.DE and 0.50% for XBAS.DE.

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