XDJP.DE vs. XDJE.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds from Xtrackers - XDJP.DE tracks the TOPIX TR JPY while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDJP.DE returned 12.92%/yr vs 22.64%/yr for XDJE.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDJP.DE charges 0.09%/yr vs 0.19%/yr for XDJE.DE.
Performance
XDJP.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJP.DE achieves a 33.21% return, which is significantly lower than XDJE.DE's 35.13% 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%
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
XDJP.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 33.21% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -7.07% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 35.13% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
Correlation
The correlation between XDJP.DE and XDJE.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.87 |
The correlation between XDJP.DE and XDJE.DE shifts across timeframes, from 0.86 (5 years) to 0.96 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.DE vs. XDJE.DE — Risk / Return Rank
XDJP.DE
XDJE.DE
XDJP.DE vs. XDJE.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 Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.74 | 5.75 | -1.01 |
| Martin ratioReturn relative to average drawdown | 13.62 | 17.74 | -4.12 |
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Drawdowns
XDJP.DE vs. XDJE.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XDJE.DE.
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Drawdown Indicators
| XDJP.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -32.45% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -12.77% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -20.16% | -22.87% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -22.87% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -7.71% | -7.26% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -6.08% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 4.15% | +0.32% |
Volatility
XDJP.DE vs. XDJE.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) have volatilities of 9.47% and 9.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDJP.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 9.75% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 20.64% | 21.15% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 26.67% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 21.16% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 22.04% | -4.07% |
XDJP.DE vs. XDJE.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than XDJE.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. XDJE.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.02%, more than XDJE.DE's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.81% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% | 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
With a correlation of 0.96, XDJP.DE and XDJE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 XDJE.DE.
XDJP.DE tracks TOPIX TR JPY, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). Their fees differ too: 0.09% for XDJP.DE and 0.19% for XDJE.DE.
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