XDJP.DE vs. XDWD.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 12.83%/yr for XDWD.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDJP.DE charges 0.09%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDJP.DE vs. XDWD.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 XDWD.DE's 10.91% return. Over the past 10 years, XDJP.DE has underperformed XDWD.DE with an annualized return of 12.04%, while XDWD.DE has yielded a comparatively higher 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XDJP.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XDJP.DE and XDWD.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.76 |
The correlation between XDJP.DE and XDWD.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. XDWD.DE — Risk / Return Rank
XDJP.DE
XDWD.DE
XDJP.DE vs. XDWD.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 World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 3.63 | +0.99 |
| Martin ratioReturn relative to average drawdown | 13.98 | 14.44 | -0.46 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.14 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.90 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.78 | -0.12 |
Drawdowns
XDJP.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XDWD.DE.
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Drawdown Indicators
| XDJP.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -33.55% | +4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -6.54% | -6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -21.64% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -21.64% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -33.55% | +4.43% |
Current DrawdownCurrent decline from peak | -1.43% | -0.33% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -4.55% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 1.65% | +2.61% |
Volatility
XDJP.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 2.60% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 7.77% | +10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 11.12% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 14.13% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 15.16% | +2.60% |
XDJP.DE vs. XDWD.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than XDWD.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. XDWD.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJP.DE and XDWD.DE have a correlation of 0.70, 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 0.19% for XDWD.DE.
XDJP.DE is categorized as Japan Equities, while XDWD.DE is Global Equities. XDJP.DE tracks TOPIX TR JPY, while XDWD.DE tracks MSCI World. Their fees differ too: 0.09% for XDJP.DE and 0.19% for XDWD.DE.
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