XDJP.DE vs. XEON.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 0.70%/yr for XEON.DE. At a 0.00 correlation, their price movements are largely independent. XDJP.DE charges 0.09%/yr vs 0.10%/yr for XEON.DE.
Performance
XDJP.DE vs. XEON.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDJP.DE achieves a 32.10% return, which is significantly higher than XEON.DE's 0.80% return. Over the past 10 years, XDJP.DE has outperformed XEON.DE with an annualized return of 12.04%, while XEON.DE has yielded a comparatively lower 0.70% 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%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.95%
- 1Y
- 1.95%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDJP.DE vs. XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between XDJP.DE and XEON.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.00 |
The correlation between XDJP.DE and XEON.DE shifts across timeframes, from -0.00 (3 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDJP.DE vs. XEON.DE — Risk / Return Rank
XDJP.DE
XEON.DE
XDJP.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.41 | ||
| Sortino ratioReturn per unit of downside risk | -17.59 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 4.27 | -2.85 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 69.36 | -64.73 |
| Martin ratioReturn relative to average drawdown | 13.98 | 316.53 | -302.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDJP.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 8.94 | -6.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 7.54 | -6.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.78 | -1.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.74 | -0.08 |
Drawdowns
XDJP.DE vs. XEON.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XEON.DE.
Loading charts...
Drawdown Indicators
| XDJP.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -3.71% | -25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -0.03% | -12.83% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -0.08% | -20.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -0.71% | -20.44% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -3.25% | -25.87% |
Current DrawdownCurrent decline from peak | -1.43% | -0.01% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -0.92% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 0.01% | +4.25% |
Volatility
XDJP.DE vs. XEON.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDJP.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 0.04% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 0.16% | +18.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 0.22% | +23.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 0.25% | +18.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 0.39% | +17.37% |
XDJP.DE vs. XEON.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than XEON.DE's 0.10% 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. XEON.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, while XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap 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 XEON.DE have a correlation of 0.10, 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 0.10% for XEON.DE.
XDJP.DE is categorized as Japan Equities, while XEON.DE is Bank Loan. XDJP.DE tracks TOPIX TR JPY, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.09% for XDJP.DE and 0.10% for XEON.DE.
Find the right allocation for XDJP.DE and XEON.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer