XDJP.DE vs. XESC.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.91%/yr vs 11.87%/yr for XESC.DE. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.09% expense ratio.
Performance
XDJP.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJP.DE achieves a 41.31% return, which is significantly higher than XESC.DE's 9.31% return. Over the past 10 years, XDJP.DE has outperformed XESC.DE with an annualized return of 12.91%, while XESC.DE has yielded a comparatively lower 11.87% annualized return.
XDJP.DE
- 1D
- 2.03%
- 1M
- 9.67%
- YTD
- 41.31%
- 6M
- 42.10%
- 1Y
- 70.33%
- 3Y*
- 24.78%
- 5Y*
- 13.81%
- 10Y*
- 12.91%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XDJP.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 41.31% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -4.99% | 10.61% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDJP.DE and XESC.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.62 |
The correlation between XDJP.DE and XESC.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. XESC.DE — Risk / Return Rank
XDJP.DE
XESC.DE
XDJP.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.25 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.45 | 1.96 | +3.49 |
| Martin ratioReturn relative to average drawdown | 16.21 | 6.81 | +9.40 |
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Drawdowns
XDJP.DE vs. XESC.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XESC.DE.
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Drawdown Indicators
| XDJP.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -46.74% | +17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -10.88% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.16% | -16.53% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -23.33% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -38.51% | +9.39% |
Current DrawdownCurrent decline from peak | -2.10% | -1.71% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -9.06% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 3.13% | +1.20% |
Volatility
XDJP.DE vs. XESC.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 9.10% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 3.52% | +5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.05% | 13.23% | +6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.84% | 16.03% | +8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 17.56% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 17.98% | -0.10% |
XDJP.DE vs. XESC.DE - Expense Ratio Comparison
Both XDJP.DE and XESC.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDJP.DE vs. XESC.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 0.97%, while XESC.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 | 0.97% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
XESC.DE Xtrackers EURO STOXX 50 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 XESC.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE and XESC.DE have the same expense ratio: 0.09% per year.
XDJP.DE is categorized as Japan Equities, while XESC.DE is Europe Equities. XDJP.DE tracks TOPIX TR JPY, while XESC.DE tracks MSCI EMU NR EUR.
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