XDJP.DE vs. XM1D.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XM1D.DE (Xtrackers MSCI Japan UCITS ETF) are both Japan Equities funds from Xtrackers - XDJP.DE tracks the TOPIX TR JPY while XM1D.DE tracks the MSCI Japan. Both are passively managed. Over the past 3 years, XDJP.DE returned 20.79%/yr vs 15.70%/yr for XM1D.DE. Their correlation of 0.89 suggests significant overlap in exposure. XDJP.DE charges 0.09%/yr vs 0.12%/yr for XM1D.DE.
Performance
XDJP.DE vs. XM1D.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 XM1D.DE's 17.34% 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%
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
XDJP.DE vs. XM1D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 13.31% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
Correlation
The correlation between XDJP.DE and XM1D.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.89 |
The correlation between XDJP.DE and XM1D.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. XM1D.DE — Risk / Return Rank
XDJP.DE
XM1D.DE
XDJP.DE vs. XM1D.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 Japan UCITS ETF (XM1D.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 | XM1D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 3.05 | +1.58 |
| Martin ratioReturn relative to average drawdown | 13.98 | 9.87 | +4.11 |
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 | XM1D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.64 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.01 | -0.35 |
Drawdowns
XDJP.DE vs. XM1D.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, which is greater than XM1D.DE's maximum drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XM1D.DE.
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Drawdown Indicators
| XDJP.DE | XM1D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -16.92% | -12.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -10.15% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -16.92% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.34% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -3.04% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 3.14% | +1.12% |
Volatility
XDJP.DE vs. XM1D.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Xtrackers MSCI Japan UCITS ETF (XM1D.DE) at 3.78%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XM1D.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 | XM1D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.78% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 15.14% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 18.86% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 17.68% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.68% | +0.08% |
XDJP.DE vs. XM1D.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than XM1D.DE's 0.12% 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. XM1D.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, less than XM1D.DE's 1.47% yield.
| 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% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJP.DE and XM1D.DE have a correlation of 0.85, 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 0.12% for XM1D.DE.
XDJP.DE tracks TOPIX TR JPY, while XM1D.DE tracks MSCI Japan. Their fees differ too: 0.09% for XDJP.DE and 0.12% for XM1D.DE.
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