XDJP.DE vs. XNKY.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both Japan Equities funds from Xtrackers - XDJP.DE tracks the TOPIX TR JPY while XNKY.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, XDJP.DE returned 12.43%/yr vs 12.43%/yr for XNKY.DE. With a 1.00 correlation, they move nearly in lockstep. Both charge a 0.09% expense ratio.
Performance
XDJP.DE vs. XNKY.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDJP.DE having a 32.10% return and XNKY.DE slightly higher at 32.35%.
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%
XNKY.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.35%
- 6M
- 30.39%
- 1Y
- 60.72%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
XDJP.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 13.25% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 13.56% |
Correlation
The correlation between XDJP.DE and XNKY.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2020 | 1.00 |
The correlation between XDJP.DE and XNKY.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. XNKY.DE — Risk / Return Rank
XDJP.DE
XNKY.DE
XDJP.DE vs. XNKY.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 (XNKY.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 | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 4.59 | +0.04 |
| Martin ratioReturn relative to average drawdown | 13.98 | 13.91 | +0.07 |
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 | XNKY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.53 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.66 | 0.00 |
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 | 0.74 | -0.08 |
Drawdowns
XDJP.DE vs. XNKY.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XNKY.DE.
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Drawdown Indicators
| XDJP.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -21.47% | -7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -12.99% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -20.16% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -21.15% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -1.43% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.84% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 4.29% | -0.03% |
Volatility
XDJP.DE vs. XNKY.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) and Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) have volatilities of 6.62% and 6.59%, 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 | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 6.59% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 18.61% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 23.59% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 18.57% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 18.42% | -0.66% |
XDJP.DE vs. XNKY.DE - Expense Ratio Comparison
Both XDJP.DE and XNKY.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. XNKY.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, while XNKY.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% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 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
With a correlation of 1.00, XDJP.DE and XNKY.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.
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 XNKY.DE have the same expense ratio: 0.09% per year.
XDJP.DE tracks TOPIX TR JPY, while XNKY.DE tracks Nikkei 225®.
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