XDJP.DE vs. XSX6.DE
XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDJP.DE is a Japan Equities fund tracking the TOPIX TR JPY, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDJP.DE returned 12.04%/yr vs 9.14%/yr for XSX6.DE. A 0.65 correlation means they provide meaningful diversification when combined. XDJP.DE charges 0.09%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDJP.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDJP.DE has outperformed XSX6.DE with an annualized return of 12.04%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDJP.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDJP.DE and XSX6.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.65 |
The correlation between XDJP.DE and XSX6.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
XDJP.DE vs. XSX6.DE — Risk / Return Rank
XDJP.DE
XSX6.DE
XDJP.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 1.73 | +2.90 |
| Martin ratioReturn relative to average drawdown | 13.98 | 6.55 | +7.43 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.26 | +1.26 |
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 | 0.58 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.59 | +0.06 |
Drawdowns
XDJP.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDJP.DE drawdown since its inception was -29.12%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDJP.DE and XSX6.DE.
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Drawdown Indicators
| XDJP.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -36.05% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -9.46% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -16.37% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -20.84% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -29.12% | -36.05% | +6.93% |
Current DrawdownCurrent decline from peak | -1.43% | -1.56% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.27% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.50% | +1.76% |
Volatility
XDJP.DE vs. XSX6.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a higher volatility of 6.62% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XDJP.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 4.26% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 10.73% | +7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 12.95% | +10.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 14.44% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 15.61% | +2.15% |
XDJP.DE vs. XSX6.DE - Expense Ratio Comparison
XDJP.DE has a 0.09% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
XDJP.DE's dividend yield for the trailing twelve months is around 1.03%, while XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 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
XDJP.DE and XSX6.DE have a correlation of 0.59, 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 0.20% for XSX6.DE.
XDJP.DE is categorized as Japan Equities, while XSX6.DE is Europe Equities. XDJP.DE tracks TOPIX TR JPY, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.09% for XDJP.DE and 0.20% for XSX6.DE.
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