XDJP.L vs. CSJP.L
Compare and contrast key facts about Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
XDJP.L and CSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2013. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both XDJP.L and CSJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDJP.L or CSJP.L.
Key characteristics
| XDJP.L | CSJP.L | |
|---|---|---|
| YTD Return | 7.35% | 6.65% |
| 1Y Return | 12.94% | 10.86% |
| 3Y Return (Ann) | 2.07% | 2.61% |
| 5Y Return (Ann) | 5.02% | 4.66% |
| 10Y Return (Ann) | 9.16% | 7.61% |
| Sharpe Ratio | 0.68 | 0.67 |
| Sortino Ratio | 1.04 | 0.99 |
| Omega Ratio | 1.14 | 1.14 |
| Calmar Ratio | 0.80 | 0.84 |
| Martin Ratio | 1.90 | 2.41 |
| Ulcer Index | 6.11% | 4.45% |
| Daily Std Dev | 17.07% | 15.86% |
| Max Drawdown | -23.69% | -24.31% |
| Current Drawdown | -6.98% | -5.64% |
Correlation
The correlation between XDJP.L and CSJP.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDJP.L vs. CSJP.L - Performance Comparison
In the year-to-date period, XDJP.L achieves a 7.35% return, which is significantly higher than CSJP.L's 6.65% return. Over the past 10 years, XDJP.L has outperformed CSJP.L with an annualized return of 9.16%, while CSJP.L has yielded a comparatively lower 7.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDJP.L vs. CSJP.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.
Risk-Adjusted Performance
XDJP.L vs. CSJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L). 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.
Dividends
XDJP.L vs. CSJP.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.44%, while CSJP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.44% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDJP.L vs. CSJP.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, roughly equal to the maximum CSJP.L drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for XDJP.L and CSJP.L. For additional features, visit the drawdowns tool.
Volatility
XDJP.L vs. CSJP.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 5.21% compared to iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) at 4.55%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than CSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.