XDJP.L vs. DXJ
Compare and contrast key facts about Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and WisdomTree Japan Hedged Equity Fund (DXJ).
XDJP.L and DXJ 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. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both XDJP.L and DXJ 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 DXJ.
Key characteristics
| XDJP.L | DXJ | |
|---|---|---|
| YTD Return | 9.50% | 27.31% |
| 1Y Return | 15.06% | 27.20% |
| 3Y Return (Ann) | 2.75% | 24.22% |
| 5Y Return (Ann) | 5.45% | 18.74% |
| 10Y Return (Ann) | 9.39% | 11.59% |
| Sharpe Ratio | 0.90 | 1.37 |
| Sortino Ratio | 1.32 | 1.76 |
| Omega Ratio | 1.18 | 1.26 |
| Calmar Ratio | 1.05 | 1.29 |
| Martin Ratio | 2.53 | 4.60 |
| Ulcer Index | 6.08% | 6.23% |
| Daily Std Dev | 17.04% | 20.86% |
| Max Drawdown | -23.69% | -49.63% |
| Current Drawdown | -5.11% | -5.40% |
Correlation
The correlation between XDJP.L and DXJ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDJP.L vs. DXJ - Performance Comparison
In the year-to-date period, XDJP.L achieves a 9.50% return, which is significantly lower than DXJ's 27.31% return. Over the past 10 years, XDJP.L has underperformed DXJ with an annualized return of 9.39%, while DXJ has yielded a comparatively higher 11.59% 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. DXJ - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Risk-Adjusted Performance
XDJP.L vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and WisdomTree Japan Hedged Equity Fund (DXJ). 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. DXJ - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.41%, less than DXJ's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.41% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.31% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
XDJP.L vs. DXJ - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for XDJP.L and DXJ. For additional features, visit the drawdowns tool.
Volatility
XDJP.L vs. DXJ - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and WisdomTree Japan Hedged Equity Fund (DXJ) have volatilities of 4.95% and 5.05%, 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.