PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XDJP.L vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDJP.L vs. IJR

Last updated Jun 5, 2026

XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) and IJR (iShares Core S&P Small-Cap ETF) are both exchange-traded funds - XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Both are passively managed. Over the past 10 years, XDJP.L returned 13.14%/yr vs 11.36%/yr for IJR. At a 0.35 correlation, their price movements are largely independent. XDJP.L charges 0.09%/yr vs 0.06%/yr for IJR.

Performance

XDJP.L vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XDJP.L is traded in GBp, while IJR is traded in USD. To make them comparable, the IJR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDJP.L achieves a 31.98% return, which is significantly higher than IJR's 15.81% return. Over the past 10 years, XDJP.L has outperformed IJR with an annualized return of 13.14%, while IJR has yielded a comparatively lower 11.36% annualized return.

XDJP.L

1D
-1.35%
1M
10.95%
YTD
31.98%
6M
29.24%
1Y
64.30%
3Y*
20.95%
5Y*
12.61%
10Y*
13.14%

IJR

1D
0.00%
1M
1.13%
YTD
15.81%
6M
13.51%
1Y
33.11%
3Y*
12.28%
5Y*
6.77%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.L vs. IJR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		31.98%21.04%9.67%15.52%-10.26%-3.79%21.77%16.58%-3.53%14.73%
IJR
iShares Core S&P Small-Cap ETF		17.37%-1.65%10.52%10.26%-6.23%27.78%8.01%18.15%-3.08%3.36%

Correlation

The correlation between XDJP.L and IJR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2013

0.35

XDJP.L vs. IJR - Sectors Allocation Comparison

Sectors
XDJP.L
IJR

Technology

31.9%
15.5%

Industrials

19.4%
15.5%

Consumer Cyclical

16.9%
13.4%

Communication Services

12.4%
3.6%

Healthcare

6.7%
11.1%

Basic Materials

4.3%
5.1%

Consumer Defensive

3.3%
3.5%

Financial Services

3.1%
16.8%

Real Estate

1.5%
7.6%

Energy

0.3%
5.9%

Utilities

0.2%
2.0%

Technology

XDJP.L
31.9%
IJR
15.5%

Industrials

XDJP.L
19.4%
IJR
15.5%

Consumer Cyclical

XDJP.L
16.9%
IJR
13.4%

Communication Services

XDJP.L
12.4%
IJR
3.6%

Healthcare

XDJP.L
6.7%
IJR
11.1%

Basic Materials

XDJP.L
4.3%
IJR
5.1%

Consumer Defensive

XDJP.L
3.3%
IJR
3.5%

Financial Services

XDJP.L
3.1%
IJR
16.8%

Real Estate

XDJP.L
1.5%
IJR
7.6%

Energy

XDJP.L
0.3%
IJR
5.9%

Utilities

XDJP.L
0.2%
IJR
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Nikkei 225 UCITS ETF 1D

iShares Core S&P Small-Cap ETF

Often compared with XDJP.L:
XDJP.L vs. CNKY.LXDJP.L vs. VJPN.LXDJP.L vs. DXJXDJP.L vs. DXJG.LXDJP.L vs. PRIJ.LXDJP.L vs. CSJP.LXDJP.L vs. JPJP.L
Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJSIJR vs. IJHIJR vs. SCHAIJR vs. VBR

Return for Risk

XDJP.L vs. IJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDJP.L
XDJP.L Risk / Return Rank: 8484
Overall Rank
XDJP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7777
Martin Ratio Rank
IJR
IJR Risk / Return Rank: 6464
Overall Rank
IJR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6060
Sortino Ratio Rank
IJR Omega Ratio Rank: 5555
Omega Ratio Rank
IJR Calmar Ratio Rank: 7878
Calmar Ratio Rank
IJR Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDJP.L vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and iShares Core S&P Small-Cap ETF (IJR). 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.LIJRDifference
Sharpe ratioReturn per unit of total volatility
2.85
2.00

+0.85

Sortino ratioReturn per unit of downside risk
3.94
2.81

+1.13

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

4.77

4.47

+0.30

Martin ratioReturn relative to average drawdown

14.50

15.50

-1.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDJP.L vs. IJR - Sharpe Ratio Comparison

The current XDJP.L Sharpe Ratio is 2.85, which is higher than the IJR Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XDJP.L and IJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

XDJP.LIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.00

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.34

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.51

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.48

+0.27

Drawdowns

XDJP.L vs. IJR - Drawdown Comparison

The maximum XDJP.L drawdown since its inception was -23.69%, smaller than the maximum IJR drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for XDJP.L and IJR.

Loading charts...

Drawdown Indicators

XDJP.LIJRDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-39.51%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-7.44%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

-29.53%

+10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-29.53%

+8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-38.94%

+15.25%

Current Drawdown

Current decline from peak

-1.35%

-0.97%

-0.38%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.89%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.14%

+2.28%

Volatility

XDJP.L vs. IJR - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 6.75% compared to iShares Core S&P Small-Cap ETF (IJR) at 3.75%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XDJP.LIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

3.75%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

11.14%

+6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

16.62%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

20.19%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

22.50%

-4.87%

XDJP.L vs. IJR - Expense Ratio Comparison

XDJP.L has a 0.09% expense ratio, which is higher than IJR's 0.06% expense ratio. However, 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.L vs. IJR - Dividend Comparison

XDJP.L's dividend yield for the trailing twelve months is around 1.04%, less than IJR's 1.14% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.14%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		1.04%1.33%1.41%1.59%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions

XDJP.L and IJR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJR is cheaper with a 0.06% expense ratio, compared with 0.09% for XDJP.L.

XDJP.L is categorized as Japan Equities, while IJR is Small Cap Blend Equities. XDJP.L tracks TOPIX TR JPY, while IJR tracks S&P SmallCap 600 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.L and 0.06% for IJR.

Portfolio Optimizer

Find the right allocation for XDJP.L and IJR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer