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XDJP.L vs. IPXJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDJP.L vs. IPXJ.L - 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 MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDJP.L is traded in GBp, while IPXJ.L is traded in USD. To make them comparable, the IPXJ.L 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 30.27% return, which is significantly higher than IPXJ.L's 10.36% return. Over the past 10 years, XDJP.L has outperformed IPXJ.L with an annualized return of 11.82%, while IPXJ.L has yielded a comparatively lower 6.90% annualized return.


XDJP.L

1D
-1.87%
1M
-3.97%
6M
22.43%
YTD
30.27%
1Y
57.42%
3Y*
21.91%
5Y*
12.72%
10Y*
11.82%

IPXJ.L

1D
0.00%
1M
1.11%
6M
8.26%
YTD
10.36%
1Y
15.30%
3Y*
11.23%
5Y*
6.05%
10Y*
6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.L vs. IPXJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
30.27%21.04%9.68%15.52%-10.26%-3.79%21.77%16.59%-3.53%14.74%
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
10.36%11.37%6.28%0.36%4.89%4.60%3.52%13.12%-5.53%14.57%

Correlation

The correlation between XDJP.L and IPXJ.L is 0.52, 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

0.52

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

0.50

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

0.52

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.57

The correlation between XDJP.L and IPXJ.L has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

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Return for Risk

XDJP.L vs. IPXJ.L — 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: 8585
Overall Rank
XDJP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7979
Martin Ratio Rank

IPXJ.L
IPXJ.L Risk / Return Rank: 3939
Overall Rank
IPXJ.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IPXJ.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IPXJ.L Omega Ratio Rank: 3535
Omega Ratio Rank
IPXJ.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IPXJ.L Martin Ratio Rank: 3939
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. IPXJ.L - 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 MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDJP.LIPXJ.LDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.38

1.22

+0.16

Calmar ratioReturn relative to maximum drawdown

4.26

2.16

+2.11

Martin ratioReturn relative to average drawdown

12.05

5.68

+6.37

XDJP.L vs. IPXJ.L - Sharpe Ratio Comparison

The current XDJP.L Sharpe Ratio is 2.30, which is higher than the IPXJ.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of XDJP.L and IPXJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDJP.L vs. IPXJ.L - Drawdown Comparison

The maximum XDJP.L drawdown since its inception was -99.99%, which is greater than IPXJ.L's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for XDJP.L and IPXJ.L.


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Drawdown Indicators


XDJP.LIPXJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-32.97%

-67.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-7.02%

-6.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

-17.12%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-18.23%

-2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-32.97%

+9.28%

Current Drawdown

Current decline from peak

-99.97%

-1.48%

-98.49%

Average Drawdown

Average peak-to-trough decline

-99.40%

-7.03%

-92.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

2.67%

+2.08%

Volatility

XDJP.L vs. IPXJ.L - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 10.17% compared to iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) at 2.87%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than IPXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDJP.LIPXJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

2.87%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

10.20%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.88%

12.50%

+12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

14.99%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

16.78%

+0.69%

XDJP.L vs. IPXJ.L - Expense Ratio Comparison

XDJP.L has a 0.09% expense ratio, which is lower than IPXJ.L's 0.60% expense ratio.


Dividends

XDJP.L vs. IPXJ.L - Dividend Comparison

XDJP.L's dividend yield for the trailing twelve months is around 1.05%, less than IPXJ.L's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
3.56%2.88%3.49%3.50%3.76%2.92%2.45%3.58%3.92%3.19%3.48%3.44%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
1.05%1.33%1.41%1.60%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions


XDJP.L and IPXJ.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.60% for IPXJ.L.

XDJP.L tracks TOPIX TR JPY, while IPXJ.L tracks iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.L and 0.60% for IPXJ.L.

Portfolio Optimizer

Find the right allocation for XDJP.L and IPXJ.L

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