XDJP.L vs. ISJP.L
XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - XDJP.L tracks the TOPIX TR JPY while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 10 years, XDJP.L returned 13.14%/yr vs 8.58%/yr for ISJP.L. A 0.66 correlation means they provide meaningful diversification when combined. XDJP.L charges 0.09%/yr vs 0.58%/yr for ISJP.L.
Performance
XDJP.L vs. ISJP.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDJP.L achieves a 31.98% return, which is significantly higher than ISJP.L's 15.08% return. Over the past 10 years, XDJP.L has outperformed ISJP.L with an annualized return of 13.14%, while ISJP.L has yielded a comparatively lower 8.58% annualized return.
XDJP.L
- 1D
- -1.35%
- 1M
- 7.60%
- YTD
- 31.98%
- 6M
- 29.24%
- 1Y
- 65.08%
- 3Y*
- 20.95%
- 5Y*
- 12.61%
- 10Y*
- 13.14%
ISJP.L
- 1D
- 0.31%
- 1M
- 4.30%
- YTD
- 15.08%
- 6M
- 15.70%
- 1Y
- 31.91%
- 3Y*
- 14.99%
- 5Y*
- 8.64%
- 10Y*
- 8.58%
XDJP.L vs. ISJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 15.08% | 20.89% | 4.99% | 7.01% | -2.01% | -2.01% | 4.51% | 13.94% | -11.99% | 19.35% |
Correlation
The correlation between XDJP.L and ISJP.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2013 | 0.66 |
The correlation between XDJP.L and ISJP.L shifts across timeframes, from 0.60 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.L vs. ISJP.L — Risk / Return Rank
XDJP.L
ISJP.L
XDJP.L vs. ISJP.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 Japan Small Cap UCITS ETF (Dist) (ISJP.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.
| XDJP.L | ISJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.38 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 2.89 | +1.88 |
| Martin ratioReturn relative to average drawdown | 14.50 | 9.66 | +4.84 |
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.L | ISJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 2.07 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.61 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.55 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.48 | +0.27 |
Drawdowns
XDJP.L vs. ISJP.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, smaller than the maximum ISJP.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for XDJP.L and ISJP.L.
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Drawdown Indicators
| XDJP.L | ISJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.69% | -32.93% | +9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -10.84% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -11.23% | -7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.61% | -21.01% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -28.98% | +5.29% |
Current DrawdownCurrent decline from peak | -1.35% | -1.25% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -6.22% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 3.25% | +1.17% |
Volatility
XDJP.L vs. ISJP.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 6.75% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 4.25%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than ISJP.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.L | ISJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.25% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 13.34% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 15.17% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 14.22% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 15.62% | +2.01% |
XDJP.L vs. ISJP.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.
Dividends
XDJP.L vs. ISJP.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.04%, less than ISJP.L's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.67% | 1.85% | 1.73% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.68% |
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 ISJP.L have a correlation of 0.60, 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 0.58% for ISJP.L.
XDJP.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDJP.L and 0.58% for ISJP.L.
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