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

XDJP.L vs. JPHY

Last updated Jun 5, 2026

XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) and JPHY (JPMorgan High Yield Research Enhanced ETF) are both exchange-traded funds - XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while JPHY is a High Yield Bonds fund actively managed by JPMorgan. XDJP.L is passively managed, while JPHY is actively managed. At a 0.00 correlation, their price movements are largely independent. XDJP.L charges 0.09%/yr vs 0.24%/yr for JPHY.

Performance

XDJP.L vs. JPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and JPMorgan High Yield Research Enhanced ETF (JPHY). 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 JPHY is traded in USD. To make them comparable, the JPHY 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 JPHY's 2.48% 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%

JPHY

1D
-0.01%
1M
1.27%
YTD
2.48%
6M
1.72%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJP.L vs. JPHY - Yearly Performance Comparison

2026 (YTD)2025
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		31.98%22.44%
JPHY
JPMorgan High Yield Research Enhanced ETF		2.48%5.45%

Correlation

The correlation between XDJP.L and JPHY is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.00

XDJP.L vs. JPHY - Sectors Allocation Comparison

Sectors
XDJP.L
JPHY

Technology

31.9%
4.8%

Industrials

19.4%
10.8%

Consumer Cyclical

16.9%
8.9%

Communication Services

12.4%
15.8%

Healthcare

6.7%
5.1%

Basic Materials

4.3%
3.6%

Consumer Defensive

3.3%
2.4%

Financial Services

3.1%
1.8%

Real Estate

1.5%
3.0%

Energy

0.3%
7.0%

Utilities

0.2%
2.8%

Technology

XDJP.L
31.9%
JPHY
4.8%

Industrials

XDJP.L
19.4%
JPHY
10.8%

Consumer Cyclical

XDJP.L
16.9%
JPHY
8.9%

Communication Services

XDJP.L
12.4%
JPHY
15.8%

Healthcare

XDJP.L
6.7%
JPHY
5.1%

Basic Materials

XDJP.L
4.3%
JPHY
3.6%

Consumer Defensive

XDJP.L
3.3%
JPHY
2.4%

Financial Services

XDJP.L
3.1%
JPHY
1.8%

Real Estate

XDJP.L
1.5%
JPHY
3.0%

Energy

XDJP.L
0.3%
JPHY
7.0%

Utilities

XDJP.L
0.2%
JPHY
2.8%

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

JPMorgan High Yield Research Enhanced 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 JPHY:
JPHY vs. JEPIJPHY vs. JPIEJPHY vs. VMFXXJPHY vs. ARKXJPHY vs. IDVJPHY vs. BCATJPHY vs. JEPIX

Return for Risk

XDJP.L vs. JPHY — 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
JPHY
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. JPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and JPMorgan High Yield Research Enhanced ETF (JPHY). 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.LJPHYDifference
Sharpe ratioReturn per unit of total volatility
2.85

—

—

Sortino ratioReturn per unit of downside risk
3.94

—

—

Omega ratioGain probability vs. loss probability

1.48

—

—

Calmar ratioReturn relative to maximum drawdown

4.77

—

—

Martin ratioReturn relative to average drawdown

14.50

—

—

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. JPHY - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XDJP.LJPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.43

-0.68

Drawdowns

XDJP.L vs. JPHY - Drawdown Comparison

The maximum XDJP.L drawdown since its inception was -23.69%, which is greater than JPHY's maximum drawdown of -3.99%. Use the drawdown chart below to compare losses from any high point for XDJP.L and JPHY.

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Drawdown Indicators

XDJP.LJPHYDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-3.99%

-19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

—

—

Current Drawdown

Current decline from peak

-1.35%

-0.10%

-1.25%

Average Drawdown

Average peak-to-trough decline

-6.79%

-1.00%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

—

—

Volatility

XDJP.L vs. JPHY - Volatility Comparison

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Volatility by Period

XDJP.LJPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

6.03%

+16.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

6.03%

+11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

6.03%

+11.60%

XDJP.L vs. JPHY - Expense Ratio Comparison

XDJP.L has a 0.09% expense ratio, which is lower than JPHY's 0.24% expense ratio. Despite the difference, 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. JPHY - Dividend Comparison

XDJP.L's dividend yield for the trailing twelve months is around 1.04%, less than JPHY's 5.92% yield.

PositionTTM20252024202320222021202020192018201720162015
JPHY
JPMorgan High Yield Research Enhanced ETF		5.92%3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 JPHY have a correlation of 0.00, 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 0.24% for JPHY.

XDJP.L is categorized as Japan Equities, while JPHY is High Yield Bonds. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.09% for XDJP.L and 0.24% for JPHY.

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