XDJP.L vs. PAXG.L
Compare and contrast key facts about Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L).
XDJP.L and PAXG.L 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. PAXG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Apr 29, 2015. Both XDJP.L and PAXG.L 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 PAXG.L.
Key characteristics
| XDJP.L | PAXG.L | |
|---|---|---|
| YTD Return | 7.35% | 9.14% |
| 1Y Return | 12.94% | 16.63% |
| 3Y Return (Ann) | 2.07% | 7.53% |
| 5Y Return (Ann) | 5.02% | 10.18% |
| Sharpe Ratio | 0.68 | 1.44 |
| Sortino Ratio | 1.04 | 2.17 |
| Omega Ratio | 1.14 | 1.26 |
| Calmar Ratio | 0.80 | 1.28 |
| Martin Ratio | 1.90 | 7.37 |
| Ulcer Index | 6.11% | 2.71% |
| Daily Std Dev | 17.07% | 13.52% |
| Max Drawdown | -23.69% | -30.13% |
| Current Drawdown | -6.98% | -1.87% |
Correlation
The correlation between XDJP.L and PAXG.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XDJP.L vs. PAXG.L - Performance Comparison
In the year-to-date period, XDJP.L achieves a 7.35% return, which is significantly lower than PAXG.L's 9.14% 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. PAXG.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than PAXG.L's 0.12% 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%.
Risk-Adjusted Performance
XDJP.L vs. PAXG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and Lyxor MSCI Pacific Ex Japan UCITS (PAXG.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.
Dividends
XDJP.L vs. PAXG.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.44%, less than PAXG.L's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.44% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% |
PAXG.L Lyxor MSCI Pacific Ex Japan UCITS | 3.69% | 4.03% | 4.47% | 3.74% | 2.81% | 4.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDJP.L vs. PAXG.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, smaller than the maximum PAXG.L drawdown of -30.13%. Use the drawdown chart below to compare losses from any high point for XDJP.L and PAXG.L. For additional features, visit the drawdowns tool.
Volatility
XDJP.L vs. PAXG.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) have volatilities of 5.21% and 5.06%, 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.