XDJP.L vs. XSTR.L
XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) and XSTR.L (Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while XSTR.L is a Money Market fund actively managed by Xtrackers. XDJP.L is passively managed, while XSTR.L is actively managed. Over the past 10 years, XDJP.L returned 13.14%/yr vs 1.76%/yr for XSTR.L. At a 0.00 correlation, their price movements are largely independent. XDJP.L charges 0.09%/yr vs 0.10%/yr for XSTR.L.
Performance
XDJP.L vs. XSTR.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 XSTR.L's 1.57% return. Over the past 10 years, XDJP.L has outperformed XSTR.L with an annualized return of 13.14%, while XSTR.L has yielded a comparatively lower 1.76% 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%
XSTR.L
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.57%
- 6M
- 1.82%
- 1Y
- 3.87%
- 3Y*
- 4.61%
- 5Y*
- 3.33%
- 10Y*
- 1.76%
XDJP.L vs. XSTR.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% |
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 1.57% | 4.20% | 5.14% | 4.57% | 1.25% | -0.08% | 0.03% | 0.56% | 0.41% | 0.10% |
Correlation
The correlation between XDJP.L and XSTR.L is -0.07, 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 (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2013 | 0.00 |
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Return for Risk
XDJP.L vs. XSTR.L — Risk / Return Rank
XDJP.L
XSTR.L
XDJP.L vs. XSTR.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 Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.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 | XSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.80 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 4.04 | +0.73 |
| Martin ratioReturn relative to average drawdown | 14.50 | 32.32 | -17.82 |
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 | XSTR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 1.87 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 3.58 | -2.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 1.87 | -1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.10 | +0.85 |
Drawdowns
XDJP.L vs. XSTR.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, roughly equal to the maximum XSTR.L drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for XDJP.L and XSTR.L.
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Drawdown Indicators
| XDJP.L | XSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.69% | -23.56% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -0.97% | -12.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -0.97% | -17.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.61% | -0.97% | -19.64% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -1.60% | -22.09% |
Current DrawdownCurrent decline from peak | -1.35% | -7.85% | +6.50% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -20.17% | +13.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 0.12% | +4.30% |
Volatility
XDJP.L vs. XSTR.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 6.75% compared to Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) at 0.13%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than XSTR.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 | XSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 0.13% | +6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 2.02% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 2.09% | +20.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 1.02% | +16.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 0.99% | +16.64% |
XDJP.L vs. XSTR.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than XSTR.L's 0.10% 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. XSTR.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.04%, less than XSTR.L's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 4.15% | 4.61% | 5.06% | 4.05% | 0.33% | 0.02% | 0.56% | 0.97% | 0.61% | 0.19% | 1.19% | 0.78% |
Frequently Asked Questions
XDJP.L and XSTR.L have a correlation of -0.07, 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 0.10% for XSTR.L.
XDJP.L is categorized as Japan Equities, while XSTR.L is Money Market. Their fees differ too: 0.09% for XDJP.L and 0.10% for XSTR.L.
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