XDJP.L vs. XYLD.L
XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) and XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) are both exchange-traded funds - XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while XYLD.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, XDJP.L returned 13.89%/yr vs 2.76%/yr for XYLD.L. At a 0.11 correlation, their price movements are largely independent. XDJP.L charges 0.09%/yr vs 0.16%/yr for XYLD.L.
Performance
XDJP.L vs. XYLD.L - Performance Comparison
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Different Trading Currencies
XDJP.L is traded in GBp, while XYLD.L is traded in USD. To make them comparable, the XYLD.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 40.54% return, which is significantly higher than XYLD.L's 2.99% return.
XDJP.L
- 1D
- 2.07%
- 1M
- 9.43%
- YTD
- 40.54%
- 6M
- 40.35%
- 1Y
- 72.07%
- 3Y*
- 25.00%
- 5Y*
- 13.89%
- 10Y*
- 13.28%
XYLD.L
- 1D
- -0.17%
- 1M
- 2.23%
- YTD
- 2.99%
- 6M
- 3.35%
- 1Y
- 7.57%
- 3Y*
- 3.96%
- 5Y*
- 2.76%
- 10Y*
- —
XDJP.L vs. XYLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 40.54% | 21.04% | 9.68% | 15.52% | -10.26% | -3.79% | 21.77% | 16.59% | -0.35% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 2.99% | -1.36% | 6.72% | 0.43% | 2.18% | 1.29% | 7.10% | 12.74% | 7.64% |
Correlation
The correlation between XDJP.L and XYLD.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2018 | 0.11 |
The correlation between XDJP.L and XYLD.L shifts across timeframes, from -0.10 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDJP.L vs. XYLD.L — Risk / Return Rank
XDJP.L
XYLD.L
XDJP.L vs. XYLD.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 USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.L | XYLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.21 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.35 | 1.51 | +3.84 |
| Martin ratioReturn relative to average drawdown | 16.00 | 4.29 | +11.71 |
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Drawdowns
XDJP.L vs. XYLD.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -99.99%, which is greater than XYLD.L's maximum drawdown of -15.49%. Use the drawdown chart below to compare losses from any high point for XDJP.L and XYLD.L.
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Drawdown Indicators
| XDJP.L | XYLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -15.49% | -84.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -5.01% | -8.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -8.75% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.61% | -15.49% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | — | — |
Current DrawdownCurrent decline from peak | -99.96% | -2.38% | -97.58% |
Average DrawdownAverage peak-to-trough decline | -99.40% | -5.17% | -94.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 1.76% | +2.73% |
Volatility
XDJP.L vs. XYLD.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a higher volatility of 9.38% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 1.54%. This indicates that XDJP.L's price experiences larger fluctuations and is considered to be riskier than XYLD.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 | XYLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 1.54% | +7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 4.85% | +14.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 6.32% | +17.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 8.24% | +9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 9.27% | +8.10% |
XDJP.L vs. XYLD.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than XYLD.L's 0.16% 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. XYLD.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 0.97%, less than XYLD.L's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 0.97% | 1.33% | 1.41% | 1.60% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.76% | 3.61% | 3.34% | 2.88% | 6.03% | 3.88% | 3.78% | 2.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDJP.L and XYLD.L have a correlation of -0.10, 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 0.16% for XYLD.L.
XDJP.L is categorized as Japan Equities, while XYLD.L is Corporate Bonds. XDJP.L tracks TOPIX TR JPY, while XYLD.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.09% for XDJP.L and 0.16% for XYLD.L.
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