XDNE.DE vs. EUNN.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while EUNN.DE tracks the MSCI Japan IMI. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 9.36%/yr for EUNN.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDNE.DE charges 0.25%/yr vs 0.12%/yr for EUNN.DE.
Performance
XDNE.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDNE.DE having a 21.20% return and EUNN.DE slightly lower at 20.50%. Over the past 10 years, XDNE.DE has outperformed EUNN.DE with an annualized return of 14.58%, while EUNN.DE has yielded a comparatively lower 9.36% annualized return.
XDNE.DE
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
EUNN.DE
- 1D
- 0.83%
- 1M
- 3.12%
- 6M
- 20.63%
- YTD
- 20.50%
- 1Y
- 36.00%
- 3Y*
- 17.30%
- 5Y*
- 10.41%
- 10Y*
- 9.36%
XDNE.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 21.20% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 20.50% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
Correlation
The correlation between XDNE.DE and EUNN.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.83 |
The correlation between XDNE.DE and EUNN.DE has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. EUNN.DE — Risk / Return Rank
XDNE.DE
EUNN.DE
XDNE.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE). 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.
| XDNE.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.74 | +1.03 |
| Martin ratioReturn relative to average drawdown | 16.39 | 12.62 | +3.77 |
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Drawdowns
XDNE.DE vs. EUNN.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, which is greater than EUNN.DE's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and EUNN.DE.
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Drawdown Indicators
| XDNE.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -28.56% | -6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -9.58% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -15.81% | -5.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -19.41% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -28.56% | -6.64% |
Current DrawdownCurrent decline from peak | -2.41% | -1.84% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -6.84% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.84% | +0.06% |
Volatility
XDNE.DE vs. EUNN.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 5.84%. This indicates that XDNE.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDNE.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 5.84% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 15.27% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 18.55% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 16.20% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 16.10% | +2.43% |
XDNE.DE vs. EUNN.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is higher than EUNN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDNE.DE vs. EUNN.DE - Dividend Comparison
Neither XDNE.DE nor EUNN.DE has paid dividends to shareholders.
Frequently Asked Questions
XDNE.DE and EUNN.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDNE.DE.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDNE.DE and 0.12% for EUNN.DE.
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