XDNE.DE vs. IUS4.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 8.02%/yr for IUS4.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDNE.DE charges 0.25%/yr vs 0.58%/yr for IUS4.DE.
Performance
XDNE.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDNE.DE having a 21.20% return and IUS4.DE slightly higher at 22.03%. Over the past 10 years, XDNE.DE has outperformed IUS4.DE with an annualized return of 14.58%, while IUS4.DE has yielded a comparatively lower 8.02% 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%
IUS4.DE
- 1D
- 1.33%
- 1M
- 5.89%
- 6M
- 22.20%
- YTD
- 22.03%
- 1Y
- 35.43%
- 3Y*
- 17.66%
- 5Y*
- 9.32%
- 10Y*
- 8.02%
XDNE.DE vs. IUS4.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% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 22.03% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between XDNE.DE and IUS4.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.71 |
The correlation between XDNE.DE and IUS4.DE has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. IUS4.DE — Risk / Return Rank
XDNE.DE
IUS4.DE
XDNE.DE vs. IUS4.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 MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.49 | +1.28 |
| Martin ratioReturn relative to average drawdown | 16.39 | 12.11 | +4.28 |
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Drawdowns
XDNE.DE vs. IUS4.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and IUS4.DE.
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Drawdown Indicators
| XDNE.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -51.61% | +16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.11% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -12.92% | -8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -21.46% | -0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -32.62% | -2.58% |
Current DrawdownCurrent decline from peak | -2.41% | 0.00% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -15.04% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.92% | -0.02% |
Volatility
XDNE.DE vs. IUS4.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.14%. This indicates that XDNE.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 4.14% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 13.78% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 16.26% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 14.98% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 15.92% | +2.61% |
XDNE.DE vs. IUS4.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
XDNE.DE vs. IUS4.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 1.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.58% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNE.DE and IUS4.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDNE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNE.DE is cheaper with a 0.25% expense ratio, compared with 0.58% for IUS4.DE.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDNE.DE and 0.58% for IUS4.DE.
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