XDNE.DE vs. PR1J.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, XDNE.DE returned 19.01%/yr vs 10.58%/yr for PR1J.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDNE.DE charges 0.25%/yr vs 0.05%/yr for PR1J.DE.
Performance
XDNE.DE vs. PR1J.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNE.DE achieves a 21.20% return, which is significantly higher than PR1J.DE's 19.42% 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%
PR1J.DE
- 1D
- 0.81%
- 1M
- 3.09%
- 6M
- 19.38%
- YTD
- 19.42%
- 1Y
- 34.75%
- 3Y*
- 16.95%
- 5Y*
- 10.58%
- 10Y*
- —
XDNE.DE vs. PR1J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 12.51% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 19.42% | 12.92% | 13.38% | 16.35% | -11.58% | 10.23% | 5.10% | -99.07% |
Correlation
The correlation between XDNE.DE and PR1J.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 | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.83 |
The correlation between XDNE.DE and PR1J.DE has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. PR1J.DE — Risk / Return Rank
XDNE.DE
PR1J.DE
XDNE.DE vs. PR1J.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 Amundi Prime Japan UCITS ETF DR (D) (PR1J.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 | PR1J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.36 | +1.40 |
| Martin ratioReturn relative to average drawdown | 16.39 | 11.07 | +5.32 |
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Drawdowns
XDNE.DE vs. PR1J.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and PR1J.DE.
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Drawdown Indicators
| XDNE.DE | PR1J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -99.34% | +64.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.29% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -16.25% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -18.66% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -98.38% | +95.97% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -97.50% | +89.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.12% | -0.22% |
Volatility
XDNE.DE vs. PR1J.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) at 5.88%. This indicates that XDNE.DE's price experiences larger fluctuations and is considered to be riskier than PR1J.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 | PR1J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 5.88% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 15.67% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 19.41% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 16.63% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 40.23% | -21.70% |
XDNE.DE vs. PR1J.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is higher than PR1J.DE's 0.05% 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. PR1J.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while PR1J.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.47% | 1.75% | 1.91% | 1.90% | 2.21% | 1.80% | 1.73% | 1.87% |
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% |
Frequently Asked Questions
With a correlation of 0.90, XDNE.DE and PR1J.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XDNE.DE.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDNE.DE and 0.05% for PR1J.DE.
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