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XDNE.DE vs. WTDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDNE.DE vs. WTDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDNE.DE achieves a 21.20% return, which is significantly lower than WTDX.DE's 26.12% return. Over the past 10 years, XDNE.DE has underperformed WTDX.DE with an annualized return of 14.58%, while WTDX.DE has yielded a comparatively higher 19.18% 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%

WTDX.DE

1D
0.99%
1M
4.49%
6M
26.78%
YTD
26.12%
1Y
60.62%
3Y*
29.32%
5Y*
27.67%
10Y*
19.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDNE.DE vs. WTDX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
26.12%17.86%36.79%37.12%11.85%27.70%-6.91%24.57%-17.23%8.62%

Correlation

The correlation between XDNE.DE and WTDX.DE is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since May 18, 2015

0.71

The correlation between XDNE.DE and WTDX.DE shifts across timeframes, from 0.69 (10 years) to 0.86 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDNE.DE vs. WTDX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDNE.DE
XDNE.DE Risk / Return Rank: 8888
Overall Rank
XDNE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDNE.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDNE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XDNE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XDNE.DE Martin Ratio Rank: 9090
Martin Ratio Rank

WTDX.DE
WTDX.DE Risk / Return Rank: 9595
Overall Rank
WTDX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDNE.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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.DEWTDX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.43

1.56

-0.13

Calmar ratioReturn relative to maximum drawdown

4.77

7.46

-2.69

Martin ratioReturn relative to average drawdown

16.39

25.16

-8.77

XDNE.DE vs. WTDX.DE - Sharpe Ratio Comparison

The current XDNE.DE Sharpe Ratio is 2.31, which is comparable to the WTDX.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of XDNE.DE and WTDX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDNE.DE vs. WTDX.DE - Drawdown Comparison

The maximum XDNE.DE drawdown since its inception was -35.20%, smaller than the maximum WTDX.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and WTDX.DE.


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Drawdown Indicators


XDNE.DEWTDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.20%

-38.23%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-8.09%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-23.65%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-23.65%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

-32.53%

-2.67%

Current Drawdown

Current decline from peak

-2.41%

-1.20%

-1.21%

Average Drawdown

Average peak-to-trough decline

-8.29%

-9.19%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.40%

+0.50%

Volatility

XDNE.DE vs. WTDX.DE - Volatility Comparison

Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 5.38%. This indicates that XDNE.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.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.DEWTDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

5.38%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

14.47%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

19.44%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

19.42%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

21.58%

-3.05%

XDNE.DE vs. WTDX.DE - Expense Ratio Comparison

XDNE.DE has a 0.25% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.


Dividends

XDNE.DE vs. WTDX.DE - Dividend Comparison

XDNE.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
1.52%1.68%1.52%1.97%2.28%1.52%2.10%2.01%2.17%1.14%1.90%0.06%
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 WTDX.DE have a correlation of 0.84, 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 0.48% for WTDX.DE.

XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for XDNE.DE and 0.48% for WTDX.DE.

Portfolio Optimizer

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