XDNE.DE vs. WTDX.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 19.18%/yr for WTDX.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDNE.DE charges 0.25%/yr vs 0.48%/yr for WTDX.DE.
Performance
XDNE.DE vs. WTDX.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 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%
XDNE.DE vs. WTDX.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% |
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
XDNE.DE
WTDX.DE
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.DE | WTDX.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.41% | -1.20% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -9.19% | +0.90% |
Ulcer IndexDepth 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.DE | WTDX.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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