XDNS.L vs. ISJP.L
XDNS.L (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - XDNS.L tracks the TOPIX TR JPY while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 10 years, XDNS.L returned 9.68%/yr vs 8.58%/yr for ISJP.L. A 0.78 correlation means they provide meaningful diversification when combined. XDNS.L charges 0.15%/yr vs 0.58%/yr for ISJP.L.
Performance
XDNS.L vs. ISJP.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDNS.L having a 15.48% return and ISJP.L slightly lower at 15.08%. Over the past 10 years, XDNS.L has outperformed ISJP.L with an annualized return of 9.68%, while ISJP.L has yielded a comparatively lower 8.58% annualized return.
XDNS.L
- 1D
- -0.57%
- 1M
- 6.27%
- YTD
- 15.48%
- 6M
- 14.59%
- 1Y
- 32.42%
- 3Y*
- 14.60%
- 5Y*
- 9.38%
- 10Y*
- 9.68%
ISJP.L
- 1D
- 0.31%
- 1M
- 5.68%
- YTD
- 15.08%
- 6M
- 15.82%
- 1Y
- 31.49%
- 3Y*
- 14.99%
- 5Y*
- 8.64%
- 10Y*
- 8.58%
XDNS.L vs. ISJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.48% | 16.58% | 9.87% | 11.58% | -7.42% | 1.12% | 12.12% | 14.51% | -10.22% | 14.74% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 15.08% | 20.89% | 4.99% | 7.01% | -2.01% | -2.01% | 4.51% | 13.94% | -11.99% | 19.35% |
Correlation
The correlation between XDNS.L and ISJP.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2015 | 0.78 |
The correlation between XDNS.L and ISJP.L shifts across timeframes, from 0.63 (3 years) to 0.78 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDNS.L vs. ISJP.L — Risk / Return Rank
XDNS.L
ISJP.L
XDNS.L vs. ISJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). 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.
| XDNS.L | ISJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 2.89 | +0.92 |
| Martin ratioReturn relative to average drawdown | 11.43 | 9.66 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDNS.L | ISJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.07 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.61 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.55 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.48 | +0.11 |
Drawdowns
XDNS.L vs. ISJP.L - Drawdown Comparison
The maximum XDNS.L drawdown since its inception was -24.75%, smaller than the maximum ISJP.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for XDNS.L and ISJP.L.
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Drawdown Indicators
| XDNS.L | ISJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.75% | -32.93% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.84% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -11.23% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.29% | -21.01% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -24.75% | -28.98% | +4.23% |
Current DrawdownCurrent decline from peak | -0.57% | -1.25% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -6.22% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.25% | +0.79% |
Volatility
XDNS.L vs. ISJP.L - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) is 3.89%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a volatility of 4.25%. This indicates that XDNS.L experiences smaller price fluctuations and is considered to be less risky than ISJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDNS.L | ISJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.25% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 13.34% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 15.17% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 14.22% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 15.62% | +1.69% |
XDNS.L vs. ISJP.L - Expense Ratio Comparison
XDNS.L has a 0.15% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.
Dividends
XDNS.L vs. ISJP.L - Dividend Comparison
XDNS.L's dividend yield for the trailing twelve months is around 1.43%, less than ISJP.L's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.67% | 1.85% | 1.73% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.68% |
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.43% | 1.63% | 1.65% | 1.81% | 2.83% | 1.46% | 1.79% | 1.77% | 1.20% | 1.97% | 0.64% | 0.00% |
Frequently Asked Questions
XDNS.L and ISJP.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNS.L is cheaper with a 0.15% expense ratio, compared with 0.58% for ISJP.L.
XDNS.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: DWS and iShares. Their fees differ too: 0.15% for XDNS.L and 0.58% for ISJP.L.
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