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XDNS.L vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDNS.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDNS.L vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 6161
Overall Rank
ISJP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6565
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5656
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.

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.LISJP.LDifference
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

XDNS.L vs. ISJP.L - Sharpe Ratio Comparison

The current XDNS.L Sharpe Ratio is 2.09, which is comparable to the ISJP.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XDNS.L and ISJP.L, 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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Sharpe Ratios by Period


XDNS.LISJP.LDifference

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.LISJP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.57%

-1.25%

+0.68%

Average Drawdown

Average peak-to-trough decline

-5.35%

-6.22%

+0.87%

Ulcer Index

Depth 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.LISJP.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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