XDNS.L vs. JPXN
Compare and contrast key facts about Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and iShares JPX-Nikkei 400 ETF (JPXN).
XDNS.L and JPXN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDNS.L is a passively managed fund by DWS Investment S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Mar 31, 2015. JPXN is a passively managed fund by iShares that tracks the performance of the JPX-Nikkei Index 400. It was launched on Oct 26, 2001. Both XDNS.L and JPXN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDNS.L or JPXN.
Key characteristics
| XDNS.L | JPXN | |
|---|---|---|
| YTD Return | 7.87% | 10.89% |
| 1Y Return | 6.36% | 14.20% |
| 3Y Return (Ann) | 1.74% | 0.57% |
| 5Y Return (Ann) | 5.38% | 6.28% |
| Sharpe Ratio | 0.64 | 0.94 |
| Daily Std Dev | 18.55% | 17.08% |
| Max Drawdown | -24.75% | -54.97% |
| Current Drawdown | -5.92% | -2.76% |
Correlation
The correlation between XDNS.L and JPXN is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDNS.L vs. JPXN - Performance Comparison
In the year-to-date period, XDNS.L achieves a 7.87% return, which is significantly lower than JPXN's 10.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDNS.L vs. JPXN - Expense Ratio Comparison
XDNS.L has a 0.15% expense ratio, which is lower than JPXN's 0.48% expense ratio.
Risk-Adjusted Performance
XDNS.L vs. JPXN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and iShares JPX-Nikkei 400 ETF (JPXN). 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.
Dividends
XDNS.L vs. JPXN - Dividend Comparison
XDNS.L's dividend yield for the trailing twelve months is around 1.68%, less than JPXN's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.68% | 1.81% | 2.83% | 1.46% | 1.79% | 1.77% | 1.20% | 1.97% | 0.00% | 0.00% | 0.00% | 0.00% |
JPXN iShares JPX-Nikkei 400 ETF | 2.51% | 2.57% | 1.47% | 2.63% | 1.27% | 1.92% | 1.60% | 1.50% | 2.07% | 1.32% | 1.42% | 1.18% |
Drawdowns
XDNS.L vs. JPXN - Drawdown Comparison
The maximum XDNS.L drawdown since its inception was -24.75%, smaller than the maximum JPXN drawdown of -54.97%. Use the drawdown chart below to compare losses from any high point for XDNS.L and JPXN. For additional features, visit the drawdowns tool.
Volatility
XDNS.L vs. JPXN - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) is 5.62%, while iShares JPX-Nikkei 400 ETF (JPXN) has a volatility of 6.17%. This indicates that XDNS.L experiences smaller price fluctuations and is considered to be less risky than JPXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.