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

XDNS.L vs. VJPN.L

Last updated Jun 5, 2026

XDNS.L (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and VJPN.L (Vanguard FTSE Japan UCITS ETF Distributing) are both Japan Equities funds tracking the TOPIX TR JPY, from DWS and Vanguard respectively. Both are passively managed. Over the past 10 years, XDNS.L returned 9.68%/yr vs 11.10%/yr for VJPN.L. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

XDNS.L vs. VJPN.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 Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDNS.L is traded in GBp, while VJPN.L is traded in GBP. To make them comparable, the VJPN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDNS.L achieves a 15.48% return, which is significantly lower than VJPN.L's 16.32% return. Over the past 10 years, XDNS.L has underperformed VJPN.L with an annualized return of 9.68%, while VJPN.L has yielded a comparatively higher 11.10% 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%

VJPN.L

1D
0.70%
1M
6.43%
YTD
16.32%
6M
16.26%
1Y
35.06%
3Y*
16.39%
5Y*
10.73%
10Y*
11.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDNS.L vs. VJPN.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%
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing		16.32%18.86%9.05%14.00%-5.70%2.26%12.84%14.56%-8.37%14.72%

Correlation

The correlation between XDNS.L and VJPN.L 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

0.76

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

0.80

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

0.87

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

0.86

The correlation between XDNS.L and VJPN.L shifts across timeframes, from 0.76 (3 years) to 0.87 (10 years), reflecting how their relationship changes across market environments.

XDNS.L vs. VJPN.L - Sectors Allocation Comparison

Sectors
XDNS.L
VJPN.L

Industrials

25.8%
26.6%

Technology

19.8%
17.4%

Financial Services

18.5%
15.9%

Consumer Cyclical

11.3%
12.8%

Communication Services

8.8%
7.1%

Healthcare

7.0%
5.9%

Basic Materials

3.2%
4.3%

Consumer Defensive

2.6%
4.2%

Real Estate

2.5%
3.4%

Utilities

0.6%
1.3%

Energy

-

1.0%

Industrials

XDNS.L
25.8%
VJPN.L
26.6%

Technology

XDNS.L
19.8%
VJPN.L
17.4%

Financial Services

XDNS.L
18.5%
VJPN.L
15.9%

Consumer Cyclical

XDNS.L
11.3%
VJPN.L
12.8%

Communication Services

XDNS.L
8.8%
VJPN.L
7.1%

Healthcare

XDNS.L
7.0%
VJPN.L
5.9%

Basic Materials

XDNS.L
3.2%
VJPN.L
4.3%

Consumer Defensive

XDNS.L
2.6%
VJPN.L
4.2%

Real Estate

XDNS.L
2.5%
VJPN.L
3.4%

Utilities

XDNS.L
0.6%
VJPN.L
1.3%

Energy

XDNS.L

-

VJPN.L
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D

Vanguard FTSE Japan UCITS ETF Distributing

Often compared with XDNS.L:
XDNS.L vs. X7PP.LXDNS.L vs. XDJP.LXDNS.L vs. JPXNXDNS.L vs. IJPN.LXDNS.L vs. XBCU.LXDNS.L vs. XNNS.LXDNS.L vs. XCNA.L
Often compared with VJPN.L:
VJPN.L vs. XDJP.LVJPN.L vs. VJPN.DEVJPN.L vs. EEJG.LVJPN.L vs. LGJG.LVJPN.L vs. JEMAVJPN.L vs. VUSA.LVJPN.L vs. ISF.L

Return for Risk

XDNS.L vs. VJPN.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
VJPN.L
VJPN.L Risk / Return Rank: 6060
Overall Rank
VJPN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VJPN.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VJPN.L Omega Ratio Rank: 6161
Omega Ratio Rank
VJPN.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
VJPN.L Martin Ratio Rank: 5959
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. VJPN.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 Vanguard FTSE Japan UCITS ETF Distributing (VJPN.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.LVJPN.LDifference
Sharpe ratioReturn per unit of total volatility
2.09
1.91

+0.18

Sortino ratioReturn per unit of downside risk
2.91
2.75

+0.16

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.81

3.20

+0.61

Martin ratioReturn relative to average drawdown

11.43

10.40

+1.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDNS.L Sharpe Ratio is 2.09, which is comparable to the VJPN.L Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XDNS.L and VJPN.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.LVJPN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.91

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.69

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.70

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.62

-0.03

Drawdowns

XDNS.L vs. VJPN.L - Drawdown Comparison

The maximum XDNS.L drawdown since its inception was -24.75%, roughly equal to the maximum VJPN.L drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for XDNS.L and VJPN.L.

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Drawdown Indicators

XDNS.LVJPN.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-25.19%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.68%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-13.45%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.29%

-17.91%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-25.19%

+0.44%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.26%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.29%

+0.75%

Volatility

XDNS.L vs. VJPN.L - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) have volatilities of 3.89% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDNS.LVJPN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

3.85%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

14.62%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

17.91%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

15.50%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

15.90%

+1.41%

XDNS.L vs. VJPN.L - Expense Ratio Comparison

Both XDNS.L and VJPN.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XDNS.L vs. VJPN.L - Dividend Comparison

XDNS.L's dividend yield for the trailing twelve months is around 1.43%, less than VJPN.L's 2.23% yield.

PositionTTM20252024202320222021202020192018201720162015
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing		2.23%2.54%2.47%2.39%2.64%2.31%2.14%2.36%2.55%1.94%2.04%2.08%
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 VJPN.L 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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L and VJPN.L have the same expense ratio: 0.15% per year.

Both ETFs track TOPIX TR JPY. They also come from different issuers: DWS and Vanguard.

Portfolio Optimizer

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