XDNS.L vs. XEUM.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L).

XDNS.L and XEUM.L 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 that tracks the performance of the TOPIX TR JPY. It was launched on Mar 31, 2015. XEUM.L is a passively managed fund by DWS that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 5, 2013. Both XDNS.L and XEUM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDNS.L vs. XEUM.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 Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L). The values are adjusted to include any dividend payments, if applicable.

XDNS.L vs. XEUM.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	7.90%	16.58%	9.87%	11.58%	-7.42%	1.12%	12.12%	14.51%	-10.22%	14.74%
XEUM.L Xtrackers MSCI Europe ESG Screened UCITS ETF 1C	1.01%	22.70%	2.86%	14.00%	-5.29%	14.84%	9.94%	23.14%	-12.46%	19.05%

Returns By Period

In the year-to-date period, XDNS.L achieves a 7.90% return, which is significantly higher than XEUM.L's 1.01% return. Both investments have delivered pretty close results over the past 10 years, with XDNS.L having a 9.40% annualized return and XEUM.L not far ahead at 9.82%.

XDNS.L

• 1D: 4.30%
• 1M: -2.68%
• YTD: 7.90%
• 6M: 12.64%
• 1Y: 27.65%
• 3Y*: 13.79%
• 5Y*: 7.50%
• 10Y*: 9.40%

XEUM.L

• 1D: 2.55%
• 1M: -4.23%
• YTD: 1.01%
• 6M: 6.30%
• 1Y: 16.51%
• 3Y*: 10.73%
• 5Y*: 8.95%
• 10Y*: 9.82%

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

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

XDNS.L has a 0.15% expense ratio, which is higher than XEUM.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XDNS.L

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D

XEUM.L

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C

Return for Risk

XDNS.L vs. XEUM.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: 79
XDNS.L Sharpe Ratio Rank: 85
XDNS.L Sortino Ratio Rank: 85
XDNS.L Omega Ratio Rank: 81
XDNS.L Calmar Ratio Rank: 73
XDNS.L Martin Ratio Rank: 68

XEUM.L

XEUM.L Risk / Return Rank: 58
XEUM.L Sharpe Ratio Rank: 63
XEUM.L Sortino Ratio Rank: 59
XEUM.L Omega Ratio Rank: 60
XEUM.L Calmar Ratio Rank: 54
XEUM.L Martin Ratio Rank: 54

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. XEUM.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 Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.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	XEUM.L	Difference
Sharpe ratio Return per unit of total volatility	1.77	1.19	+0.59
Sortino ratio Return per unit of downside risk	2.40	1.61	+0.79
Omega ratio Gain probability vs. loss probability	1.33	1.24	+0.09
Calmar ratio Return relative to maximum drawdown	2.14	1.58	+0.56
Martin ratio Return relative to average drawdown	7.77	6.03	+1.73
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. XEUM.L - Sharpe Ratio Comparison

The current XDNS.L Sharpe Ratio is 1.77, which is higher than the XEUM.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XDNS.L and XEUM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDNS.L	XEUM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	1.19	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.65	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.66	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.65	-0.09

Correlation

The correlation between XDNS.L and XEUM.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDNS.L vs. XEUM.L - Dividend Comparison

XDNS.L's dividend yield for the trailing twelve months is around 1.53%, while XEUM.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D	1.53%	1.63%	1.65%	1.81%	2.83%	1.46%	1.79%	1.77%	1.20%	1.97%	0.64%
XEUM.L Xtrackers MSCI Europe ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XDNS.L vs. XEUM.L - Drawdown Comparison

The maximum XDNS.L drawdown since its inception was -24.75%, smaller than the maximum XEUM.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for XDNS.L and XEUM.L.

Drawdown Indicators

	XDNS.L	XEUM.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.75%	-30.91%	+6.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.70%	-10.70%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-19.29%	-17.79%	-1.50%
Max Drawdown (10Y) Largest decline over 10 years	-24.75%	-30.91%	+6.16%
Current Drawdown Current decline from peak	-5.25%	-6.27%	+1.02%
Average Drawdown Average peak-to-trough decline	-5.39%	-4.18%	-1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	2.80%	+1.04%

Volatility

XDNS.L vs. XEUM.L - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a higher volatility of 8.57% compared to Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) at 5.85%. This indicates that XDNS.L's price experiences larger fluctuations and is considered to be riskier than XEUM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDNS.L	XEUM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	5.85%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	14.51%	9.33%	+5.18%
Volatility (1Y) Calculated over the trailing 1-year period	21.85%	13.89%	+7.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.72%	13.86%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.33%	14.92%	+2.41%