XDNY.DE vs. EUNN.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while EUNN.DE tracks the MSCI Japan IMI. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 9.05%/yr for EUNN.DE. With a 0.98 correlation, they move nearly in lockstep. XDNY.DE charges 0.15%/yr vs 0.12%/yr for EUNN.DE.
Performance
XDNY.DE vs. EUNN.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with XDNY.DE having a 15.90% return and EUNN.DE slightly higher at 16.53%. Both investments have delivered pretty close results over the past 10 years, with XDNY.DE having a 8.63% annualized return and EUNN.DE not far ahead at 9.05%.
XDNY.DE
- 1D
- -0.44%
- 1M
- 6.25%
- YTD
- 15.90%
- 6M
- 15.64%
- 1Y
- 29.18%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
XDNY.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 22.34% | -10.65% | 9.65% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
Correlation
The correlation between XDNY.DE and EUNN.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2015 | 0.98 |
The correlation between XDNY.DE and EUNN.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDNY.DE vs. EUNN.DE — Risk / Return Rank
XDNY.DE
EUNN.DE
XDNY.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE). 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.
| XDNY.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.14 | -0.29 |
| Martin ratioReturn relative to average drawdown | 9.22 | 10.51 | -1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDNY.DE | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.67 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.61 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.56 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.16 |
Drawdowns
XDNY.DE vs. EUNN.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, roughly equal to the maximum EUNN.DE drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and EUNN.DE.
Loading charts...
Drawdown Indicators
| XDNY.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -28.55% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.58% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -15.81% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -19.41% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -28.55% | +0.24% |
Current DrawdownCurrent decline from peak | -0.44% | -0.27% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -6.85% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.86% | +0.30% |
Volatility
XDNY.DE vs. EUNN.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 3.45% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 3.16%. This indicates that XDNY.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDNY.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.16% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.53% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 17.97% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.04% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.08% | +0.46% |
XDNY.DE vs. EUNN.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is higher than EUNN.DE'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%.
Dividends
XDNY.DE vs. EUNN.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while EUNN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.42% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
Frequently Asked Questions
With a correlation of 0.98, XDNY.DE and EUNN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for XDNY.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XDNY.DE and 0.12% for EUNN.DE.
Find the right allocation for XDNY.DE and EUNN.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer