XDNY.DE vs. JNHD.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while JNHD.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDNY.DE returned 8.84%/yr vs 18.86%/yr for JNHD.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.20%/yr for JNHD.DE.
Performance
XDNY.DE vs. JNHD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNY.DE achieves a 14.26% return, which is significantly lower than JNHD.DE's 17.02% return.
XDNY.DE
- 1D
- -2.32%
- 1M
- -4.30%
- 6M
- 7.46%
- YTD
- 14.26%
- 1Y
- 30.85%
- 3Y*
- 14.52%
- 5Y*
- 8.84%
- 10Y*
- 8.14%
JNHD.DE
- 1D
- -2.37%
- 1M
- -4.29%
- 6M
- 9.62%
- YTD
- 17.02%
- 1Y
- 44.20%
- 3Y*
- 25.21%
- 5Y*
- 18.86%
- 10Y*
- —
XDNY.DE vs. JNHD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 14.26% | 11.70% | 12.67% | 16.15% | -12.83% | 9.07% | 9.20% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 17.02% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
Correlation
The correlation between XDNY.DE and JNHD.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.83 |
The correlation between XDNY.DE and JNHD.DE shifts across timeframes, from 0.82 (5 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDNY.DE vs. JNHD.DE — Risk / Return Rank
XDNY.DE
JNHD.DE
XDNY.DE vs. JNHD.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 Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDNY.DE | JNHD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 4.57 | -1.56 |
| Martin ratioReturn relative to average drawdown | 9.61 | 14.93 | -5.32 |
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Drawdowns
XDNY.DE vs. JNHD.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -99.40%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and JNHD.DE.
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Drawdown Indicators
| XDNY.DE | JNHD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -21.83% | -77.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -9.62% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.97% | -21.83% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -21.83% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | — | — |
Current DrawdownCurrent decline from peak | -98.44% | -6.33% | -92.11% |
Average DrawdownAverage peak-to-trough decline | -98.65% | -4.16% | -94.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.95% | +0.25% |
Volatility
XDNY.DE vs. JNHD.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 6.46%, while Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a volatility of 6.92%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than JNHD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDNY.DE | JNHD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 6.92% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 16.49% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.91% | 20.97% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 18.88% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 18.41% | -1.83% |
XDNY.DE vs. JNHD.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than JNHD.DE's 0.20% expense ratio. Despite the difference, 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. JNHD.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.45%, less than JNHD.DE's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.55% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.45% | 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 0.92, XDNY.DE and JNHD.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, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for JNHD.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while JNHD.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XDNY.DE and 0.20% for JNHD.DE.
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