XDNY.DE vs. JPNH.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and JPNH.DE (Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while JPNH.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 10 years, XDNY.DE returned 8.14%/yr vs 13.42%/yr for JPNH.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.45%/yr for JPNH.DE.
Performance
XDNY.DE vs. JPNH.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 JPNH.DE's 16.56% return. Over the past 10 years, XDNY.DE has underperformed JPNH.DE with an annualized return of 8.14%, while JPNH.DE has yielded a comparatively higher 13.42% annualized 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%
JPNH.DE
- 1D
- -2.24%
- 1M
- -2.67%
- 6M
- 9.41%
- YTD
- 16.56%
- 1Y
- 42.09%
- 3Y*
- 24.65%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
XDNY.DE vs. JPNH.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 | 14.26% | 11.70% | 12.67% | 16.15% | -12.83% | 9.07% | 4.79% | 22.35% | -10.67% | 9.68% |
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 16.56% | 27.75% | 21.23% | 32.08% | -4.87% | 10.85% | 5.84% | 15.91% | -17.82% | 20.38% |
Correlation
The correlation between XDNY.DE and JPNH.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 | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.84 |
The correlation between XDNY.DE and JPNH.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. JPNH.DE — Risk / Return Rank
XDNY.DE
JPNH.DE
XDNY.DE vs. JPNH.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 Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 4.16 | -1.14 |
| Martin ratioReturn relative to average drawdown | 9.61 | 14.64 | -5.02 |
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Drawdowns
XDNY.DE vs. JPNH.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -99.40%, which is greater than JPNH.DE's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and JPNH.DE.
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Drawdown Indicators
| XDNY.DE | JPNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -36.52% | -62.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -10.08% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.97% | -20.72% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -20.72% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -36.52% | +8.20% |
Current DrawdownCurrent decline from peak | -98.44% | -4.32% | -94.12% |
Average DrawdownAverage peak-to-trough decline | -98.65% | -7.95% | -90.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.87% | +0.33% |
Volatility
XDNY.DE vs. JPNH.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 6.46% compared to Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) at 5.93%. This indicates that XDNY.DE's price experiences larger fluctuations and is considered to be riskier than JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 5.93% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 15.63% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.91% | 19.58% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 18.07% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 18.18% | -1.60% |
XDNY.DE vs. JPNH.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than JPNH.DE's 0.45% expense ratio.
Dividends
XDNY.DE vs. JPNH.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.45%, more than JPNH.DE's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 0.76% | 0.89% | 1.52% | 1.29% | 1.66% | 1.33% | 1.09% | 1.93% | 1.89% | 1.36% | 1.96% | 1.84% |
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% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, XDNY.DE and JPNH.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 0.45% for JPNH.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while JPNH.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XDNY.DE and 0.45% for JPNH.DE.
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