XDNY.DE vs. PR1J.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, XDNY.DE returned 9.26%/yr vs 10.01%/yr for PR1J.DE. With a 0.98 correlation, they move nearly in lockstep. XDNY.DE charges 0.15%/yr vs 0.05%/yr for PR1J.DE.
Performance
XDNY.DE vs. PR1J.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDNY.DE having a 15.90% return and PR1J.DE slightly lower at 15.82%.
XDNY.DE
- 1D
- -0.44%
- 1M
- 3.52%
- YTD
- 15.90%
- 6M
- 16.21%
- 1Y
- 30.31%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
PR1J.DE
- 1D
- -0.01%
- 1M
- 3.47%
- YTD
- 15.82%
- 6M
- 16.06%
- 1Y
- 30.46%
- 3Y*
- 15.30%
- 5Y*
- 10.01%
- 10Y*
- —
XDNY.DE vs. PR1J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 13.13% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 15.82% | 12.92% | 13.38% | 16.35% | -11.58% | 10.23% | 5.13% | 13.63% |
Correlation
The correlation between XDNY.DE and PR1J.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.98 |
The correlation between XDNY.DE and PR1J.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. PR1J.DE — Risk / Return Rank
XDNY.DE
PR1J.DE
XDNY.DE vs. PR1J.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 Prime Japan UCITS ETF DR (D) (PR1J.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 | PR1J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.83 | +0.01 |
| Martin ratioReturn relative to average drawdown | 9.22 | 9.22 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDNY.DE | PR1J.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.54 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.20 |
Drawdowns
XDNY.DE vs. PR1J.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, roughly equal to the maximum PR1J.DE drawdown of -28.08%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and PR1J.DE.
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Drawdown Indicators
| XDNY.DE | PR1J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -28.08% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -10.30% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -16.24% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -18.66% | -1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.01% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -5.53% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.17% | -0.01% |
Volatility
XDNY.DE vs. PR1J.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) have volatilities of 3.45% and 3.43%, 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
| XDNY.DE | PR1J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.43% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 15.05% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.93% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.50% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.41% | -0.87% |
XDNY.DE vs. PR1J.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is higher than PR1J.DE's 0.05% 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. PR1J.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, less than PR1J.DE's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.51% | 1.75% | 1.91% | 1.90% | 2.21% | 1.79% | 1.73% | 1.88% | 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 0.97, XDNY.DE and PR1J.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, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XDNY.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XDNY.DE and 0.05% for PR1J.DE.
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