XDNY.DE vs. PRAJ.DE

Last updated Jun 5, 2026

XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while PRAJ.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 9.98%/yr for PRAJ.DE. With a 0.97 correlation, they move nearly in lockstep. XDNY.DE charges 0.15%/yr vs 0.05%/yr for PRAJ.DE.

Performance

XDNY.DE vs. PRAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XDNY.DE having a 15.90% return and PRAJ.DE slightly lower at 15.60%.

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%

PRAJ.DE

• 1D: -0.27%
• 1M: 3.19%
• YTD: 15.60%
• 6M: 15.73%
• 1Y: 30.22%
• 3Y*: 15.18%
• 5Y*: 9.98%
• 10Y*: —

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

XDNY.DE vs. PRAJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D	15.90%	11.68%	12.72%	16.12%	-12.80%	9.09%	4.11%
PRAJ.DE Amundi Prime Japan UCITS ETF	15.60%	12.84%	13.73%	16.27%	-11.68%	10.20%	4.34%

Correlation

The correlation between XDNY.DE and PRAJ.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	0.97
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020	0.97

The correlation between XDNY.DE and PRAJ.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

XDNY.DE vs. PRAJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDNY.DE

XDNY.DE Risk / Return Rank: 51
XDNY.DE Sharpe Ratio Rank: 45
XDNY.DE Sortino Ratio Rank: 50
XDNY.DE Omega Ratio Rank: 48
XDNY.DE Calmar Ratio Rank: 58
XDNY.DE Martin Ratio Rank: 54

PRAJ.DE

PRAJ.DE Risk / Return Rank: 52
PRAJ.DE Sharpe Ratio Rank: 45
PRAJ.DE Sortino Ratio Rank: 49
PRAJ.DE Omega Ratio Rank: 49
PRAJ.DE Calmar Ratio Rank: 61
PRAJ.DE Martin Ratio Rank: 56

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.

XDNY.DE vs. PRAJ.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 (PRAJ.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	PRAJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.54	1.57	-0.02
Sortino ratio: Return per unit of downside risk	2.40	2.37	+0.03
Omega ratio: Gain probability vs. loss probability	1.30	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	2.84	2.97	-0.13
Martin ratio: Return relative to average drawdown	9.22	9.64	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDNY.DE vs. PRAJ.DE - Sharpe Ratio Comparison

The current XDNY.DE Sharpe Ratio is 1.54, which is comparable to the PRAJ.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XDNY.DE and PRAJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDNY.DE	PRAJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.57	-0.02
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	0.51	-0.14

Drawdowns

XDNY.DE vs. PRAJ.DE - Drawdown Comparison

The maximum XDNY.DE drawdown since its inception was -28.31%, roughly equal to the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and PRAJ.DE.

Drawdown Indicators

	XDNY.DE	PRAJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.31%	-29.64%	+1.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.21%	-9.73%	-0.48%
Max Drawdown (3Y) Largest decline over 3 years	-17.96%	-16.80%	-1.16%
Max Drawdown (5Y) Largest decline over 5 years	-19.82%	-18.65%	-1.17%
Max Drawdown (10Y) Largest decline over 10 years	-28.31%	—	—
Current Drawdown Current decline from peak	-0.44%	-0.27%	-0.17%
Average Drawdown Average peak-to-trough decline	-6.48%	-6.07%	-0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	3.01%	+0.15%

Volatility

XDNY.DE vs. PRAJ.DE - Volatility Comparison

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE) have volatilities of 3.45% and 3.41%, 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.

Volatility by Period

	XDNY.DE	PRAJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.41%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	15.05%	14.72%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	18.48%	+0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	16.53%	+0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	17.88%	-1.34%

XDNY.DE vs. PRAJ.DE - Expense Ratio Comparison

XDNY.DE has a 0.15% expense ratio, which is higher than PRAJ.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. PRAJ.DE - Dividend Comparison

XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while PRAJ.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PRAJ.DE Amundi Prime Japan 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

Can I hold both XDNY.DE and PRAJ.DE in my portfolio?

With a correlation of 0.98, XDNY.DE and PRAJ.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.

Which ETF is better, XDNY.DE or PRAJ.DE?

On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDNY.DE or PRAJ.DE?

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XDNY.DE.

What is the main difference between XDNY.DE and PRAJ.DE?

XDNY.DE tracks MSCI Japan Select ESG Screened, while PRAJ.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 PRAJ.DE.