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XDNY.DE vs. SXRZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDNY.DE vs. SXRZ.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 iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDNY.DE achieves a 15.90% return, which is significantly lower than SXRZ.DE's 32.06% return. Over the past 10 years, XDNY.DE has underperformed SXRZ.DE with an annualized return of 8.63%, while SXRZ.DE has yielded a comparatively higher 11.60% annualized return.


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%

SXRZ.DE

1D
-1.49%
1M
7.63%
YTD
32.06%
6M
30.08%
1Y
60.04%
3Y*
20.34%
5Y*
11.98%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
32.06%15.71%13.83%17.70%-15.73%3.03%13.44%24.31%-5.20%10.07%

Correlation

The correlation between XDNY.DE and SXRZ.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2015

0.92

The correlation between XDNY.DE and SXRZ.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

XDNY.DE vs. SXRZ.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: 5151
Overall Rank
XDNY.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XDNY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
XDNY.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDNY.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDNY.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SXRZ.DE
SXRZ.DE Risk / Return Rank: 7878
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank
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. SXRZ.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 Nikkei 225 UCITS ETF (Acc) (SXRZ.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.DESXRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.30

1.42

-0.13

Calmar ratioReturn relative to maximum drawdown

2.84

4.57

-1.72

Martin ratioReturn relative to average drawdown

9.22

13.83

-4.60

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

The current XDNY.DE Sharpe Ratio is 1.54, which is lower than the SXRZ.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of XDNY.DE and SXRZ.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.


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Sharpe Ratios by Period


XDNY.DESXRZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.53

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.64

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.58

-0.20

Drawdowns

XDNY.DE vs. SXRZ.DE - Drawdown Comparison

The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum SXRZ.DE drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and SXRZ.DE.


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Drawdown Indicators


XDNY.DESXRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.31%

-29.90%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-12.92%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

-20.19%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-21.46%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

-29.90%

+1.59%

Current Drawdown

Current decline from peak

-0.44%

-1.49%

+1.05%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.26%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

4.28%

-1.12%

Volatility

XDNY.DE vs. SXRZ.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 3.45%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 6.62%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.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.DESXRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

6.62%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

18.37%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

23.34%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

18.49%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.77%

-1.23%

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

XDNY.DE has a 0.15% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.


Dividends

XDNY.DE vs. SXRZ.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
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


XDNY.DE and SXRZ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.48% for SXRZ.DE.

XDNY.DE tracks MSCI Japan Select ESG Screened, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XDNY.DE and 0.48% for SXRZ.DE.

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