XDNY.DE vs. WTDX.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 17.65%/yr for WTDX.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.48%/yr for WTDX.DE.
Performance
XDNY.DE vs. WTDX.DE - Performance Comparison
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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 WTDX.DE's 21.75% return. Over the past 10 years, XDNY.DE has underperformed WTDX.DE with an annualized return of 8.63%, while WTDX.DE has yielded a comparatively higher 17.65% 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
XDNY.DE vs. WTDX.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 | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 22.34% | -10.65% | 9.65% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between XDNY.DE and WTDX.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.81 |
The correlation between XDNY.DE and WTDX.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. WTDX.DE — Risk / Return Rank
XDNY.DE
WTDX.DE
XDNY.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 6.61 | -3.77 |
| Martin ratioReturn relative to average drawdown | 9.22 | 22.15 | -12.93 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.79 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.37 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.88 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Drawdowns
XDNY.DE vs. WTDX.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and WTDX.DE.
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Drawdown Indicators
| XDNY.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -34.50% | +6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -8.09% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -23.63% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -23.63% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -32.85% | +4.54% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.95% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.42% | +0.74% |
Volatility
XDNY.DE vs. WTDX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 3.45%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.75% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.17% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 19.25% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 19.43% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 20.00% | -3.46% |
XDNY.DE vs. WTDX.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
XDNY.DE vs. WTDX.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, more than WTDX.DE's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
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% | 0.00% |
Frequently Asked Questions
XDNY.DE and WTDX.DE have a correlation of 0.80, 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 WTDX.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.15% for XDNY.DE and 0.48% for WTDX.DE.
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