XDNY.DE vs. XDEQ.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDNY.DE is a Japan Equities fund tracking the MSCI Japan Select ESG Screened, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 12.38%/yr for XDEQ.DE. A 0.60 correlation means they provide meaningful diversification when combined. XDNY.DE charges 0.15%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDNY.DE vs. XDEQ.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 higher than XDEQ.DE's 9.48% return. Over the past 10 years, XDNY.DE has underperformed XDEQ.DE with an annualized return of 8.63%, while XDEQ.DE has yielded a comparatively higher 12.38% 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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDNY.DE vs. XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XDNY.DE and XDEQ.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2015 | 0.60 |
The correlation between XDNY.DE and XDEQ.DE has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. XDEQ.DE — Risk / Return Rank
XDNY.DE
XDEQ.DE
XDNY.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.04 | -0.20 |
| Martin ratioReturn relative to average drawdown | 9.22 | 12.17 | -2.95 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.78 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.80 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.85 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.80 | -0.43 |
Drawdowns
XDNY.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XDEQ.DE.
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Drawdown Indicators
| XDNY.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -32.16% | +3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -6.22% | -3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -20.59% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -20.59% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -32.16% | +3.85% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -4.75% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.56% | +1.60% |
Volatility
XDNY.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 3.45% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDNY.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.36% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 7.32% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 10.64% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.12% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.35% | +1.19% |
XDNY.DE vs. XDEQ.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than XDEQ.DE's 0.25% expense ratio. Despite the difference, 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. XDEQ.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 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 XDEQ.DE have a correlation of 0.59, 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 0.25% for XDEQ.DE.
XDNY.DE is categorized as Japan Equities, while XDEQ.DE is Global Equities. XDNY.DE tracks MSCI Japan Select ESG Screened, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.15% for XDNY.DE and 0.25% for XDEQ.DE.
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