XDNY.DE vs. XMK9.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) are both Japan Equities funds from Xtrackers - XDNY.DE tracks the MSCI Japan Select ESG Screened while XMK9.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 13.95%/yr for XMK9.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.40%/yr for XMK9.DE.
Performance
XDNY.DE vs. XMK9.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 XMK9.DE's 19.57% return. Over the past 10 years, XDNY.DE has underperformed XMK9.DE with an annualized return of 8.63%, while XMK9.DE has yielded a comparatively higher 13.95% 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%
XMK9.DE
- 1D
- 0.46%
- 1M
- 6.02%
- YTD
- 19.57%
- 6M
- 21.48%
- 1Y
- 51.09%
- 3Y*
- 26.94%
- 5Y*
- 19.08%
- 10Y*
- 13.95%
XDNY.DE vs. XMK9.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% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 19.57% | 27.06% | 22.49% | 33.31% | -6.05% | 11.97% | 7.34% | 17.42% | -16.83% | 18.79% |
Correlation
The correlation between XDNY.DE and XMK9.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2015 | 0.84 |
The correlation between XDNY.DE and XMK9.DE has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. XMK9.DE — Risk / Return Rank
XDNY.DE
XMK9.DE
XDNY.DE vs. XMK9.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 Japan UCITS ETF 4C EUR Hedged (XMK9.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 | XMK9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.49 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 5.21 | -2.37 |
| Martin ratioReturn relative to average drawdown | 9.22 | 17.91 | -8.69 |
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 | XMK9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.64 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.01 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.74 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.70 | -0.33 |
Drawdowns
XDNY.DE vs. XMK9.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum XMK9.DE drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XMK9.DE.
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Drawdown Indicators
| XDNY.DE | XMK9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -34.29% | +5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.72% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -21.74% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -21.74% | +1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -34.29% | +5.98% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.71% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.83% | +0.33% |
Volatility
XDNY.DE vs. XMK9.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 3.45%, while Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a volatility of 3.68%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than XMK9.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 | XMK9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.68% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.80% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 19.21% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 18.65% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 18.80% | -2.26% |
XDNY.DE vs. XMK9.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than XMK9.DE's 0.40% expense ratio.
Dividends
XDNY.DE vs. XMK9.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while XMK9.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, XDNY.DE and XMK9.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, 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 0.40% for XMK9.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while XMK9.DE tracks MSCI Japan. Their fees differ too: 0.15% for XDNY.DE and 0.40% for XMK9.DE.
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