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XDNY.DE vs. XMK9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDNY.DE vs. XMK9.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 Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDNY.DE vs. XMK9.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%
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

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

XMK9.DE
XMK9.DE Risk / Return Rank: 8585
Overall Rank
XMK9.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XMK9.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMK9.DE Omega Ratio Rank: 8383
Omega Ratio Rank
XMK9.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XMK9.DE Martin Ratio Rank: 8686
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. 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.DEXMK9.DEDifference
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

XDNY.DE vs. XMK9.DE - Sharpe Ratio Comparison

The current XDNY.DE Sharpe Ratio is 1.54, which is lower than the XMK9.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of XDNY.DE and XMK9.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.DEXMK9.DEDifference

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.DEXMK9.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.44%

0.00%

-0.44%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.71%

+1.23%

Ulcer Index

Depth 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.DEXMK9.DEDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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