XDNY.DE vs. XNKY.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both Japan Equities funds from Xtrackers - XDNY.DE tracks the MSCI Japan Select ESG Screened while XNKY.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, XDNY.DE returned 9.26%/yr vs 12.43%/yr for XNKY.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.09%/yr for XNKY.DE.
Performance
XDNY.DE vs. XNKY.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 XNKY.DE's 32.35% 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%
XNKY.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.35%
- 6M
- 30.39%
- 1Y
- 60.72%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
XDNY.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 8.59% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | 3.16% | 13.56% |
Correlation
The correlation between XDNY.DE and XNKY.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 (All Time) Calculated using the full available price history since Nov 3, 2020 | 0.90 |
The correlation between XDNY.DE and XNKY.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. XNKY.DE — Risk / Return Rank
XDNY.DE
XNKY.DE
XDNY.DE vs. XNKY.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 Nikkei 225 UCITS ETF (XNKY.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 | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 4.59 | -1.74 |
| Martin ratioReturn relative to average drawdown | 9.22 | 13.91 | -4.69 |
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 | XNKY.DE | Difference | |
|---|---|---|---|
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 | 0.66 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.74 | -0.37 |
Drawdowns
XDNY.DE vs. XNKY.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XNKY.DE.
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Drawdown Indicators
| XDNY.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -21.47% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -12.99% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -20.16% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -21.15% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -1.43% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.84% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.29% | -1.13% |
Volatility
XDNY.DE vs. XNKY.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 3.45%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.59%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than XNKY.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 | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 6.59% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 18.61% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 23.59% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 18.57% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 18.42% | -1.88% |
XDNY.DE vs. XNKY.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio. However, 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. XNKY.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while XNKY.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% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 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
XDNY.DE and XNKY.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, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for XDNY.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while XNKY.DE tracks Nikkei 225®. Their fees differ too: 0.15% for XDNY.DE and 0.09% for XNKY.DE.
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