XDNY.DE vs. XSX6.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDNY.DE is a Japan Equities fund tracking the MSCI Japan Select ESG Screened, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 9.14%/yr for XSX6.DE. A 0.65 correlation means they provide meaningful diversification when combined. XDNY.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDNY.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDNY.DE has underperformed XSX6.DE with an annualized return of 8.63%, while XSX6.DE has yielded a comparatively higher 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDNY.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDNY.DE and XSX6.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
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 | 0.65 |
The correlation between XDNY.DE and XSX6.DE has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. XSX6.DE — Risk / Return Rank
XDNY.DE
XSX6.DE
XDNY.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 1.73 | +1.11 |
| Martin ratioReturn relative to average drawdown | 9.22 | 6.55 | +2.67 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.26 | +0.28 |
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 | 0.58 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Drawdowns
XDNY.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XSX6.DE.
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Drawdown Indicators
| XDNY.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -36.05% | +7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.46% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -16.37% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -20.84% | +1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -36.05% | +7.74% |
Current DrawdownCurrent decline from peak | -0.44% | -1.56% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -5.27% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.50% | +0.66% |
Volatility
XDNY.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) is 3.45%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XDNY.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.26% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 10.73% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 12.95% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.44% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.61% | +0.93% |
XDNY.DE vs. XSX6.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 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 XSX6.DE have a correlation of 0.64, 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 0.20% for XSX6.DE.
XDNY.DE is categorized as Japan Equities, while XSX6.DE is Europe Equities. XDNY.DE tracks MSCI Japan Select ESG Screened, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for XDNY.DE and 0.20% for XSX6.DE.
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