XESC.DE vs. IJPN.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and iShares MSCI Japan UCITS ETF (Dist) (IJPN.L).
XESC.DE and IJPN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. IJPN.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Oct 1, 2004. Both XESC.DE and IJPN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XESC.DE or IJPN.L.
Key characteristics
| XESC.DE | IJPN.L | |
|---|---|---|
| YTD Return | 7.70% | 7.98% |
| 1Y Return | 15.31% | 12.27% |
| 3Y Return (Ann) | 5.77% | 3.17% |
| 5Y Return (Ann) | 8.00% | 5.26% |
| 10Y Return (Ann) | 7.60% | 8.00% |
| Sharpe Ratio | 1.01 | 0.78 |
| Sortino Ratio | 1.47 | 1.11 |
| Omega Ratio | 1.18 | 1.16 |
| Calmar Ratio | 1.38 | 0.99 |
| Martin Ratio | 4.71 | 2.80 |
| Ulcer Index | 2.85% | 4.37% |
| Daily Std Dev | 13.25% | 15.62% |
| Max Drawdown | -44.71% | -39.73% |
| Current Drawdown | -6.29% | -4.71% |
Correlation
The correlation between XESC.DE and IJPN.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XESC.DE vs. IJPN.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XESC.DE having a 7.70% return and IJPN.L slightly higher at 7.98%. Over the past 10 years, XESC.DE has underperformed IJPN.L with an annualized return of 7.60%, while IJPN.L has yielded a comparatively higher 8.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XESC.DE vs. IJPN.L - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than IJPN.L's 0.59% expense ratio.
Risk-Adjusted Performance
XESC.DE vs. IJPN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and iShares MSCI Japan UCITS ETF (Dist) (IJPN.L). 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.
Dividends
XESC.DE vs. IJPN.L - Dividend Comparison
XESC.DE has not paid dividends to shareholders, while IJPN.L's dividend yield for the trailing twelve months is around 1.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% | 0.00% | 0.00% |
IJPN.L iShares MSCI Japan UCITS ETF (Dist) | 1.97% | 1.81% | 2.10% | 1.66% | 1.75% | 1.90% | 1.89% | 1.53% | 1.55% | 0.87% | 2.70% | 1.20% |
Drawdowns
XESC.DE vs. IJPN.L - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -44.71%, which is greater than IJPN.L's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for XESC.DE and IJPN.L. For additional features, visit the drawdowns tool.
Volatility
XESC.DE vs. IJPN.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 5.94% compared to iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) at 4.62%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than IJPN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.