XGIU.L vs. XDJP.L
XGIU.L (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - XGIU.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 10 years, XGIU.L returned 1.97%/yr vs 13.14%/yr for XDJP.L. At a 0.06 correlation, their price movements are largely independent. XGIU.L charges 0.20%/yr vs 0.09%/yr for XDJP.L.
Performance
XGIU.L vs. XDJP.L - Performance Comparison
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Returns By Period
In the year-to-date period, XGIU.L achieves a 1.28% return, which is significantly lower than XDJP.L's 31.98% return. Over the past 10 years, XGIU.L has underperformed XDJP.L with an annualized return of 1.97%, while XDJP.L has yielded a comparatively higher 13.14% annualized return.
XGIU.L
- 1D
- 0.09%
- 1M
- 0.66%
- YTD
- 1.28%
- 6M
- 0.66%
- 1Y
- 4.77%
- 3Y*
- 0.78%
- 5Y*
- -1.04%
- 10Y*
- 1.97%
XDJP.L
- 1D
- -1.35%
- 1M
- 10.95%
- YTD
- 31.98%
- 6M
- 29.24%
- 1Y
- 64.30%
- 3Y*
- 20.95%
- 5Y*
- 12.61%
- 10Y*
- 13.14%
XGIU.L vs. XDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGIU.L Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 1.28% | 1.16% | -1.40% | -0.59% | -12.25% | 3.51% | 7.89% | 4.14% | 3.71% | 1.12% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 31.98% | 21.04% | 9.67% | 15.52% | -10.26% | -3.79% | 21.77% | 16.58% | -3.53% | 14.73% |
Correlation
The correlation between XGIU.L and XDJP.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2016 | 0.06 |
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Return for Risk
XGIU.L vs. XDJP.L — Risk / Return Rank
XGIU.L
XDJP.L
XGIU.L vs. XDJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.
| XGIU.L | XDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 4.77 | -3.17 |
| Martin ratioReturn relative to average drawdown | 3.05 | 14.50 | -11.46 |
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
| XGIU.L | XDJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.85 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.71 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.78 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.75 | -0.42 |
Drawdowns
XGIU.L vs. XDJP.L - Drawdown Comparison
The maximum XGIU.L drawdown since its inception was -20.08%, smaller than the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for XGIU.L and XDJP.L.
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Drawdown Indicators
| XGIU.L | XDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -23.69% | +3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -13.40% | +10.43% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -18.82% | +13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.08% | -20.61% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -20.08% | -23.69% | +3.61% |
Current DrawdownCurrent decline from peak | -14.69% | -1.35% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -11.04% | -6.79% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 4.42% | -2.86% |
Volatility
XGIU.L vs. XDJP.L - Volatility Comparison
The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) is 2.42%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.75%. This indicates that XGIU.L experiences smaller price fluctuations and is considered to be less risky than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGIU.L | XDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 6.75% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 17.68% | -13.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 22.44% | -17.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 17.72% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.64% | 17.63% | -5.99% |
XGIU.L vs. XDJP.L - Expense Ratio Comparison
XGIU.L has a 0.20% expense ratio, which is higher than XDJP.L'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
XGIU.L vs. XDJP.L - Dividend Comparison
XGIU.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.04% | 1.33% | 1.41% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% |
XGIU.L Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 0.00% | 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
XGIU.L and XDJP.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.20% for XGIU.L.
XGIU.L is categorized as Inflation-Protected Bonds, while XDJP.L is Japan Equities. XGIU.L tracks Bloomberg Gbl Infl Linked TR USD, while XDJP.L tracks TOPIX TR JPY. Their fees differ too: 0.20% for XGIU.L and 0.09% for XDJP.L.
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