XJSE.DE vs. XESC.DE
XJSE.DE (Xtrackers II Japan Government Bond UCITS ETF (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XJSE.DE is a Government Bonds fund tracking the FTSE Japanese Government Bond Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XJSE.DE returned -7.50%/yr vs 11.67%/yr for XESC.DE. At a correlation of -0.22, they often move in opposite directions. XJSE.DE charges 0.15%/yr vs 0.09%/yr for XESC.DE.
Performance
XJSE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XJSE.DE achieves a -5.80% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, XJSE.DE has underperformed XESC.DE with an annualized return of -7.50%, while XESC.DE has yielded a comparatively higher 11.67% annualized return.
XJSE.DE
- 1D
- -0.34%
- 1M
- -0.34%
- 6M
- -5.19%
- YTD
- -5.80%
- 1Y
- -15.95%
- 3Y*
- -11.78%
- 5Y*
- -11.28%
- 10Y*
- -7.50%
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
XJSE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XJSE.DE Xtrackers II Japan Government Bond UCITS ETF (Acc) | -5.80% | -17.53% | -8.95% | -9.72% | -14.55% | -3.16% | -4.65% | 5.55% | 7.74% | -8.68% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XJSE.DE and XESC.DE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2013 | -0.22 |
The correlation between XJSE.DE and XESC.DE shifts across timeframes, from -0.23 (10 years) to 0.02 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XJSE.DE vs. XESC.DE — Risk / Return Rank
XJSE.DE
XESC.DE
XJSE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XJSE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -4.39 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.25 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.04 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.49 | 7.10 | -8.59 |
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Drawdowns
XJSE.DE vs. XESC.DE - Drawdown Comparison
The maximum XJSE.DE drawdown since its inception was -55.06%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XJSE.DE and XESC.DE.
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Drawdown Indicators
| XJSE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -46.74% | -8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | -10.88% | -5.62% |
Max Drawdown (3Y)Largest decline over 3 years | -32.72% | -16.53% | -16.19% |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | -23.33% | -23.95% |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | -38.51% | -16.55% |
Current DrawdownCurrent decline from peak | -54.83% | 0.00% | -54.83% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -9.05% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 3.13% | +6.89% |
Volatility
XJSE.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) is 1.82%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.86%. This indicates that XJSE.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJSE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 3.86% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 13.34% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 16.07% | -6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 17.58% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 17.93% | -8.01% |
XJSE.DE vs. XESC.DE - Expense Ratio Comparison
XJSE.DE has a 0.15% expense ratio, which is higher than XESC.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
XJSE.DE vs. XESC.DE - Dividend Comparison
Neither XJSE.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XJSE.DE and XESC.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for XJSE.DE.
XJSE.DE is categorized as Government Bonds, while XESC.DE is Europe Equities. XJSE.DE tracks FTSE Japanese Government Bond Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.15% for XJSE.DE and 0.09% for XESC.DE.
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