XJSE.DE vs. XSX6.DE
XJSE.DE (Xtrackers II Japan Government Bond UCITS ETF (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XJSE.DE is a Government Bonds fund tracking the FTSE Japanese Government Bond Index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XJSE.DE returned -7.50%/yr vs 10.16%/yr for XSX6.DE. At a correlation of -0.17, they often move in opposite directions. XJSE.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
XJSE.DE vs. XSX6.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 XSX6.DE's 11.63% return. Over the past 10 years, XJSE.DE has underperformed XSX6.DE with an annualized return of -7.50%, while XSX6.DE has yielded a comparatively higher 10.16% 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%
XSX6.DE
- 1D
- 0.00%
- 1M
- 4.56%
- 6M
- 10.88%
- YTD
- 11.63%
- 1Y
- 22.49%
- 3Y*
- 15.24%
- 5Y*
- 10.32%
- 10Y*
- 10.16%
XJSE.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 11.63% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XJSE.DE and XSX6.DE is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2013 | -0.17 |
The correlation between XJSE.DE and XSX6.DE shifts across timeframes, from -0.17 (10 years) to 0.04 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XJSE.DE vs. XSX6.DE — Risk / Return Rank
XJSE.DE
XSX6.DE
XJSE.DE vs. XSX6.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 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.
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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.44 | ||
| Sortino ratioReturn per unit of downside risk | -4.79 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.32 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.37 | -3.33 |
| Martin ratioReturn relative to average drawdown | -1.49 | 9.17 | -10.66 |
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Drawdowns
XJSE.DE vs. XSX6.DE - Drawdown Comparison
The maximum XJSE.DE drawdown since its inception was -55.06%, which is greater than XSX6.DE's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XJSE.DE and XSX6.DE.
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Drawdown Indicators
| XJSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -36.06% | -19.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | -9.46% | -7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.72% | -16.37% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | -20.84% | -26.44% |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | -36.06% | -19.00% |
Current DrawdownCurrent decline from peak | -54.83% | 0.00% | -54.83% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -5.24% | -14.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 2.44% | +7.58% |
Volatility
XJSE.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) is 1.82%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XJSE.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
| XJSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 3.11% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 10.96% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 13.02% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 14.46% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 15.23% | -5.31% |
XJSE.DE vs. XSX6.DE - Expense Ratio Comparison
XJSE.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
XJSE.DE vs. XSX6.DE - Dividend Comparison
Neither XJSE.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XJSE.DE and XSX6.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XJSE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XJSE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XSX6.DE.
XJSE.DE is categorized as Government Bonds, while XSX6.DE is Europe Equities. XJSE.DE tracks FTSE Japanese Government Bond Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for XJSE.DE and 0.20% for XSX6.DE.
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