XM1D.DE vs. IJPH.L
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L).
XM1D.DE and IJPH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XM1D.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Japan. It was launched on Mar 8, 2023. IJPH.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to GBP Index. It was launched on Jul 31, 2012. Both XM1D.DE and IJPH.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: XM1D.DE or IJPH.L.
Key characteristics
| XM1D.DE | IJPH.L | |
|---|---|---|
| YTD Return | 7.69% | 12.43% |
| 1Y Return | 6.53% | 12.49% |
| Sharpe Ratio | 0.40 | 0.58 |
| Daily Std Dev | 17.11% | 20.85% |
| Max Drawdown | -13.56% | -34.54% |
| Current Drawdown | -5.09% | -13.46% |
Correlation
The correlation between XM1D.DE and IJPH.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XM1D.DE vs. IJPH.L - Performance Comparison
In the year-to-date period, XM1D.DE achieves a 7.69% return, which is significantly lower than IJPH.L's 12.43% 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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XM1D.DE vs. IJPH.L - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is lower than IJPH.L's 0.64% expense ratio.
Risk-Adjusted Performance
XM1D.DE vs. IJPH.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.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
XM1D.DE vs. IJPH.L - Dividend Comparison
Neither XM1D.DE nor IJPH.L has paid dividends to shareholders.
Drawdowns
XM1D.DE vs. IJPH.L - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -13.56%, smaller than the maximum IJPH.L drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and IJPH.L. For additional features, visit the drawdowns tool.
Volatility
XM1D.DE vs. IJPH.L - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) is 5.34%, while iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a volatility of 7.21%. This indicates that XM1D.DE experiences smaller price fluctuations and is considered to be less risky than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.