XM1D.DE vs. JARI.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - XM1D.DE tracks the MSCI Japan while JARI.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 1.75%/yr for JARI.DE. Their correlation of 0.89 suggests significant overlap in exposure. XM1D.DE charges 0.12%/yr vs 0.18%/yr for JARI.DE.
Performance
XM1D.DE vs. JARI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XM1D.DE achieves a 17.34% return, which is significantly higher than JARI.DE's 3.03% return.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
JARI.DE
- 1D
- -0.26%
- 1M
- 2.27%
- YTD
- 3.03%
- 6M
- 2.83%
- 1Y
- 10.29%
- 3Y*
- 1.75%
- 5Y*
- 1.52%
- 10Y*
- —
XM1D.DE vs. JARI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 3.03% | 5.73% | 2.11% | 4.03% |
Correlation
The correlation between XM1D.DE and JARI.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.89 |
The correlation between XM1D.DE and JARI.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XM1D.DE vs. JARI.DE — Risk / Return Rank
XM1D.DE
JARI.DE
XM1D.DE vs. JARI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.
| XM1D.DE | JARI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 0.97 | +2.08 |
| Martin ratioReturn relative to average drawdown | 9.87 | 2.81 | +7.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XM1D.DE | JARI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.57 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.24 | +0.77 |
Drawdowns
XM1D.DE vs. JARI.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum JARI.DE drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and JARI.DE.
Loading charts...
Drawdown Indicators
| XM1D.DE | JARI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -23.16% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -10.21% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -15.32% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.16% | — |
Current DrawdownCurrent decline from peak | -0.34% | -5.68% | +5.34% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -11.49% | +8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.55% | -0.41% |
Volatility
XM1D.DE vs. JARI.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a higher volatility of 3.78% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) at 3.56%. This indicates that XM1D.DE's price experiences larger fluctuations and is considered to be riskier than JARI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XM1D.DE | JARI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 3.56% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 14.05% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 17.57% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 16.04% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 15.89% | +1.79% |
XM1D.DE vs. JARI.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is lower than JARI.DE's 0.18% 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
XM1D.DE vs. JARI.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while JARI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
Frequently Asked Questions
XM1D.DE and JARI.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for JARI.DE.
XM1D.DE tracks MSCI Japan, while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XM1D.DE and 0.18% for JARI.DE.
Find the right allocation for XM1D.DE and JARI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer