XM1D.DE vs. SXRZ.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - XM1D.DE tracks the MSCI Japan while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 20.34%/yr for SXRZ.DE. Their correlation of 0.89 suggests significant overlap in exposure. XM1D.DE charges 0.12%/yr vs 0.48%/yr for SXRZ.DE.
Performance
XM1D.DE vs. SXRZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XM1D.DE achieves a 17.34% return, which is significantly lower than SXRZ.DE's 32.06% return.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
SXRZ.DE
- 1D
- -1.49%
- 1M
- 7.63%
- YTD
- 32.06%
- 6M
- 30.08%
- 1Y
- 60.04%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
XM1D.DE vs. SXRZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 13.06% |
Correlation
The correlation between XM1D.DE and SXRZ.DE is 0.85, 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 | 0.85 |
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 SXRZ.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
XM1D.DE vs. SXRZ.DE — Risk / Return Rank
XM1D.DE
SXRZ.DE
XM1D.DE vs. SXRZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 4.57 | -1.52 |
| Martin ratioReturn relative to average drawdown | 9.87 | 13.83 | -3.96 |
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
| XM1D.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.53 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.58 | +0.43 |
Drawdowns
XM1D.DE vs. SXRZ.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum SXRZ.DE drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and SXRZ.DE.
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Drawdown Indicators
| XM1D.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -29.90% | +12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -12.92% | +2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -20.19% | +3.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.90% | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.49% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -7.26% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.28% | -1.14% |
Volatility
XM1D.DE vs. SXRZ.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) is 3.78%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 6.62%. This indicates that XM1D.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XM1D.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 6.62% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 18.37% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 23.34% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 18.49% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 17.77% | -0.09% |
XM1D.DE vs. SXRZ.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
XM1D.DE vs. SXRZ.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while SXRZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 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 SXRZ.DE have a correlation of 0.85, 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 0.48% for SXRZ.DE.
XM1D.DE tracks MSCI Japan, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XM1D.DE and 0.48% for SXRZ.DE.
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