XM1D.DE vs. WTIZ.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - XM1D.DE tracks the MSCI Japan while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 19.46%/yr for WTIZ.DE. Their correlation of 0.93 suggests significant overlap in exposure. XM1D.DE charges 0.12%/yr vs 0.40%/yr for WTIZ.DE.
Performance
XM1D.DE vs. WTIZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XM1D.DE having a 17.34% return and WTIZ.DE slightly higher at 17.38%.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
XM1D.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 16.91% |
Correlation
The correlation between XM1D.DE and WTIZ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.93 |
The correlation between XM1D.DE and WTIZ.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
XM1D.DE vs. WTIZ.DE — Risk / Return Rank
XM1D.DE
WTIZ.DE
XM1D.DE vs. WTIZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.19 | -0.13 |
| Martin ratioReturn relative to average drawdown | 9.87 | 10.27 | -0.41 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.79 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.91 | +0.10 |
Drawdowns
XM1D.DE vs. WTIZ.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, roughly equal to the maximum WTIZ.DE drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and WTIZ.DE.
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Drawdown Indicators
| XM1D.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -17.17% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -10.49% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -17.17% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.17% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.39% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -3.62% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.26% | -0.12% |
Volatility
XM1D.DE vs. WTIZ.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) have volatilities of 3.78% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XM1D.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 3.61% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 15.05% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 18.70% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 16.95% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 16.60% | +1.08% |
XM1D.DE vs. WTIZ.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
XM1D.DE vs. WTIZ.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while WTIZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY 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 WTIZ.DE have a correlation of 0.89, 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 0.40% for WTIZ.DE.
XM1D.DE tracks MSCI Japan, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.12% for XM1D.DE and 0.40% for WTIZ.DE.
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