XMJP.L vs. CSJP.L
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
XMJP.L and CSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 9, 2007. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both XMJP.L and CSJP.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.
Performance
XMJP.L vs. CSJP.L - Performance Comparison
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XMJP.L vs. CSJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMJP.L Xtrackers MSCI Japan UCITS ETF 1C | 8.78% | 17.49% | 9.14% | 13.88% | -7.09% | 2.11% | 12.34% | 14.37% | -8.64% | 13.19% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 8.75% | 17.48% | 9.01% | 13.68% | -7.33% | 1.76% | 12.16% | 13.94% | -8.52% | 13.00% |
Returns By Period
The year-to-date returns for both stocks are quite close, with XMJP.L having a 8.78% return and CSJP.L slightly lower at 8.75%. Both investments have delivered pretty close results over the past 10 years, with XMJP.L having a 9.97% annualized return and CSJP.L not far behind at 9.80%.
XMJP.L
- 1D
- 4.37%
- 1M
- -2.90%
- YTD
- 8.78%
- 6M
- 13.84%
- 1Y
- 29.60%
- 3Y*
- 14.98%
- 5Y*
- 8.41%
- 10Y*
- 9.97%
CSJP.L
- 1D
- 4.59%
- 1M
- -2.89%
- YTD
- 8.75%
- 6M
- 13.97%
- 1Y
- 29.62%
- 3Y*
- 14.89%
- 5Y*
- 8.24%
- 10Y*
- 9.80%
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XMJP.L vs. CSJP.L - Expense Ratio Comparison
XMJP.L has a 0.20% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.
Return for Risk
XMJP.L vs. CSJP.L — Risk / Return Rank
XMJP.L
CSJP.L
XMJP.L vs. CSJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.
| XMJP.L | CSJP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.51 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.16 | 2.13 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.93 | -0.04 |
Martin ratioReturn relative to average drawdown | 10.34 | 10.36 | -0.02 |
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
| XMJP.L | CSJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.51 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.52 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.62 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.61 | -0.22 |
Correlation
The correlation between XMJP.L and CSJP.L is 0.95, 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.
Dividends
XMJP.L vs. CSJP.L - Dividend Comparison
Neither XMJP.L nor CSJP.L has paid dividends to shareholders.
Drawdowns
XMJP.L vs. CSJP.L - Drawdown Comparison
The maximum XMJP.L drawdown since its inception was -28.91%, which is greater than CSJP.L's maximum drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for XMJP.L and CSJP.L.
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Drawdown Indicators
| XMJP.L | CSJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.91% | -24.31% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -10.49% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.48% | -18.68% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | -24.31% | +0.09% |
Current DrawdownCurrent decline from peak | -5.37% | -5.21% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -6.14% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.97% | +0.01% |
Volatility
XMJP.L vs. CSJP.L - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) have volatilities of 8.54% and 8.74%, 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
| XMJP.L | CSJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 8.74% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.40% | 14.69% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 19.47% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 15.77% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 15.96% | -0.05% |