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XMJP.L vs. CSJP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMJP.L vs. CSJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L). The values are adjusted to include any dividend payments, if applicable.

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XMJP.L vs. CSJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMJP.L
XMJP.L Risk / Return Rank: 8080
Overall Rank
XMJP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XMJP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XMJP.L Omega Ratio Rank: 7575
Omega Ratio Rank
XMJP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XMJP.L Martin Ratio Rank: 8383
Martin Ratio Rank

CSJP.L
CSJP.L Risk / Return Rank: 8181
Overall Rank
CSJP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CSJP.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CSJP.L Omega Ratio Rank: 7575
Omega Ratio Rank
CSJP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSJP.L Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LCSJP.LDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.51

+0.02

Sortino ratio

Return per unit of downside risk

2.16

2.13

+0.03

Omega ratio

Gain probability vs. loss probability

1.29

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

2.90

2.93

-0.04

Martin ratio

Return relative to average drawdown

10.34

10.36

-0.02

XMJP.L vs. CSJP.L - Sharpe Ratio Comparison

The current XMJP.L Sharpe Ratio is 1.53, which is comparable to the CSJP.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of XMJP.L and CSJP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMJP.LCSJP.LDifference

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.


Tickers have no history of dividend payments

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.LCSJP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.37%

-5.21%

-0.16%

Average Drawdown

Average peak-to-trough decline

-7.48%

-6.14%

-1.34%

Ulcer Index

Depth 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.LCSJP.LDifference

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%