XMJP.L vs. DBJP
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
XMJP.L and DBJP 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. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. Both XMJP.L and DBJP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMJP.L or DBJP.
Key characteristics
| XMJP.L | DBJP | |
|---|---|---|
| YTD Return | 7.64% | 23.31% |
| 1Y Return | 11.80% | 24.33% |
| 3Y Return (Ann) | 3.09% | 16.48% |
| 5Y Return (Ann) | 5.14% | 15.40% |
| 10Y Return (Ann) | 7.82% | 10.32% |
| Sharpe Ratio | 0.75 | 1.22 |
| Sortino Ratio | 1.07 | 1.60 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 0.92 | 1.13 |
| Martin Ratio | 2.66 | 3.88 |
| Ulcer Index | 4.43% | 6.28% |
| Daily Std Dev | 15.72% | 19.95% |
| Max Drawdown | -28.91% | -31.30% |
| Current Drawdown | -4.88% | -6.35% |
Correlation
The correlation between XMJP.L and DBJP is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XMJP.L vs. DBJP - Performance Comparison
In the year-to-date period, XMJP.L achieves a 7.64% return, which is significantly lower than DBJP's 23.31% return. Over the past 10 years, XMJP.L has underperformed DBJP with an annualized return of 7.82%, while DBJP has yielded a comparatively higher 10.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMJP.L vs. DBJP - Expense Ratio Comparison
XMJP.L has a 0.20% expense ratio, which is lower than DBJP's 0.46% expense ratio.
Risk-Adjusted Performance
XMJP.L vs. DBJP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
Dividends
XMJP.L vs. DBJP - Dividend Comparison
XMJP.L has not paid dividends to shareholders, while DBJP's dividend yield for the trailing twelve months is around 3.05%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMJP.L Xtrackers MSCI Japan UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.05% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% | 1.84% |
Drawdowns
XMJP.L vs. DBJP - Drawdown Comparison
The maximum XMJP.L drawdown since its inception was -28.91%, smaller than the maximum DBJP drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for XMJP.L and DBJP. For additional features, visit the drawdowns tool.
Volatility
XMJP.L vs. DBJP - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) is 4.61%, while Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a volatility of 5.31%. This indicates that XMJP.L experiences smaller price fluctuations and is considered to be less risky than DBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.