XMJP.L vs. XCX5.L
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L).
XMJP.L and XCX5.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. XCX5.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI India NR USD. It was launched on Jun 24, 2010. Both XMJP.L and XCX5.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. XCX5.L - Performance Comparison
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XMJP.L vs. XCX5.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% |
XCX5.L Xtrackers MSCI India Swap UCITS ETF 1C | -14.46% | -5.16% | 11.92% | 12.56% | 2.33% | 26.19% | 9.49% | 2.58% | -3.56% | 24.83% |
Returns By Period
In the year-to-date period, XMJP.L achieves a 8.78% return, which is significantly higher than XCX5.L's -14.46% return. Over the past 10 years, XMJP.L has outperformed XCX5.L with an annualized return of 9.97%, while XCX5.L has yielded a comparatively lower 7.46% annualized return.
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%
XCX5.L
- 1D
- 1.91%
- 1M
- -8.68%
- YTD
- -14.46%
- 6M
- -11.28%
- 1Y
- -12.62%
- 3Y*
- 4.16%
- 5Y*
- 4.71%
- 10Y*
- 7.46%
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XMJP.L vs. XCX5.L - Expense Ratio Comparison
XMJP.L has a 0.20% expense ratio, which is lower than XCX5.L's 0.75% expense ratio.
Return for Risk
XMJP.L vs. XCX5.L — Risk / Return Rank
XMJP.L
XCX5.L
XMJP.L vs. XCX5.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 Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.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 | XCX5.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | -0.79 | +2.32 |
Sortino ratioReturn per unit of downside risk | 2.16 | -1.04 | +3.20 |
Omega ratioGain probability vs. loss probability | 1.29 | 0.88 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | -0.66 | +3.56 |
Martin ratioReturn relative to average drawdown | 10.34 | -2.03 | +12.37 |
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 | XCX5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | -0.79 | +2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.30 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.38 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.22 | +0.16 |
Correlation
The correlation between XMJP.L and XCX5.L is 0.44, 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.
Dividends
XMJP.L vs. XCX5.L - Dividend Comparison
Neither XMJP.L nor XCX5.L has paid dividends to shareholders.
Drawdowns
XMJP.L vs. XCX5.L - Drawdown Comparison
The maximum XMJP.L drawdown since its inception was -28.91%, smaller than the maximum XCX5.L drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for XMJP.L and XCX5.L.
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Drawdown Indicators
| XMJP.L | XCX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.91% | -41.74% | +12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -19.88% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.48% | -26.47% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | -37.35% | +13.13% |
Current DrawdownCurrent decline from peak | -5.37% | -24.61% | +19.24% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -10.91% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 6.48% | -3.50% |
Volatility
XMJP.L vs. XCX5.L - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) has a higher volatility of 8.54% compared to Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) at 6.23%. This indicates that XMJP.L's price experiences larger fluctuations and is considered to be riskier than XCX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMJP.L | XCX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 6.23% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.40% | 11.37% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 15.98% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 15.85% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 19.81% | -3.90% |