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XMJP.L vs. XWTS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMJP.L vs. XWTS.DE - Performance Comparison

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

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Different Trading Currencies

XMJP.L is traded in GBp, while XWTS.DE is traded in EUR. To make them comparable, the XWTS.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMJP.L achieves a 16.45% return, which is significantly higher than XWTS.DE's 4.15% return. Over the past 10 years, XMJP.L has underperformed XWTS.DE with an annualized return of 10.26%, while XWTS.DE has yielded a comparatively higher 11.71% annualized return.


XMJP.L

1D
-0.26%
1M
6.26%
YTD
16.45%
6M
15.56%
1Y
34.15%
3Y*
15.63%
5Y*
10.23%
10Y*
10.26%

XWTS.DE

1D
1.06%
1M
-0.44%
YTD
4.15%
6M
2.43%
1Y
25.74%
3Y*
23.58%
5Y*
11.98%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMJP.L vs. XWTS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMJP.L
Xtrackers MSCI Japan UCITS ETF 1C
16.45%17.49%9.14%13.88%-7.09%2.11%12.34%14.37%-8.64%13.19%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.15%20.70%35.95%39.56%-30.60%16.45%17.70%23.94%-4.74%-3.10%

Correlation

The correlation between XMJP.L and XWTS.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.46

Over the past year, the correlation between XMJP.L and XWTS.DE has dropped to 0.23 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

XMJP.L vs. XWTS.DE — 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: 5959
Overall Rank
XMJP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XMJP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
XMJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
XMJP.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XMJP.L Martin Ratio Rank: 5858
Martin Ratio Rank

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
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. XWTS.DE - 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 World Communication Services UCITS ETF 1C (XWTS.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.


XMJP.LXWTS.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

3.19

2.87

+0.33

Martin ratioReturn relative to average drawdown

10.22

10.92

-0.70

XMJP.L vs. XWTS.DE - Sharpe Ratio Comparison

The current XMJP.L Sharpe Ratio is 1.88, which is comparable to the XWTS.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XMJP.L and XWTS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMJP.LXWTS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.88

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.66

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.70

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.69

-0.29

Drawdowns

XMJP.L vs. XWTS.DE - Drawdown Comparison

The maximum XMJP.L drawdown since its inception was -28.91%, smaller than the maximum XWTS.DE drawdown of -35.50%. Use the drawdown chart below to compare losses from any high point for XMJP.L and XWTS.DE.


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Drawdown Indicators


XMJP.LXWTS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-35.50%

+6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-8.94%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-21.92%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-35.50%

+17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

-35.50%

+11.28%

Current Drawdown

Current decline from peak

-0.26%

-3.23%

+2.97%

Average Drawdown

Average peak-to-trough decline

-7.44%

-7.77%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.35%

+0.98%

Volatility

XMJP.L vs. XWTS.DE - Volatility Comparison

Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) have volatilities of 3.89% and 3.92%, 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.LXWTS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

3.92%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

9.61%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

13.66%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

17.85%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

17.91%

-2.01%

XMJP.L vs. XWTS.DE - Expense Ratio Comparison

XMJP.L has a 0.20% expense ratio, which is lower than XWTS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XMJP.L vs. XWTS.DE - Dividend Comparison

Neither XMJP.L nor XWTS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMJP.L and XWTS.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMJP.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMJP.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.

XMJP.L is categorized as Japan Equities, while XWTS.DE is Communications Equities. XMJP.L tracks TOPIX TR JPY, while XWTS.DE tracks MSCI World/Comm Services NR USD. Their fees differ too: 0.20% for XMJP.L and 0.25% for XWTS.DE.

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