XMJP.L vs. XWTS.DE
XMJP.L (Xtrackers MSCI Japan UCITS ETF 1C) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both exchange-traded funds - XMJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, XMJP.L returned 10.26%/yr vs 11.71%/yr for XWTS.DE. At a 0.46 correlation, their price movements are largely independent. XMJP.L charges 0.20%/yr vs 0.25%/yr for XWTS.DE.
Performance
XMJP.L vs. XWTS.DE - Performance Comparison
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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%
XMJP.L vs. XWTS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XMJP.L
XWTS.DE
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.L | XWTS.DE | Difference | |
|---|---|---|---|
| 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 |
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 | XWTS.DE | Difference | |
|---|---|---|---|
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.L | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.26% | -3.23% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -7.77% | +0.33% |
Ulcer IndexDepth 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.L | XWTS.DE | Difference | |
|---|---|---|---|
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.
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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