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XMK9.DE vs. DBXJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMK9.DE vs. DBXJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XMK9.DE having a 20.50% return and DBXJ.DE slightly lower at 20.08%. Over the past 10 years, XMK9.DE has outperformed DBXJ.DE with an annualized return of 15.38%, while DBXJ.DE has yielded a comparatively lower 9.68% annualized return.


XMK9.DE

1D
0.60%
1M
2.82%
YTD
20.50%
6M
20.57%
1Y
51.28%
3Y*
26.34%
5Y*
19.23%
10Y*
15.38%

DBXJ.DE

1D
0.55%
1M
3.66%
YTD
20.08%
6M
20.36%
1Y
38.56%
3Y*
17.62%
5Y*
10.48%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMK9.DE vs. DBXJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
20.50%27.06%22.48%33.32%-6.06%11.96%7.38%17.43%-16.83%18.73%
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
20.08%12.58%13.75%16.43%-12.41%9.99%5.08%21.75%-9.54%9.08%

Correlation

The correlation between XMK9.DE and DBXJ.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.87

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

0.83

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 15, 2012

0.84

The correlation between XMK9.DE and DBXJ.DE shifts across timeframes, from 0.83 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XMK9.DE vs. DBXJ.DE — Risk / Return Rank

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

XMK9.DE
XMK9.DE Risk / Return Rank: 8888
Overall Rank
XMK9.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMK9.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
XMK9.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XMK9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMK9.DE Martin Ratio Rank: 8989
Martin Ratio Rank

DBXJ.DE
DBXJ.DE Risk / Return Rank: 7474
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 7575
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.

XMK9.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMK9.DEDBXJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

5.25

3.76

+1.49

Martin ratioReturn relative to average drawdown

17.51

12.26

+5.25

XMK9.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current XMK9.DE Sharpe Ratio is 2.53, which is comparable to the DBXJ.DE Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XMK9.DE and DBXJ.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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Drawdowns

XMK9.DE vs. DBXJ.DE - Drawdown Comparison

The maximum XMK9.DE drawdown since its inception was -34.30%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for XMK9.DE and DBXJ.DE.


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Drawdown Indicators


XMK9.DEDBXJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.30%

-51.22%

+16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-10.21%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-16.95%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

-19.01%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

-28.04%

-6.26%

Current Drawdown

Current decline from peak

-3.37%

-2.91%

-0.46%

Average Drawdown

Average peak-to-trough decline

-7.64%

-14.58%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.14%

-0.22%

Volatility

XMK9.DE vs. DBXJ.DE - Volatility Comparison

Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a higher volatility of 6.95% compared to Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) at 6.11%. This indicates that XMK9.DE's price experiences larger fluctuations and is considered to be riskier than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMK9.DEDBXJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

6.11%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

15.85%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

19.45%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

16.74%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

16.40%

+2.20%

XMK9.DE vs. DBXJ.DE - Expense Ratio Comparison

XMK9.DE has a 0.40% expense ratio, which is higher than DBXJ.DE's 0.12% expense ratio.


Dividends

XMK9.DE vs. DBXJ.DE - Dividend Comparison

Neither XMK9.DE nor DBXJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, XMK9.DE and DBXJ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for XMK9.DE.

Both ETFs track MSCI Japan. Their fees differ too: 0.40% for XMK9.DE and 0.12% for DBXJ.DE.

Portfolio Optimizer

Find the right allocation for XMK9.DE and DBXJ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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