XMK9.DE vs. EDMJ.DE
XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) and EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) are both Japan Equities funds - XMK9.DE tracks the MSCI Japan while EDMJ.DE tracks the MSCI Japan ESG Enhanced Focus. Both are passively managed. Over the past 5 years, XMK9.DE returned 19.08%/yr vs 9.20%/yr for EDMJ.DE. Their correlation of 0.84 suggests significant overlap in exposure. XMK9.DE charges 0.40%/yr vs 0.15%/yr for EDMJ.DE.
Performance
XMK9.DE vs. EDMJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMK9.DE achieves a 19.57% return, which is significantly higher than EDMJ.DE's 16.26% return.
XMK9.DE
- 1D
- 0.46%
- 1M
- 6.02%
- YTD
- 19.57%
- 6M
- 21.48%
- 1Y
- 51.09%
- 3Y*
- 26.94%
- 5Y*
- 19.08%
- 10Y*
- 13.95%
EDMJ.DE
- 1D
- -0.37%
- 1M
- 2.41%
- YTD
- 16.26%
- 6M
- 16.83%
- 1Y
- 32.00%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
XMK9.DE vs. EDMJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 19.57% | 27.06% | 22.49% | 33.31% | -6.05% | 11.97% | 7.34% | 6.57% |
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 5.87% | 12.14% |
Correlation
The correlation between XMK9.DE and EDMJ.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.84 |
The correlation between XMK9.DE and EDMJ.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
XMK9.DE vs. EDMJ.DE — Risk / Return Rank
XMK9.DE
EDMJ.DE
XMK9.DE vs. EDMJ.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 iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.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.
| XMK9.DE | EDMJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.31 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.21 | 2.92 | +2.30 |
| Martin ratioReturn relative to average drawdown | 17.91 | 9.83 | +8.08 |
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
| XMK9.DE | EDMJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 1.61 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.55 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.54 | +0.16 |
Drawdowns
XMK9.DE vs. EDMJ.DE - Drawdown Comparison
The maximum XMK9.DE drawdown since its inception was -34.29%, which is greater than EDMJ.DE's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for XMK9.DE and EDMJ.DE.
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Drawdown Indicators
| XMK9.DE | EDMJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.29% | -27.95% | -6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -10.59% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.74% | -16.82% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -19.81% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.29% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.13% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.15% | -0.32% |
Volatility
XMK9.DE vs. EDMJ.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) and iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) have volatilities of 3.68% and 3.60%, 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
| XMK9.DE | EDMJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.60% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 15.23% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 19.21% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 16.61% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 17.52% | +1.28% |
XMK9.DE vs. EDMJ.DE - Expense Ratio Comparison
XMK9.DE has a 0.40% expense ratio, which is higher than EDMJ.DE's 0.15% expense ratio.
Dividends
XMK9.DE vs. EDMJ.DE - Dividend Comparison
Neither XMK9.DE nor EDMJ.DE has paid dividends to shareholders.
Frequently Asked Questions
XMK9.DE and EDMJ.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMJ.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for XMK9.DE.
XMK9.DE tracks MSCI Japan, while EDMJ.DE tracks MSCI Japan ESG Enhanced Focus. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.40% for XMK9.DE and 0.15% for EDMJ.DE.
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