PortfoliosLab logoPortfoliosLab logo
XMK9.DE vs. SGAJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMK9.DE vs. SGAJ.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 iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XMK9.DE achieves a 19.57% return, which is significantly higher than SGAJ.DE's 17.45% 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%

SGAJ.DE

1D
-0.33%
1M
4.03%
YTD
17.45%
6M
17.53%
1Y
31.96%
3Y*
15.05%
5Y*
9.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
19.57%27.06%22.49%33.31%-6.05%11.97%7.34%17.42%-7.88%
SGAJ.DE
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)
17.45%11.73%13.07%16.02%-12.85%9.72%5.86%23.60%-6.85%

Correlation

The correlation between XMK9.DE and SGAJ.DE is 0.91, 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

0.91

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

0.87

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.85

The correlation between XMK9.DE and SGAJ.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XMK9.DE vs. SGAJ.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: 8585
Overall Rank
XMK9.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XMK9.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMK9.DE Omega Ratio Rank: 8383
Omega Ratio Rank
XMK9.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XMK9.DE Martin Ratio Rank: 8686
Martin Ratio Rank

SGAJ.DE
SGAJ.DE Risk / Return Rank: 5353
Overall Rank
SGAJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SGAJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SGAJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SGAJ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SGAJ.DE Martin Ratio Rank: 5757
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. SGAJ.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 Screened UCITS ETF USD (Acc) (SGAJ.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.DESGAJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.49

1.31

+0.18

Calmar ratioReturn relative to maximum drawdown

5.21

2.96

+2.25

Martin ratioReturn relative to average drawdown

17.91

9.77

+8.14

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

The current XMK9.DE Sharpe Ratio is 2.64, which is higher than the SGAJ.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XMK9.DE and SGAJ.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.


Loading charts...

Sharpe Ratios by Period


XMK9.DESGAJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.62

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.57

+0.44

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

0.55

+0.15

Drawdowns

XMK9.DE vs. SGAJ.DE - Drawdown Comparison

The maximum XMK9.DE drawdown since its inception was -34.29%, which is greater than SGAJ.DE's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for XMK9.DE and SGAJ.DE.


Loading charts...

Drawdown Indicators


XMK9.DESGAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-28.20%

-6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-10.37%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-17.14%

-4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

-19.32%

-2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

Current Drawdown

Current decline from peak

0.00%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-7.71%

-5.79%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.15%

-0.32%

Volatility

XMK9.DE vs. SGAJ.DE - Volatility Comparison

Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a higher volatility of 3.68% compared to iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) at 3.44%. This indicates that XMK9.DE's price experiences larger fluctuations and is considered to be riskier than SGAJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XMK9.DESGAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.44%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

15.00%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

18.93%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

16.69%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

17.41%

+1.39%

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

XMK9.DE has a 0.40% expense ratio, which is higher than SGAJ.DE's 0.15% expense ratio.


Dividends

XMK9.DE vs. SGAJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, XMK9.DE and SGAJ.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, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for XMK9.DE.

XMK9.DE tracks MSCI Japan, while SGAJ.DE tracks MSCI Japan ESG Screened. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.40% for XMK9.DE and 0.15% for SGAJ.DE.

Portfolio Optimizer

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

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

Open Portfolio Optimizer