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XNKY.DE vs. AW15.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNKY.DE vs. AW15.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNKY.DE achieves a 32.35% return, which is significantly higher than AW15.DE's 8.65% return.


XNKY.DE

1D
-1.43%
1M
7.59%
YTD
32.35%
6M
30.39%
1Y
60.72%
3Y*
20.83%
5Y*
12.43%
10Y*

AW15.DE

1D
-1.40%
1M
0.24%
YTD
8.65%
6M
7.80%
1Y
22.36%
3Y*
6.95%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNKY.DE vs. AW15.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
32.35%16.16%14.34%18.03%-15.35%-1.20%
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
8.65%10.45%2.67%12.34%-19.88%2.52%

Correlation

The correlation between XNKY.DE and AW15.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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.92

The correlation between XNKY.DE and AW15.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

XNKY.DE vs. AW15.DE — Risk / Return Rank

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

XNKY.DE
XNKY.DE Risk / Return Rank: 7979
Overall Rank
XNKY.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 7474
Martin Ratio Rank

AW15.DE
AW15.DE Risk / Return Rank: 3535
Overall Rank
AW15.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 3939
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.

XNKY.DE vs. AW15.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


XNKY.DEAW15.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

4.59

1.87

+2.72

Martin ratioReturn relative to average drawdown

13.91

6.07

+7.84

XNKY.DE vs. AW15.DE - Sharpe Ratio Comparison

The current XNKY.DE Sharpe Ratio is 2.53, which is higher than the AW15.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XNKY.DE and AW15.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


XNKY.DEAW15.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.11

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.19

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.15

+0.59

Drawdowns

XNKY.DE vs. AW15.DE - Drawdown Comparison

The maximum XNKY.DE drawdown since its inception was -21.47%, smaller than the maximum AW15.DE drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for XNKY.DE and AW15.DE.


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Drawdown Indicators


XNKY.DEAW15.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.47%

-27.14%

+5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-11.48%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-17.61%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-27.14%

+5.99%

Current Drawdown

Current decline from peak

-1.43%

-1.40%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.84%

-12.19%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.55%

+0.74%

Volatility

XNKY.DE vs. AW15.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a higher volatility of 6.59% compared to UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) at 4.43%. This indicates that XNKY.DE's price experiences larger fluctuations and is considered to be riskier than AW15.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNKY.DEAW15.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

4.43%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

15.05%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

19.33%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

16.47%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

16.42%

+2.00%

XNKY.DE vs. AW15.DE - Expense Ratio Comparison

XNKY.DE has a 0.09% expense ratio, which is lower than AW15.DE's 0.12% 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

XNKY.DE vs. AW15.DE - Dividend Comparison

Neither XNKY.DE nor AW15.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, XNKY.DE and AW15.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, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for AW15.DE.

XNKY.DE tracks Nikkei 225®, while AW15.DE tracks MSCI Japan Climate Paris Aligned. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.09% for XNKY.DE and 0.12% for AW15.DE.

Portfolio Optimizer

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