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XRSG.L vs. XDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XRSG.L vs. XDJP.L

Last updated Jun 5, 2026

XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 10 years, XRSG.L returned 11.37%/yr vs 13.14%/yr for XDJP.L. A 0.55 correlation means they provide meaningful diversification when combined. XRSG.L charges 0.30%/yr vs 0.09%/yr for XDJP.L.

Performance

XRSG.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRSG.L achieves a 17.87% return, which is significantly lower than XDJP.L's 31.98% return. Over the past 10 years, XRSG.L has underperformed XDJP.L with an annualized return of 11.37%, while XDJP.L has yielded a comparatively higher 13.14% annualized return.

XRSG.L

1D
1.10%
1M
4.49%
YTD
17.87%
6M
15.72%
1Y
42.23%
3Y*
15.45%
5Y*
7.21%
10Y*
11.37%

XDJP.L

1D
-1.35%
1M
10.95%
YTD
31.98%
6M
29.24%
1Y
64.30%
3Y*
20.95%
5Y*
12.61%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSG.L vs. XDJP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		17.87%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-7.63%4.40%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		31.98%21.04%9.67%15.52%-10.26%-3.79%21.77%16.58%-3.53%14.73%

Correlation

The correlation between XRSG.L and XDJP.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.52

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

0.53

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

0.52

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2015

0.55

The correlation between XRSG.L and XDJP.L has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

XRSG.L vs. XDJP.L - Sectors Allocation Comparison

Sectors
XRSG.L
XDJP.L

Industrials

17.7%
19.4%

Technology

17.1%
31.9%

Healthcare

16.4%
6.7%

Financial Services

15.7%
3.1%

Consumer Cyclical

8.4%
16.9%

Real Estate

6.1%
1.5%

Energy

6.0%
0.3%

Basic Materials

4.8%
4.3%

Utilities

2.9%
0.2%

Communication Services

2.5%
12.4%

Consumer Defensive

2.4%
3.3%

Industrials

XRSG.L
17.7%
XDJP.L
19.4%

Technology

XRSG.L
17.1%
XDJP.L
31.9%

Healthcare

XRSG.L
16.4%
XDJP.L
6.7%

Financial Services

XRSG.L
15.7%
XDJP.L
3.1%

Consumer Cyclical

XRSG.L
8.4%
XDJP.L
16.9%

Real Estate

XRSG.L
6.1%
XDJP.L
1.5%

Energy

XRSG.L
6.0%
XDJP.L
0.3%

Basic Materials

XRSG.L
4.8%
XDJP.L
4.3%

Utilities

XRSG.L
2.9%
XDJP.L
0.2%

Communication Services

XRSG.L
2.5%
XDJP.L
12.4%

Consumer Defensive

XRSG.L
2.4%
XDJP.L
3.3%

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Xtrackers Russell 2000 UCITS ETF 1C

Xtrackers Nikkei 225 UCITS ETF 1D

Often compared with XRSG.L:
XRSG.L vs. R2SC.LXRSG.L vs. WLDS.LXRSG.L vs. SPX4.LXRSG.L vs. XNAQ.LXRSG.L vs. SMGB.LXRSG.L vs. AVUVXRSG.L vs. IITU.L
Often compared with XDJP.L:
XDJP.L vs. CNKY.LXDJP.L vs. VJPN.LXDJP.L vs. DXJXDJP.L vs. DXJG.LXDJP.L vs. PRIJ.LXDJP.L vs. CSJP.LXDJP.L vs. JPJP.L

Return for Risk

XRSG.L vs. XDJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XRSG.L
XRSG.L Risk / Return Rank: 7777
Overall Rank
XRSG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7070
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7676
Martin Ratio Rank
XDJP.L
XDJP.L Risk / Return Rank: 8484
Overall Rank
XDJP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7777
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.

XRSG.L vs. XDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). 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.

XRSG.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility
2.49
2.85

-0.36

Sortino ratioReturn per unit of downside risk
3.35
3.94

-0.59

Omega ratioGain probability vs. loss probability

1.41

1.48

-0.06

Calmar ratioReturn relative to maximum drawdown

4.88

4.77

+0.11

Martin ratioReturn relative to average drawdown

14.33

14.50

-0.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRSG.L vs. XDJP.L - Sharpe Ratio Comparison

The current XRSG.L Sharpe Ratio is 2.49, which is comparable to the XDJP.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of XRSG.L and XDJP.L, 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

XRSG.LXDJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.85

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.71

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.78

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.75

-0.26

Drawdowns

XRSG.L vs. XDJP.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -35.31%, which is greater than XDJP.L's maximum drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for XRSG.L and XDJP.L.

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Drawdown Indicators

XRSG.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-23.69%

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-13.40%

+4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-18.82%

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.09%

-20.61%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-23.69%

-11.62%

Current Drawdown

Current decline from peak

-0.03%

-1.35%

+1.32%

Average Drawdown

Average peak-to-trough decline

-8.72%

-6.79%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

4.42%

-1.48%

Volatility

XRSG.L vs. XDJP.L - Volatility Comparison

The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 5.20%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.75%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XRSG.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

6.75%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

17.68%

-5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

22.44%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

17.72%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

17.63%

+3.25%

XRSG.L vs. XDJP.L - Expense Ratio Comparison

XRSG.L has a 0.30% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.

Dividends

XRSG.L vs. XDJP.L - Dividend Comparison

XRSG.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.04%.

PositionTTM20252024202320222021202020192018201720162015
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		1.04%1.33%1.41%1.59%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XRSG.L and XDJP.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.30% for XRSG.L.

XRSG.L is categorized as Small Cap Blend Equities, while XDJP.L is Japan Equities. XRSG.L tracks Russell 2000 TR USD, while XDJP.L tracks TOPIX TR JPY. Their fees differ too: 0.30% for XRSG.L and 0.09% for XDJP.L.

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