XS3R.L vs. XDJP.L

Last updated Jun 5, 2026

XS3R.L (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - XS3R.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 10 years, XS3R.L returned 2.67%/yr vs 13.14%/yr for XDJP.L. At a 0.35 correlation, their price movements are largely independent. XS3R.L charges 0.20%/yr vs 0.09%/yr for XDJP.L.

Performance

XS3R.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XS3R.L achieves a -2.91% return, which is significantly lower than XDJP.L's 31.98% return. Over the past 10 years, XS3R.L has underperformed XDJP.L with an annualized return of 2.67%, while XDJP.L has yielded a comparatively higher 13.14% annualized return.

XS3R.L

• 1D: -0.16%
• 1M: -0.32%
• YTD: -2.91%
• 6M: -2.78%
• 1Y: -6.99%
• 3Y*: -5.12%
• 5Y*: -2.72%
• 10Y*: 2.67%

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)

XS3R.L vs. XDJP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XS3R.L Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C	-2.91%	3.47%	-13.00%	-0.64%	-5.40%	12.99%	-0.56%	21.42%	-5.95%	16.94%
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 XS3R.L and XDJP.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Mar 20, 2013	0.35

Over the past year, the correlation between XS3R.L and XDJP.L has dropped to 0.14 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

XS3R.L vs. XDJP.L - Sectors Allocation Comparison

Sectors	XS3R.L	XDJP.L
Consumer Defensive	97.9%	3.3%
Consumer Cyclical	2.1%	16.9%
Basic Materials	-	4.3%
Communication Services	-	12.4%
Energy	-	0.3%
Financial Services	-	3.1%
Healthcare	-	6.7%
Industrials	-	19.4%
Real Estate	-	1.5%
Technology	-	31.9%
Utilities	-	0.2%

Return for Risk

XS3R.L vs. XDJP.L — Risk / Return Rank

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

XS3R.L

XS3R.L Risk / Return Rank: 5
XS3R.L Sharpe Ratio Rank: 5
XS3R.L Sortino Ratio Rank: 5
XS3R.L Omega Ratio Rank: 5
XS3R.L Calmar Ratio Rank: 5
XS3R.L Martin Ratio Rank: 5

XDJP.L

XDJP.L Risk / Return Rank: 84
XDJP.L Sharpe Ratio Rank: 87
XDJP.L Sortino Ratio Rank: 87
XDJP.L Omega Ratio Rank: 81
XDJP.L Calmar Ratio Rank: 86
XDJP.L Martin Ratio Rank: 77

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.

XS3R.L vs. XDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.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.

	XS3R.L	XDJP.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	2.85	-3.30
Sortino ratio: Return per unit of downside risk	-0.53	3.94	-4.47
Omega ratio: Gain probability vs. loss probability	0.94	1.48	-0.54
Calmar ratio: Return relative to maximum drawdown	-0.40	4.77	-5.18
Martin ratio: Return relative to average drawdown	-0.92	14.50	-15.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XS3R.L vs. XDJP.L - Sharpe Ratio Comparison

The current XS3R.L Sharpe Ratio is -0.45, which is lower than the XDJP.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of XS3R.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.

Sharpe Ratios by Period

	XS3R.L	XDJP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	2.85	-3.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.71	-0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.78	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.75	-0.12

Drawdowns

XS3R.L vs. XDJP.L - Drawdown Comparison

The maximum XS3R.L drawdown since its inception was -30.38%, 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 XS3R.L and XDJP.L.

Drawdown Indicators

	XS3R.L	XDJP.L	Difference
Max Drawdown Largest peak-to-trough decline	-30.38%	-23.69%	-6.69%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-13.40%	-3.85%
Max Drawdown (3Y) Largest decline over 3 years	-18.65%	-18.82%	+0.17%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-20.61%	-3.96%
Max Drawdown (10Y) Largest decline over 10 years	-30.38%	-23.69%	-6.69%
Current Drawdown Current decline from peak	-22.02%	-1.35%	-20.67%
Average Drawdown Average peak-to-trough decline	-8.11%	-6.79%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.61%	4.42%	+3.19%

Volatility

XS3R.L vs. XDJP.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) is 6.13%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.75%. This indicates that XS3R.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.

Volatility by Period

	XS3R.L	XDJP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	6.75%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	12.89%	17.68%	-4.79%
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	22.44%	-6.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.02%	17.72%	-3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.69%	17.63%	-2.94%

XS3R.L vs. XDJP.L - Expense Ratio Comparison

XS3R.L has a 0.20% expense ratio, which is higher than XDJP.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XS3R.L vs. XDJP.L - Dividend Comparison

XS3R.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XS3R.L Xtrackers MSCI Europe Consumer Staples ESG Screened 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

Can I hold both XS3R.L and XDJP.L in my portfolio?

XS3R.L and XDJP.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XS3R.L or XDJP.L?

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.

Which ETF is cheaper, XS3R.L or XDJP.L?

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.20% for XS3R.L.

What is the main difference between XS3R.L and XDJP.L?

XS3R.L is categorized as Consumer Staples Equities, while XDJP.L is Japan Equities. XS3R.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDJP.L tracks TOPIX TR JPY. Their fees differ too: 0.20% for XS3R.L and 0.09% for XDJP.L.