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

Performance

XSTR.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.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, XSTR.L achieves a 1.53% return, which is significantly lower than XDJP.L's 33.79% return. Over the past 10 years, XSTR.L has underperformed XDJP.L with an annualized return of 1.76%, while XDJP.L has yielded a comparatively higher 13.45% annualized return.


XSTR.L

1D
0.00%
1M
0.22%
YTD
1.53%
6M
1.84%
1Y
3.89%
3Y*
4.61%
5Y*
3.32%
10Y*
1.76%

XDJP.L

1D
1.64%
1M
13.99%
YTD
33.79%
6M
33.28%
1Y
66.13%
3Y*
21.90%
5Y*
12.92%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XSTR.L
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D
1.53%4.20%5.14%4.57%1.25%-0.08%0.03%0.56%0.41%0.10%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
33.79%21.04%9.67%15.52%-10.26%-3.79%21.77%16.58%-3.53%14.73%

Correlation

The correlation between XSTR.L and XDJP.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

-0.06

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

-0.01

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

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2013

0.00

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Return for Risk

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

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

XSTR.L
XSTR.L Risk / Return Rank: 7777
Overall Rank
XSTR.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XSTR.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
XSTR.L Omega Ratio Rank: 9696
Omega Ratio Rank
XSTR.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSTR.L Martin Ratio Rank: 9595
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: 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.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.


XSTR.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.79

1.49

+0.30

Calmar ratioReturn relative to maximum drawdown

4.01

4.91

-0.90

Martin ratioReturn relative to average drawdown

32.04

14.92

+17.12

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

The current XSTR.L Sharpe Ratio is 1.85, which is lower than the XDJP.L Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of XSTR.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


XSTR.LXDJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.94

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.57

0.73

+2.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.86

0.80

+1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.76

-0.86

Drawdowns

XSTR.L vs. XDJP.L - Drawdown Comparison

The maximum XSTR.L drawdown since its inception was -23.56%, roughly equal to the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for XSTR.L and XDJP.L.


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Drawdown Indicators


XSTR.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-23.69%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-13.40%

+12.43%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-18.82%

+17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-0.97%

-20.61%

+19.64%

Max Drawdown (10Y)

Largest decline over 10 years

-1.60%

-23.69%

+22.09%

Current Drawdown

Current decline from peak

-7.89%

0.00%

-7.89%

Average Drawdown

Average peak-to-trough decline

-20.17%

-6.79%

-13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

4.42%

-4.30%

Volatility

XSTR.L vs. XDJP.L - Volatility Comparison

The current volatility for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) is 0.14%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.51%. This indicates that XSTR.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


XSTR.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

6.51%

-6.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

17.62%

-15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

22.39%

-20.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.02%

17.71%

-16.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.99%

17.63%

-16.64%

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

XSTR.L has a 0.10% 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

XSTR.L vs. XDJP.L - Dividend Comparison

XSTR.L's dividend yield for the trailing twelve months is around 4.15%, more than XDJP.L's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
1.02%1.33%1.41%1.59%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%
XSTR.L
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D
4.15%4.61%5.06%4.05%0.33%0.02%0.56%0.97%0.61%0.19%1.19%0.78%

Frequently Asked Questions


XSTR.L and XDJP.L have a correlation of -0.06, 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 0.10% for XSTR.L.

XSTR.L is categorized as Money Market, while XDJP.L is Japan Equities. Their fees differ too: 0.10% for XSTR.L and 0.09% for XDJP.L.

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