XSTR.L vs. XDJP.L
XSTR.L (Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - XSTR.L is a Money Market fund actively managed by Xtrackers, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. XSTR.L is actively managed, while XDJP.L is passively managed. Over the past 10 years, XSTR.L returned 1.76%/yr vs 13.45%/yr for XDJP.L. At a 0.00 correlation, their price movements are largely independent. XSTR.L charges 0.10%/yr vs 0.09%/yr for XDJP.L.
Performance
XSTR.L vs. XDJP.L - Performance Comparison
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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%
XSTR.L vs. XDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XSTR.L
XDJP.L
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.L | XDJP.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSTR.L | XDJP.L | Difference | |
|---|---|---|---|
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.L | XDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.89% | 0.00% | -7.89% |
Average DrawdownAverage peak-to-trough decline | -20.17% | -6.79% | -13.38% |
Ulcer IndexDepth 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.L | XDJP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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