XSX6.DE vs. DBXJ.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while DBXJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 10 years, XSX6.DE returned 9.14%/yr vs 9.20%/yr for DBXJ.DE. A 0.59 correlation means they provide meaningful diversification when combined. XSX6.DE charges 0.20%/yr vs 0.12%/yr for DBXJ.DE.
Performance
XSX6.DE vs. DBXJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than DBXJ.DE's 16.95% return. Both investments have delivered pretty close results over the past 10 years, with XSX6.DE having a 9.14% annualized return and DBXJ.DE not far ahead at 9.20%.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
DBXJ.DE
- 1D
- -0.42%
- 1M
- 3.68%
- YTD
- 16.95%
- 6M
- 16.85%
- 1Y
- 31.98%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
XSX6.DE vs. DBXJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -9.54% | 9.08% |
Correlation
The correlation between XSX6.DE and DBXJ.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.59 |
The correlation between XSX6.DE and DBXJ.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
XSX6.DE vs. DBXJ.DE — Risk / Return Rank
XSX6.DE
DBXJ.DE
XSX6.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.
| XSX6.DE | DBXJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.99 | -1.27 |
| Martin ratioReturn relative to average drawdown | 6.55 | 9.82 | -3.27 |
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
| XSX6.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.63 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.60 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.26 | +0.33 |
Drawdowns
XSX6.DE vs. DBXJ.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and DBXJ.DE.
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Drawdown Indicators
| XSX6.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -51.22% | +15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -10.22% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -16.96% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -19.00% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -28.03% | -8.02% |
Current DrawdownCurrent decline from peak | -1.56% | -0.42% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -14.63% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.12% | -0.62% |
Volatility
XSX6.DE vs. DBXJ.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 4.26% compared to Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) at 3.40%. This indicates that XSX6.DE's price experiences larger fluctuations and is considered to be riskier than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSX6.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.40% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 14.91% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 18.74% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 16.56% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 16.38% | -0.77% |
XSX6.DE vs. DBXJ.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is higher than DBXJ.DE's 0.12% 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
XSX6.DE vs. DBXJ.DE - Dividend Comparison
Neither XSX6.DE nor DBXJ.DE has paid dividends to shareholders.
Frequently Asked Questions
XSX6.DE and DBXJ.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XSX6.DE.
XSX6.DE is categorized as Europe Equities, while DBXJ.DE is Japan Equities. XSX6.DE tracks STOXX® Europe 600, while DBXJ.DE tracks MSCI Japan. Their fees differ too: 0.20% for XSX6.DE and 0.12% for DBXJ.DE.
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