PortfoliosLab logoPortfoliosLab logo
XWD1.L vs. XDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XWD1.L is traded in USD, while XDJP.L is traded in GBp. To make them comparable, the XDJP.L values have been converted to USD using the latest available exchange rates.

Returns By Period


XWD1.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XDJP.L

1D
-2.94%
1M
3.14%
YTD
27.79%
6M
26.31%
1Y
58.51%
3Y*
22.29%
5Y*
10.76%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XWD1.L vs. XDJP.L — Risk / Return Rank

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

XWD1.L

XDJP.L
XDJP.L Risk / Return Rank: 8585
Overall Rank
XDJP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8282
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7878
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.

XWD1.L vs. XDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XWD1.L vs. XDJP.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


XWD1.LXDJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.38

Drawdowns

XWD1.L vs. XDJP.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


XWD1.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

Current Drawdown

Current decline from peak

-99.97%

Average Drawdown

Average peak-to-trough decline

-99.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

Volatility

XWD1.L vs. XDJP.L - Volatility Comparison


Loading charts...

Volatility by Period


XWD1.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

Volatility (1Y)

Calculated over the trailing 1-year period

24.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

XWD1.L vs. XDJP.L - Expense Ratio Comparison

XWD1.L has a 0.19% 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

XWD1.L vs. XDJP.L - Dividend Comparison

XWD1.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021202020192018201720162015
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
1.06%1.33%1.41%1.60%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
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


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 0.19% for XWD1.L.

XWD1.L is categorized as Global Equities, while XDJP.L is Japan Equities. XWD1.L tracks MSCI ACWI NR USD, while XDJP.L tracks TOPIX TR JPY. Their fees differ too: 0.19% for XWD1.L and 0.09% for XDJP.L.

Portfolio Optimizer

Find the right allocation for XWD1.L and XDJP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer