XZMJ.DE vs. IUS4.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - XZMJ.DE tracks the MSCI Japan Low Carbon SRI Leaders while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 5 years, XZMJ.DE returned 8.68%/yr vs 8.34%/yr for IUS4.DE. Their correlation of 0.84 suggests significant overlap in exposure. XZMJ.DE charges 0.20%/yr vs 0.58%/yr for IUS4.DE.
Performance
XZMJ.DE vs. IUS4.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with XZMJ.DE having a 15.31% return and IUS4.DE slightly lower at 14.74%.
XZMJ.DE
- 1D
- -1.30%
- 1M
- 7.27%
- YTD
- 15.31%
- 6M
- 14.58%
- 1Y
- 28.56%
- 3Y*
- 14.44%
- 5Y*
- 8.68%
- 10Y*
- —
IUS4.DE
- 1D
- 0.43%
- 1M
- 5.25%
- YTD
- 14.74%
- 6M
- 16.38%
- 1Y
- 27.12%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
XZMJ.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 15.31% | 10.86% | 16.16% | 14.60% | -16.13% | 7.04% | 9.18% | 26.74% | -13.08% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 9.42% | -7.69% | 5.35% | -2.06% | 21.73% | -16.25% |
Correlation
The correlation between XZMJ.DE and IUS4.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.84 |
The correlation between XZMJ.DE and IUS4.DE shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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
XZMJ.DE vs. IUS4.DE — Risk / Return Rank
XZMJ.DE
IUS4.DE
XZMJ.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.
| XZMJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.67 | -0.42 |
| Martin ratioReturn relative to average drawdown | 7.44 | 9.26 | -1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZMJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.69 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.56 | -0.11 |
Drawdowns
XZMJ.DE vs. IUS4.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -26.90%, smaller than the maximum IUS4.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and IUS4.DE.
Loading charts...
Drawdown Indicators
| XZMJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -32.63% | +5.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -10.12% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -12.92% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -21.47% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.63% | — |
Current DrawdownCurrent decline from peak | -1.30% | -0.73% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -6.41% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.92% | +0.91% |
Volatility
XZMJ.DE vs. IUS4.DE - Volatility Comparison
Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) has a higher volatility of 3.85% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 3.47%. This indicates that XZMJ.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 3.47% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 13.58% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 15.94% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 14.91% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 15.94% | +1.55% |
XZMJ.DE vs. IUS4.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
XZMJ.DE vs. IUS4.DE - Dividend Comparison
XZMJ.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
XZMJ.DE Xtrackers MSCI Japan ESG 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
XZMJ.DE and IUS4.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMJ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMJ.DE is cheaper with a 0.20% expense ratio, compared with 0.58% for IUS4.DE.
XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZMJ.DE and 0.58% for IUS4.DE.
Find the right allocation for XZMJ.DE and IUS4.DE
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