XZMJ.DE vs. L0CK.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) are both exchange-traded funds - XZMJ.DE is a Japan Equities fund tracking the MSCI Japan Low Carbon SRI Leaders, while L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security. Both are passively managed. Over the past 5 years, XZMJ.DE returned 8.68%/yr vs 10.97%/yr for L0CK.DE. A 0.60 correlation means they provide meaningful diversification when combined. XZMJ.DE charges 0.20%/yr vs 0.40%/yr for L0CK.DE.
Performance
XZMJ.DE vs. L0CK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMJ.DE achieves a 15.31% return, which is significantly lower than L0CK.DE's 19.85% return.
XZMJ.DE
- 1D
- -1.30%
- 1M
- 4.69%
- YTD
- 15.31%
- 6M
- 14.32%
- 1Y
- 29.60%
- 3Y*
- 14.44%
- 5Y*
- 8.68%
- 10Y*
- —
L0CK.DE
- 1D
- -2.66%
- 1M
- 11.33%
- YTD
- 19.85%
- 6M
- 20.34%
- 1Y
- 22.13%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
XZMJ.DE vs. L0CK.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% | -9.92% |
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
Correlation
The correlation between XZMJ.DE and L0CK.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.60 |
The correlation between XZMJ.DE and L0CK.DE shifts across timeframes, from 0.44 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZMJ.DE vs. L0CK.DE — Risk / Return Rank
XZMJ.DE
L0CK.DE
XZMJ.DE vs. L0CK.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 Digital Security UCITS ETF USD (Acc) (L0CK.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 | L0CK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.81 | +0.45 |
| Martin ratioReturn relative to average drawdown | 7.44 | 4.44 | +3.00 |
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
| XZMJ.DE | L0CK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.09 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.60 | -0.16 |
Drawdowns
XZMJ.DE vs. L0CK.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -26.90%, smaller than the maximum L0CK.DE drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and L0CK.DE.
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Drawdown Indicators
| XZMJ.DE | L0CK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -32.50% | +5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.47% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -27.07% | +8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -28.54% | +7.02% |
Current DrawdownCurrent decline from peak | -1.30% | -3.17% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -9.03% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 5.08% | -1.25% |
Volatility
XZMJ.DE vs. L0CK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) is 3.85%, while iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a volatility of 8.18%. This indicates that XZMJ.DE experiences smaller price fluctuations and is considered to be less risky than L0CK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMJ.DE | L0CK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 8.18% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 16.31% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 20.67% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 19.90% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 20.21% | -2.72% |
XZMJ.DE vs. L0CK.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than L0CK.DE's 0.40% expense ratio.
Dividends
XZMJ.DE vs. L0CK.DE - Dividend Comparison
Neither XZMJ.DE nor L0CK.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMJ.DE and L0CK.DE have a correlation of 0.44, 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 0.40% for L0CK.DE.
XZMJ.DE is categorized as Japan Equities, while L0CK.DE is Technology Equities. XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while L0CK.DE tracks STOXX® Global Digital Security. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZMJ.DE and 0.40% for L0CK.DE.
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