XZMJ.DE vs. SXRZ.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - XZMJ.DE tracks the MSCI Japan Low Carbon SRI Leaders while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, XZMJ.DE returned 8.68%/yr vs 11.98%/yr for SXRZ.DE. Their correlation of 0.92 suggests significant overlap in exposure. XZMJ.DE charges 0.20%/yr vs 0.48%/yr for SXRZ.DE.
Performance
XZMJ.DE vs. SXRZ.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 SXRZ.DE's 32.06% 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*
- —
SXRZ.DE
- 1D
- -1.49%
- 1M
- 7.63%
- YTD
- 32.06%
- 6M
- 30.08%
- 1Y
- 60.04%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
XZMJ.DE vs. SXRZ.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% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -8.52% |
Correlation
The correlation between XZMJ.DE and SXRZ.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.92 |
The correlation between XZMJ.DE and SXRZ.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
XZMJ.DE vs. SXRZ.DE — Risk / Return Rank
XZMJ.DE
SXRZ.DE
XZMJ.DE vs. SXRZ.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 Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.57 | -2.31 |
| Martin ratioReturn relative to average drawdown | 7.44 | 13.83 | -6.39 |
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 | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.53 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.58 | -0.13 |
Drawdowns
XZMJ.DE vs. SXRZ.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -26.90%, smaller than the maximum SXRZ.DE drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and SXRZ.DE.
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Drawdown Indicators
| XZMJ.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -29.90% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.92% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -20.19% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -21.46% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.90% | — |
Current DrawdownCurrent decline from peak | -1.30% | -1.49% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.26% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.28% | -0.45% |
Volatility
XZMJ.DE vs. SXRZ.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) is 3.85%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 6.62%. This indicates that XZMJ.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 6.62% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 18.37% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 23.34% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 18.49% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 17.77% | -0.28% |
XZMJ.DE vs. SXRZ.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
XZMJ.DE vs. SXRZ.DE - Dividend Comparison
Neither XZMJ.DE nor SXRZ.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMJ.DE and SXRZ.DE have a correlation of 0.87, 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 0.48% for SXRZ.DE.
XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZMJ.DE and 0.48% for SXRZ.DE.
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