XZMJ.DE vs. XAIX.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XZMJ.DE is a Japan Equities fund tracking the MSCI Japan Low Carbon SRI Leaders, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, XZMJ.DE returned 8.68%/yr vs 22.22%/yr for XAIX.DE. A 0.59 correlation means they provide meaningful diversification when combined. XZMJ.DE charges 0.20%/yr vs 0.35%/yr for XAIX.DE.
Performance
XZMJ.DE vs. XAIX.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 XAIX.DE's 37.21% 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*
- —
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
XZMJ.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 15.31% | 10.86% | 16.16% | 14.60% | -16.13% | 7.04% | 9.18% | 17.83% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between XZMJ.DE and XAIX.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.59 |
The correlation between XZMJ.DE and XAIX.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
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Return for Risk
XZMJ.DE vs. XAIX.DE — Risk / Return Rank
XZMJ.DE
XAIX.DE
XZMJ.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.51 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 5.11 | -2.86 |
| Martin ratioReturn relative to average drawdown | 7.44 | 14.72 | -7.28 |
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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 3.03 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.06 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.08 | -0.64 |
Drawdowns
XZMJ.DE vs. XAIX.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -26.90%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and XAIX.DE.
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Drawdown Indicators
| XZMJ.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -33.08% | +6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.10% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -27.61% | +8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -33.08% | +11.56% |
Current DrawdownCurrent decline from peak | -1.30% | -3.11% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.39% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.21% | -0.38% |
Volatility
XZMJ.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) is 3.85%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XZMJ.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 8.63% | -4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 16.15% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 20.43% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 20.73% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 21.30% | -3.81% |
XZMJ.DE vs. XAIX.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XZMJ.DE vs. XAIX.DE - Dividend Comparison
Neither XZMJ.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMJ.DE and XAIX.DE have a correlation of 0.53, 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 0.35% for XAIX.DE.
XZMJ.DE is categorized as Japan Equities, while XAIX.DE is Technology Equities. XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.20% for XZMJ.DE and 0.35% for XAIX.DE.
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