Xtrackers MSCI Japan Hedged Equity ETF

10-Year Study

DBJP.US · · US · ETF

Executive Summary: Xtrackers MSCI Japan Hedged Equity ETF has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 17.7% and an annualized volatility of 18.2%.

1Y CAGR
+49.1%
3Y CAGR
+29.7%
5Y CAGR
+20.8%
10Y CAGR
+15.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +36.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.98.9-6.66.7————————13.9%
20250.6-2.50.1-0.34.62.33.14.23.58.51.01.729.7%
20248.26.54.7-1.02.62.2-2.7-0.9-1.91.31.23.325.5%
20237.50.32.73.03.88.91.4-0.21.0-0.54.7-0.836.2%
2022-4.4-1.63.1-1.61.2-2.34.6-0.1-4.85.54.6-7.5-4.2%
20210.73.74.3-3.02.40.4-2.02.43.9-0.3-3.94.313.0%
2020-2.7-8.4-6.84.47.60.1-2.76.51.5-2.010.14.210.5%
20196.42.50.52.1-7.44.10.8-2.96.93.62.80.620.9%
20182.0-5.2-0.62.7-1.9-0.22.3-1.05.7-9.31.7-10.7-14.8%
20170.20.8-0.20.72.33.00.1-0.44.36.51.30.921.2%
2016———-5.47.2-8.53.43.10.34.27.21.412.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019460.499901594176
2016-05-0110143.04270812832
2016-06-019285.180082660892
2016-07-019602.046841172996
2016-08-019897.776028340877
2016-09-019927.966935642591
2016-10-0110341.350127927573
2016-11-0111083.684314111395
2016-12-0111240.936823459948
2017-01-0111262.07439480417
2017-02-0111349.655579610311
2017-03-0111328.518008266088
2017-04-0111413.068293642982
2017-05-0111678.842747490651
2017-06-0112028.813225742964
2017-07-0112044.243259200945
2017-08-0112001.023420586498
2017-09-0112519.97638260185
2017-10-0113329.30525487109
2017-11-0113505.372958079119
2017-12-0113627.986616807713
2018-01-0113896.91005707538
2018-02-0113179.807124581775
2018-03-0113096.358984451877
2018-04-0113451.800826608935
2018-05-0113201.456406219248
2018-06-0113174.690021649283
2018-07-0113472.15115134816
2018-08-0113336.075575674078
2018-09-0114101.94843534737
2018-10-0112785.435937807519
2018-11-0113003.778783703994
2018-12-0111608.26608935249
2019-01-0112356.543987404053
2019-02-0112660.342452273175
2019-03-0112724.306238929345
2019-04-0112996.142491635504
2019-05-0112033.576067703209
2019-06-0112524.227514268845
2019-07-0112626.215311946467
2019-08-0112257.744538476676
2019-09-0113099.940956504626
2019-10-0113576.973036803778
2019-11-0113951.977957095058
2019-12-0114030.938791576462
2020-01-0113649.320999803187
2020-02-0112504.467624483368
2020-03-0111659.004133044677
2020-04-0112168.943121432787
2020-05-0113093.367447352884
2020-06-0113101.436725054124
2020-07-0112752.647116709308
2020-08-0113582.286951387521
2020-09-0113788.860460539263
2020-10-0113514.583743357605
2020-11-0114886.006691596143
2020-12-0115509.112379452863
2021-01-0115620.901397362722
2021-02-0116200.0787246605
2021-03-0116891.005707537886
2021-04-0116376.18579019878
2021-05-0116769.100570753788
2021-06-0116828.183428458964
2021-07-0116495.335563865377
2021-08-0116887.108836843137
2021-09-0117545.798071245816
2021-10-0117497.264318047626
2021-11-0116810.824640818737
2021-12-0117531.942530997836
2022-01-0116755.205668175553
2022-02-0116491.674867152135
2022-03-0116997.913796496752
2022-04-0116723.991340287343
2022-05-0116921.629600472348
2022-06-0116529.659515843337
2022-07-0117291.478055500887
2022-08-0117277.504428262153
2022-09-0116445.778390080693
2022-10-0117354.379059240306
2022-11-0118151.19071049006
2022-12-0116798.07124581775
2023-01-0118063.609525683918
2023-02-0118119.5433969691
2023-03-0118601.968116512497
2023-04-0119154.339696910058
2023-05-0119878.016138555402
2023-06-0121644.046447549692
2023-07-0121953.04074001181
2023-08-0121916.236961228104
2023-09-0122140.64160598307
2023-10-0122033.93032867546
2023-11-0123060.224365282425
2023-12-0122879.236370793147
2024-01-0124760.00787246605
2024-02-0126367.88033851604
2024-03-0127603.306435740997
2024-04-0127319.346585317846
2024-05-0128034.796299940954
2024-06-0128653.021058846683
2024-07-0127878.84274749065
2024-08-0127616.96516433773
2024-09-0127100.84629010037
2024-10-0127457.587089155673
2024-11-0127791.537098996258
2024-12-0128721.354064160594
2025-01-0128903.52292855737
2025-02-0128178.665617004528
2025-03-0128193.820114150756
2025-04-0128102.735681952367
2025-05-0129404.447943318242
2025-06-0130093.24936036213
2025-07-0131018.067309584727
2025-08-0132312.773076166104
2025-09-0133442.19641802795
2025-10-0136291.359968510136
2025-11-0136641.605983074194
2025-12-0137260.381814603425
2026-01-0139094.666404251126
2026-02-0142570.360165321785
2026-03-0139763.82601850029
2026-04-0142423.53867348947
Annual Return Matrix
YearAnnual Return
20170.2123532789870295
2018-0.148203882513669
20190.2087023749779593
20200.10535101106447908
20210.13042849275016577
2022-0.0418590971241517
20230.3620156764419866
20240.25534583404301436
20250.29730589064037516
20260.1385696175787028
Total Factor Risk
0.18205711730619017
VTI.US Exposure
0.11185787373353703
VEA.US Exposure
0.5747130835277153
VWO.US Exposure
0.04092609531264876
QQQ.US Exposure
0.19706975482245534
VTV.US Exposure
0.03926447995627263
IJR.US Exposure
-0.05828739346915376
QUAL.US Exposure
-0.19977294210745072
SHV.US Exposure
0.00852484559909408
TLT.US Exposure
-0.016872260271219325
LQD.US Exposure
0.05062234681094077
HYG.US Exposure
-0.0038964177513456724
GLD.US Exposure
0.0019599062388565226
USO.US Exposure
0.0043120864026822405
VNQ.US Exposure
-0.011989959835440357
BTC-USD.CC Exposure
-0.007534288791889519
CPER.US Exposure
-0.021180807077935782
VIX.INDX Exposure
0.023790207741715814
UUP.US Exposure
0.16589795921537578
TIP.US Exposure
0.0025390805842118395
Idiosyncratic Exposure
0.09805634935892894
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers MSCI Japan Hedged Equity ETF a high-risk investment?

Xtrackers MSCI Japan Hedged Equity ETF (DBJP.US) has an annualized volatility of 18.2% and experienced a maximum drawdown of 17.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DBJP.US?

Over the past 10 years, DBJP.US has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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