Xtrackers MSCI Japan UCITS ETF 1C

10-Year Study

XMJP.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI Japan UCITS ETF 1C has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 15.1% and an annualized volatility of 21.3%.

1Y CAGR
+28.9%
3Y CAGR
+15.6%
5Y CAGR
+9.4%
10Y CAGR
+9.8%

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 →
15.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +17.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.6%
% 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.
20264.210.3-9.35.6————————10.0%
20253.5-1.9-2.60.82.90.62.13.93.95.9-1.5-0.717.5%
20244.14.13.4-4.2-0.21.31.8-0.8-2.4-1.64.0-0.39.1%
20234.5-2.32.3-1.62.32.91.6-1.82.1-2.22.13.313.9%
2022-4.90.50.2-3.3-0.1-4.46.01.0-4.6-1.56.0-1.3-7.1%
2021-1.30.21.7-2.0-0.61.4-1.03.04.9-4.5-0.30.92.1%
2020-2.0-7.1-1.92.98.80.5-7.14.95.3-1.88.32.312.3%
20193.3-0.72.51.3-1.73.74.1-1.44.2-1.71.7-1.614.4%
2018-0.50.7-3.22.91.3-1.31.70.13.2-7.00.6-6.9-8.6%
20170.63.1-0.7-2.23.00.40.72.2-2.16.30.80.713.2%
2016———-1.83.77.25.52.33.47.2-3.40.827.2%

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 21.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.9% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019818.35264641403
2016-05-0110178.515502662074
2016-06-0110911.368618853743
2016-07-0111515.815847165675
2016-08-0111785.155026620732
2016-09-0112186.031944879423
2016-10-0113059.818352646414
2016-11-0112618.227372377076
2016-12-0112723.144378327592
2017-01-0112804.572502348889
2017-02-0113202.317569683684
2017-03-0113105.230191042907
2017-04-0112813.968055120577
2017-05-0113200.751644221735
2017-06-0113250.861259004072
2017-07-0113343.250861259005
2017-08-0113639.210773567178
2017-09-0113347.94863764485
2017-10-0114191.982461634827
2017-11-0114304.729094895083
2017-12-0114401.81647353586
2018-01-0114332.915753210147
2018-02-0114433.13498277482
2018-03-0113972.752896962103
2018-04-0114372.063889758849
2018-05-0114561.540870654557
2018-06-0114368.932038834952
2018-07-0114619.480112746633
2018-08-0114635.139367366113
2018-09-0115108.048856874411
2018-10-0114054.1810209834
2018-11-0114138.740995928594
2018-12-0113156.905731287192
2019-01-0113587.535233322893
2019-02-0113492.013780144065
2019-03-0113834.95145631068
2019-04-0114015.032884434702
2019-05-0113778.57813968055
2019-06-0114292.2016911995
2019-07-0114874.72596304416
2019-08-0114666.457876605074
2019-09-0115284.998434074538
2019-10-0115026.620732853115
2019-11-0115286.564359536485
2019-12-0115046.97776385844
2020-01-0114752.583777012214
2020-02-0113711.243344816787
2020-03-0113451.299718133416
2020-04-0113844.347009082367
2020-05-0115059.505167554024
2020-06-0115140.93329157532
2020-07-0114058.878797369245
2020-08-0114751.017851550265
2020-09-0115538.678358910116
2020-10-0115258.377701221421
2020-11-0116525.21139993736
2020-12-0116904.16536172878
2021-01-0116686.50172251801
2021-02-0116725.64985906671
2021-03-0117009.082367679297
2021-04-0116670.84246789853
2021-05-0116562.793611024117
2021-06-0116797.682430316316
2021-07-0116636.39210773567
2021-08-0117129.658628249297
2021-09-0117970.560601315377
2021-10-0117165.6749138741
2021-11-0117113.999373629817
2021-12-0117261.19636705293
2022-01-0116407.76699029126
2022-02-0116484.497337926714
2022-03-0116511.11807077983
2022-04-0115969.307860945819
2022-05-0115958.346382712183
2022-06-0115255.245850297526
2022-07-0116168.180394613217
2022-08-0116332.602568117758
2022-09-0115576.26056999687
2022-10-0115338.23989978077
2022-11-0116255.872220482306
2022-12-0116036.642655809583
2023-01-0116755.402442843722
2023-02-0116374.882555590353
2023-03-0116756.96836830567
2023-04-0116486.063263388663
2023-05-0116872.846852489824
2023-06-0117358.283745693705
2023-07-0117641.716254306295
2023-08-0117328.531161916693
2023-09-0117699.655496398373
2023-10-0117303.476354525523
2023-11-0117673.034763545256
2023-12-0118261.822737237708
2024-01-0119007.203257124962
2024-02-0119790.16598809897
2024-03-0120468.21171312246
2024-04-0119599.12308174131
2024-05-0119561.540870654557
2024-06-0119818.35264641403
2024-07-0120178.515502662074
2024-08-0120007.82962730974
2024-09-0119533.354212339495
2024-10-0119226.432821797684
2024-11-0119987.472596304415
2024-12-0119931.099279674287
2025-01-0120623.238333855308
2025-02-0120228.62511744441
2025-03-0119693.07860945819
2025-04-0119843.4074538052
2025-05-0120419.668023802067
2025-06-0120533.980582524273
2025-07-0120955.21453178829
2025-08-0121766.363921077358
2025-09-0122619.602254932666
2025-10-0123960.23175696837
2025-11-0123591.653617287815
2025-12-0123416.84935797056
2026-01-0124397.118697150017
2026-02-0126918.258690886316
2026-03-0124406.514249921704
2026-04-0125765.737550892576
Annual Return Matrix
YearAnnual Return
20170.13193846153846156
2018-0.08644123083614219
20190.14365627231611522
20200.12342595483400975
20210.021120889300602075
2022-0.0709425746167105
20230.13875598086124397
20240.09140799176813585
20250.17489000628535512
20260.10030761000401234
Total Factor Risk
0.2131972461397897
VTI.US Exposure
0.12589855169823164
VEA.US Exposure
0.33370665130522037
VWO.US Exposure
-0.014595714409154848
QQQ.US Exposure
-0.019890789671673594
VTV.US Exposure
-0.03630164843884056
IJR.US Exposure
0.002740204140584922
QUAL.US Exposure
-0.03378495939184181
SHV.US Exposure
0.42871623481900095
TLT.US Exposure
-0.0037837404788685744
LQD.US Exposure
0.06582454500742631
HYG.US Exposure
0.0005003016424859241
GLD.US Exposure
-0.0005972398870089076
USO.US Exposure
-0.0008337953181159213
VNQ.US Exposure
-0.007886666143718026
BTC-USD.CC Exposure
-0.0019795962822847365
CPER.US Exposure
-0.004910691070789769
VIX.INDX Exposure
0.0005384802344469917
UUP.US Exposure
0.09376530304288688
TIP.US Exposure
-0.000027566710403697982
Idiosyncratic Exposure
0.07290213591241664
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
21.3%

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 →
+1.8%
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 →
+11.1%
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 →
4.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers MSCI Japan UCITS ETF 1C a high-risk investment?

Xtrackers MSCI Japan UCITS ETF 1C (XMJP.LSE) has an annualized volatility of 21.3% and experienced a maximum drawdown of 15.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of XMJP.LSE?

Over the past 10 years, XMJP.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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.

Run a Full Backtest on Xtrackers MSCI Japan UCITS ETF 1C

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest