Xtrackers MSCI Competition
| XMCJ Etf | CHF 35.24 -0.27 -0.76% |
Xtrackers MSCI and Xtrackers MSCI Correlation Details
Very poor diversification
The correlation between XMCJ and XDUE is 0.85, which Macroaxis classifies as Very poor diversification for the selected horizon. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Moving together with Xtrackers Etf
Moving against Xtrackers Etf
The mean reversion tendency in Xtrackers MSCI's price is a well-documented phenomenon that disciplined investors can exploit by identifying when price has diverged substantially from fundamental and historical anchors.
Xtrackers MSCI Competition Correlation Matrix
Studying peer correlation around Xtrackers MSCI Japan gives investors a cleaner read on how much independent price behavior still exists across the competitive set. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
High positive correlations
| High negative correlations
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Xtrackers MSCI Constituents Risk-Adjusted Indicators
Surface-level performance for Xtrackers Etf can mask how the business actually stacks up against its competitive set. A thorough review of Xtrackers MSCI's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SHIR | 0.15 | -0.02 | 0.00 | -1.13 | 0.00 | 0.23 | 1.16 | |||
| CHSPI | 0.51 | 0.02 | 0.05 | 0.03 | 0.90 | 0.88 | 4.79 | |||
| IE0C | 0.03 | -0.02 | 0.00 | -2.99 | 0.00 | 0.00 | 0.39 | |||
| MSEC | 0.73 | -0.01 | 0.00 | -0.07 | 0.00 | 1.51 | 5.69 | |||
| CORC | 0.21 | -0.04 | 0.00 | -0.97 | 0.00 | 0.42 | 1.48 | |||
| CMES | 0.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.44 | 1.76 | |||
| VECP | 0.21 | -0.07 | 0.00 | 6.45 | 0.00 | 0.36 | 1.18 | |||
| CHDVD | 0.53 | 0.02 | 0.06 | 0.04 | 0.79 | 1.12 | 5.55 | |||
| VJPN | 0.98 | 0.04 | 0.05 | 0.22 | 1.44 | 2.33 | 8.12 | |||
| XDUE | 0.70 | 0.02 | 0.04 | 0.02 | 1.11 | 1.48 | 6.09 |
Xtrackers MSCI Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Xtrackers MSCI Competition Peer Performance Charts
How to Analyze Xtrackers MSCI Against Peers
Xtrackers MSCI's peer analysis compares Xtrackers MSCI with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Xtrackers MSCI trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Xtrackers MSCI leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Momentum comparison for Xtrackers MSCI across peers can signal rotation - when peers accelerate while Xtrackers MSCI lags or vice versa, the divergence often has a fundamental explanation. This section is designed to make peer positioning easier to interpret at a glance.
This section for Xtrackers MSCI Japan is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.