Summary
DBJP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 47.32% Volatility 23.67% Sharpe 1.71
Official loaded data — not a live quote.

XTRACKERS MSCI JAPAN HEDGED EQUITY ETF

Symbol: DBJP

Exchange: NYSE

Sector: Technology

Category: Japan Stock

Inception date: 09/06/2011

Latest date: 17/07/2026

Current price: $111.21

Expense ratio: 0.45%

Assets under management
$670.1M
0.85% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-2.75%

Ann. -33.39% (Sharpe / Sortino numerator)

Volatility

28.66%

Sharpe ratio

-1.292

VaR 95%

-2.80%

CVaR 95%: -3.30%
Max drawdown: -6.66%
Sortino ratio: -2.239
Calmar ratio: -5.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.82%

Ann. 34.15% (Sharpe / Sortino numerator)

Volatility

23.35%

Sharpe ratio

1.307

VaR 95%

-2.14%

CVaR 95%: -2.77%
Max drawdown: -10.39%
Sortino ratio: 2.038
Calmar ratio: 3.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.29%

Ann. 48.25% (Sharpe / Sortino numerator)

Volatility

21.08%

Sharpe ratio

2.117

VaR 95%

-2.11%

CVaR 95%: -2.86%
Max drawdown: -10.39%
Sortino ratio: 2.926
Calmar ratio: 4.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

47.32%

Ann. 44.05% (Sharpe / Sortino numerator)

Volatility

23.67%

Sharpe ratio

1.708

VaR 95%

-1.71%

CVaR 95%: -3.41%
Max drawdown: -10.39%
Sortino ratio: 2.204
Calmar ratio: 4.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

51.17%

Ann. 22.15% (Sharpe / Sortino numerator)

Volatility

22.44%

Sharpe ratio

0.825

VaR 95%

-1.95%

CVaR 95%: -3.46%
Max drawdown: -21.50%
Sortino ratio: 1.026
Calmar ratio: 1.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

110.56%

Ann. 29.58% (Sharpe / Sortino numerator)

Volatility

20.30%

Sharpe ratio

1.279

VaR 95%

-1.71%

CVaR 95%: -2.99%
Max drawdown: -21.50%
Sortino ratio: 1.642
Calmar ratio: 1.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.163%

Best day

4.574%

23/07/2025
Worst day

-4.557%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $110.27 $111.45 $109.38 $111.21 35,400
16/07/2026 $112.88 $113.55 $112.48 $112.74 19,700
15/07/2026 $115.34 $115.34 $113.87 $114.79 10,500
14/07/2026 $115.33 $115.95 $114.94 $115.05 21,600
13/07/2026 $114.30 $114.43 $113.45 $113.74 31,000
10/07/2026 $114.89 $115.72 $114.80 $115.60 37,800
09/07/2026 $114.13 $114.91 $114.11 $114.64 48,300
08/07/2026 $112.53 $113.71 $111.83 $113.71 285,500
07/07/2026 $115.73 $115.73 $113.79 $114.05 91,000
06/07/2026 $116.12 $117.01 $116.11 $116.74 67,400