- ISIN
- US97717W8367
- CUSIP
- 97717W836
- Issuer
- WisdomTree
- Inception Date
- Jun 16, 2006
- Region
- Developed Asia Pacific (Japan)
- Category
- Japan Equities, Dividend, Asia Pacific Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree Japan SmallCap Dividend Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $381M
Highlights
- Avg. Volume (1M)
- 37K
- Avg. Volume Value (1M)
- $3.89M
Share Price Chart
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Performance
DFJ Performance Chart
WisdomTree Japan SmallCap Dividend Fund (DFJ) is up 12.4% since the beginning of the year. DFJ is currently trading at $107 per share. Investors who bought $1,000 worth of DFJ shares 5 years ago would now be looking at an investment worth $1,629.
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Compare this symbol against anything
Returns By Period
WisdomTree Japan SmallCap Dividend Fund (DFJ) has returned 12.43% so far this year and 23.77% over the past 12 months. Over the last ten years, DFJ has returned 8.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
WisdomTree Japan SmallCap Dividend Fund
- 1D
- -0.21%
- 1M
- -0.56%
- 6M
- 5.79%
- YTD
- 12.43%
- 1Y
- 23.77%
- 3Y*
- 18.59%
- 5Y*
- 10.25%
- 10Y*
- 8.80%
- ALL TIME*
- 5.90%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFJ Monthly Returns History
Based on dividend-adjusted daily data since Jun 16, 2006, DFJ's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +11.9%, while the worst month was Feb 2009 at -13.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFJ closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.28% | 10.24% | -9.59% | 2.40% | 2.46% | -0.42% | 1.58% | 12.43% | |||||
| 2025 | 1.05% | 1.37% | 3.01% | 4.28% | 2.37% | 2.59% | 1.51% | 7.25% | 1.75% | -3.50% | 4.62% | 2.07% | 31.90% |
| 2024 | -0.19% | 1.57% | 2.61% | -3.78% | 1.62% | -0.30% | 5.89% | -0.20% | 1.64% | -6.20% | 2.92% | -2.25% | 2.80% |
| 2023 | 5.81% | -2.66% | 3.98% | 0.24% | -3.72% | 3.98% | 5.18% | -0.12% | -1.45% | -0.95% | 4.50% | 5.77% | 21.81% |
| 2022 | -2.58% | 2.14% | -7.16% | -6.33% | 1.13% | -3.35% | 5.33% | -3.54% | -5.59% | -0.63% | 10.93% | 1.74% | -9.00% |
| 2021 | -0.45% | 1.12% | 4.47% | -2.31% | -0.08% | 0.11% | 1.31% | 1.48% | 1.26% | -3.08% | -6.92% | 4.00% | 0.38% |
Benchmark Metrics
WisdomTree Japan SmallCap Dividend Fund has an annualized alpha of 0.55%, beta of 0.65, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 16, 2006.
- This ETF participated in 56.77% of S&P 500 Index downside but only 50.93% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 may look defensive, but with R2 of 0.44 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.55%
- Beta
- 0.65
- R²
- 0.44
- Upside Capture
- 50.93%
- Downside Capture
- 56.77%
Expense Ratio
DFJ has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFJ ranks 58 for risk / return — above 58% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFJ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.00 | +0.03 |
| Martin ratioReturn relative to average drawdown | 5.39 | 8.49 | -3.10 |
Dividends
Dividend History
WisdomTree Japan SmallCap Dividend Fund provided a 2.61% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.80 | $2.58 | $1.85 | $1.82 | $1.66 | $1.48 | $1.88 | $1.65 | $1.22 | $1.29 | $1.09 | $0.70 |
Dividend yield | 2.61% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Japan SmallCap Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $0.00 | $1.33 | |||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $1.38 | $2.58 |
| 2024 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.96 | $1.85 |
| 2023 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $1.82 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $1.66 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.75 | $1.48 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Japan SmallCap Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree Japan SmallCap Dividend Fund was 46.00%, occurring on Oct 10, 2008. Recovery took 1120 trading sessions.
The current WisdomTree Japan SmallCap Dividend Fund drawdown is 4.04%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-46.00%Oct 2008 | 1y 7mo | 4y 5mo | 6y 29dFeb 2007 - Mar 2013 | Financial crisis2007–2009 |
-40.02%Mar 2020 | 2y 1mo | 1y 3d | 3y 1moJan 2018 - Mar 2021 | COVID crash2020 |
-29.71%Oct 2022 | 1y 27d | 1y 4mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-15.24%Jun 2013 | 28d | 7mo 15d | 8mo 13dMay 2013 - Jan 2014 | — |
-13.83%Feb 2016 | 6mo 5d | 3mo 25d | 10moAug 2015 - Jun 2016 | — |
Drawdown Indicators
| DFJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -56.78% | +10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -9.10% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -18.90% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -25.43% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -40.02% | -33.92% | -6.10% |
Current DrawdownCurrent decline from peak | -4.04% | -1.58% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -10.70% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 2.14% | +2.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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