WisdomTree Japan SmallCap Dividend Fund (DFJ)

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The chart shows the growth of an initial investment of $10,000 in WisdomTree Japan SmallCap Dividend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

WisdomTree Japan SmallCap Dividend Fund (DFJ) has returned 5.94% so far this year and 32.42% over the past 12 months. Over the last ten years, DFJ has returned 9.09% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jun 16, 2006, DFJ's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, your investment would double in approximately 10.5 years.

Historically, 58% of months were positive and 42% 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%.

WisdomTree Japan SmallCap Dividend Fund has an annualized alpha of 0.75%, beta of 0.65, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

• This ETF participated in 57.41% of S&P 500 Index downside but only 51.90% 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.

DFJ has an expense ratio of 0.58%, placing it in the medium range.

DFJ ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and compare them to a chosen benchmark (S&P 500 Index).

WisdomTree Japan SmallCap Dividend Fund provided a 2.51% dividend yield over the last twelve months, with an annual payout of $2.56 per share. The fund has been increasing its distributions for 4 consecutive years.

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.

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.

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 9.59%.

The chart below shows the rolling one-month volatility.