WisdomTree Japan Hedged Equity Fund (DXJ)
DXJ is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Japan Hedged Equity Index. DXJ launched on Jun 16, 2006 and has a 0.48% expense ratio.
ETF Info
| ISIN | US97717W8516 |
|---|---|
| CUSIP | 97717W851 |
| Issuer | WisdomTree |
| Inception Date | Jun 16, 2006 |
| Region | Developed Asia Pacific (Japan) |
| Category | Japan Equities |
| Index Tracked | WisdomTree Japan Hedged Equity Index |
| ETF Home Page | www.wisdomtree.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The WisdomTree Japan Hedged Equity Fund has a high expense ratio of 0.48%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in WisdomTree Japan Hedged Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: DXJ vs. EWJ, DXJ vs. DBJP, DXJ vs. SPDW, DXJ vs. VOO, DXJ vs. EWJV, DXJ vs. VPL, DXJ vs. VEA, DXJ vs. SCHD, DXJ vs. META, DXJ vs. QQQ
Return
WisdomTree Japan Hedged Equity Fund had a return of 44.66% year-to-date (YTD) and 39.29% in the last 12 months. Over the past 10 years, WisdomTree Japan Hedged Equity Fund had an annualized return of 10.46%, outperforming the S&P 500 benchmark which had an annualized return of 9.87%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 44.66% | 19.67% |
| 1 month | 3.00% | 8.42% |
| 6 months | 16.57% | 7.29% |
| 1 year | 39.29% | 12.71% |
| 5 years (annualized) | 14.61% | 10.75% |
| 10 years (annualized) | 10.46% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.07% | 11.34% | 2.56% | 0.78% | 2.57% | -0.59% | 3.86% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged Equity Fund (DXJ) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 2.25 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
WisdomTree Japan Hedged Equity Fund granted a 2.72% dividend yield in the last twelve months. The annual payout for that period amounted to $2.48 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.48 | $1.94 | $1.65 | $1.38 | $1.33 | $1.35 | $1.37 | $0.98 | $2.98 | $5.72 | $1.24 | $0.55 |
Dividend yield | 2.72% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% | 1.50% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Japan Hedged Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.11 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.66 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.49 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.50 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $2.62 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.17 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 |
| 2012 | $0.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Japan Hedged Equity 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 Hedged Equity Fund was 49.63%, occurring on Mar 9, 2009. Recovery took 1379 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.63% | Feb 27, 2007 | 509 | Mar 9, 2009 | 1379 | Sep 10, 2014 | 1888 |
| -39.14% | Jan 18, 2018 | 543 | Mar 16, 2020 | 227 | Feb 8, 2021 | 770 |
| -33.56% | Jun 2, 2015 | 278 | Jul 7, 2016 | 313 | Oct 3, 2017 | 591 |
| -11.78% | Jan 13, 2022 | 37 | Mar 8, 2022 | 12 | Mar 24, 2022 | 49 |
| -11.41% | Sep 29, 2014 | 14 | Oct 16, 2014 | 11 | Oct 31, 2014 | 25 |
Volatility Chart
The current WisdomTree Japan Hedged Equity Fund volatility is 4.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.