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
US97717W8516
97717W851
Jun 16, 2006
Developed Asia Pacific (Japan)
1x
WisdomTree Japan Hedged Equity Index
Large-Cap
Blend
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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.
Returns By Period
WisdomTree Japan Hedged Equity Fund had a return of 24.76% year-to-date (YTD) and 22.13% in the last 12 months. Over the past 10 years, WisdomTree Japan Hedged Equity Fund had an annualized return of 11.37%, while the S&P 500 benchmark had an annualized return of 11.11%, indicating that WisdomTree Japan Hedged Equity Fund performed slightly bigger than the benchmark.
DXJ
24.76%
-0.02%
0.54%
22.13%
18.41%
11.37%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of DXJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.99% | 7.69% | 5.37% | 0.01% | 2.40% | 2.02% | -2.83% | -1.92% | -1.29% | 1.48% | 24.76% | ||
| 2023 | 7.00% | 1.95% | 1.77% | 3.56% | 3.07% | 11.34% | 2.56% | 0.78% | 2.57% | -0.59% | 3.86% | -1.66% | 42.04% |
| 2022 | -0.34% | -0.75% | 3.49% | -1.11% | 1.83% | -1.99% | 3.83% | 0.23% | -4.87% | 4.99% | 6.58% | -5.33% | 5.96% |
| 2021 | 1.56% | 4.22% | 6.49% | -3.00% | 3.26% | 0.09% | -2.06% | 1.29% | 4.45% | -0.62% | -4.51% | 6.19% | 17.99% |
| 2020 | -4.11% | -8.78% | -10.40% | 5.69% | 7.16% | -0.30% | -4.76% | 8.33% | 1.01% | -1.69% | 8.76% | 5.41% | 3.94% |
| 2019 | 7.78% | 1.80% | -0.53% | 2.73% | -9.79% | 5.08% | 0.35% | -4.42% | 8.17% | 4.38% | 3.00% | 0.33% | 18.94% |
| 2018 | 1.79% | -5.40% | -1.96% | 2.29% | -3.09% | -0.82% | 3.00% | -1.40% | 5.71% | -9.25% | 0.40% | -11.64% | -19.78% |
| 2017 | 0.67% | 1.68% | -0.18% | 0.89% | -0.16% | 3.63% | 0.58% | -0.46% | 5.16% | 6.16% | 0.93% | 2.06% | 22.81% |
| 2016 | -5.03% | -12.49% | 5.02% | -5.97% | 6.79% | -10.66% | 5.03% | 6.06% | -0.56% | 5.22% | 8.97% | 1.67% | 1.11% |
| 2015 | -0.02% | 9.45% | 2.32% | 2.36% | 5.96% | -3.78% | 0.44% | -9.03% | -6.82% | 9.51% | 3.23% | -4.19% | 7.74% |
| 2014 | -8.32% | 2.36% | -0.78% | -2.64% | 3.75% | 4.35% | 1.24% | -0.18% | 4.89% | 2.87% | 2.94% | -1.89% | 8.08% |
| 2013 | 8.05% | 2.74% | 5.50% | 10.12% | -2.69% | -0.91% | -1.07% | -2.86% | 9.35% | -0.42% | 5.41% | 3.08% | 41.39% |
Expense Ratio
DXJ features an expense ratio of 0.48%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DXJ is 36, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree Japan Hedged Equity Fund (DXJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree Japan Hedged Equity Fund provided a 2.36% dividend yield over the last twelve months, with an annual payout of $2.57 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.57 | $3.03 | $1.95 | $1.65 | $1.38 | $1.33 | $1.35 | $1.37 | $0.98 | $2.98 | $5.72 | $1.24 |
Dividend yield | 2.36% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.96 | |
| 2023 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.61 | $3.03 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.07 | $1.95 |
| 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 | $1.65 |
| 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 | $1.38 |
| 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 | $1.33 |
| 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 | $1.35 |
| 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 | $1.37 |
| 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 | $0.98 |
| 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 | $2.98 |
| 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 | $5.72 |
| 2013 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $1.24 |
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.
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.
The current WisdomTree Japan Hedged Equity Fund drawdown is 7.29%.
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 |
| -22.19% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -11.78% | Jan 13, 2022 | 37 | Mar 8, 2022 | 12 | Mar 24, 2022 | 49 |
Volatility
Volatility Chart
The current WisdomTree Japan Hedged Equity Fund volatility is 4.93%, 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.