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WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BYQCZN58
WKNA1403E
IssuerWisdomTree
Inception DateNov 2, 2015
CategoryJapan Equities
Leveraged1x
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

DXJG.L features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for DXJG.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: DXJG.L vs. ISJP.L, DXJG.L vs. LCJP.L, DXJG.L vs. XDJP.L, DXJG.L vs. XMJP.L, DXJG.L vs. JPJP.L, DXJG.L vs. PRIJ.L, DXJG.L vs. CSJP.L, DXJG.L vs. XDEM.L, DXJG.L vs. DXJ, DXJG.L vs. DBJP

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in WisdomTree Japan Equity UCITS ETF JPY Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
11.27%
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc)
Benchmark (^GSPC)

Returns By Period

WisdomTree Japan Equity UCITS ETF JPY Acc had a return of 10.37% year-to-date (YTD) and 13.26% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.37%25.45%
1 month-1.09%2.91%
6 months-0.80%14.05%
1 year13.26%35.64%
5 years (annualized)7.96%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of DXJG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.32%5.55%4.31%-3.75%-0.46%1.03%2.00%-2.33%-1.90%-1.41%10.37%
20234.39%-0.27%1.53%-1.85%2.04%5.19%2.73%-0.93%3.74%-2.97%1.78%2.37%18.87%
2022-1.57%1.60%0.93%-3.00%0.54%-4.46%5.12%1.71%-5.28%-2.10%7.75%0.18%0.63%
2021-0.31%1.21%3.58%-2.26%0.25%1.00%-1.32%2.25%5.45%-5.00%-0.87%3.06%6.81%
2020-3.19%-7.01%-5.87%3.84%8.31%0.05%-8.73%5.96%4.97%-1.30%6.78%3.63%5.73%
20194.55%-1.47%1.56%1.86%-4.13%4.69%3.69%-2.94%5.41%-0.78%1.76%-1.67%12.68%
2018-0.69%0.54%-4.78%2.61%-0.10%-1.65%2.52%-0.23%2.96%-6.88%-0.63%-7.87%-13.96%
20170.98%4.14%-0.81%-2.46%0.93%0.97%1.14%2.08%-1.45%5.99%0.26%2.34%14.74%
2016-2.44%-3.03%1.54%-2.14%2.93%4.97%7.21%5.39%2.58%8.36%-1.88%1.44%26.98%
20152.66%0.28%2.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DXJG.L is 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DXJG.L is 2121
Combined Rank
The Sharpe Ratio Rank of DXJG.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of DXJG.L is 1616Sortino Ratio Rank
The Omega Ratio Rank of DXJG.L is 1818Omega Ratio Rank
The Calmar Ratio Rank of DXJG.L is 3232Calmar Ratio Rank
The Martin Ratio Rank of DXJG.L is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DXJG.L
Sharpe ratio
The chart of Sharpe ratio for DXJG.L, currently valued at 0.76, compared to the broader market-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for DXJG.L, currently valued at 1.08, compared to the broader market0.005.0010.001.08
Omega ratio
The chart of Omega ratio for DXJG.L, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for DXJG.L, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.91
Martin ratio
The chart of Martin ratio for DXJG.L, currently valued at 2.80, compared to the broader market0.0020.0040.0060.0080.00100.002.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current WisdomTree Japan Equity UCITS ETF JPY Acc Sharpe ratio is 0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Japan Equity UCITS ETF JPY Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.76
2.07
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Japan Equity UCITS ETF JPY Acc doesn't pay dividends

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.45%
0
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Japan Equity UCITS ETF JPY Acc. 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 Equity UCITS ETF JPY Acc was 29.26%, occurring on Mar 12, 2020. Recovery took 198 trading sessions.

The current WisdomTree Japan Equity UCITS ETF JPY Acc drawdown is 5.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.26%Jan 11, 2018549Mar 12, 2020198Jan 8, 2021747
-16.07%Dec 4, 201548Feb 12, 201696Jul 1, 2016144
-14.17%Mar 25, 202493Aug 6, 2024
-11.74%Sep 30, 2021271Oct 28, 202260Jan 25, 2023331
-7.83%Sep 20, 202311Oct 4, 202369Jan 12, 202480

Volatility

Volatility Chart

The current WisdomTree Japan Equity UCITS ETF JPY Acc volatility is 3.74%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
3.86%
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc)
Benchmark (^GSPC)