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ISIN
US97717W5215
CUSIP
97717W521
Delisting Date
Jul 1, 2025
Inception Date
Jun 28, 2013
Region
Developed Asia Pacific (Japan)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Japan Hedged SmallCap Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$95M

Share Price Chart


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Performance

DXJS Performance Chart


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S&P 500 Index

Returns By Period

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has returned 23.30% so far this year and 60.13% over the past 12 months. Looking at the last ten years, DXJS has achieved an annualized return of 16.84%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


WisdomTree Japan Hedged SmallCap Equity Fund

1D
-2.83%
1M
-1.82%
YTD
23.30%
6M
24.48%
1Y
60.13%
3Y*
33.69%
5Y*
24.61%
10Y*
16.84%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.04%12.33%-5.12%4.75%2.88%-2.44%23.30%
2025-0.20%-1.97%3.46%-0.26%3.32%2.99%1.19%8.12%4.16%3.25%4.52%3.77%37.08%
20244.43%4.27%3.88%0.72%1.93%1.81%-0.17%-3.59%1.09%-0.15%1.42%3.63%20.70%
20236.40%2.11%2.06%2.98%-1.30%9.03%3.54%2.12%1.77%1.11%2.55%1.34%38.96%
2022-2.51%1.98%-2.44%0.52%1.09%1.04%3.74%1.06%-1.00%1.88%3.80%-3.92%5.02%
20210.98%3.37%7.76%-3.78%0.91%0.77%1.30%0.23%2.87%-0.64%-7.87%6.10%11.66%

Benchmark Metrics

WisdomTree Japan Hedged SmallCap Equity Fund has an annualized alpha of 6.34%, beta of 0.78, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 28, 2013.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.84%) than losses (41.74%) - typical of diversified or defensive assets.
  • R2 of 0.42 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
6.34%
Beta
0.78
0.42
Upside Capture
70.84%
Downside Capture
41.74%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DXJS ranks 91 for risk / return — in the top 91% 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.


DXJS Risk / Return Rank: 9191
Overall Rank
DXJS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXJS Omega Ratio Rank: 8787
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) 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.


DXJSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

6.24

2.78

+3.45

Martin ratioReturn relative to average drawdown

22.10

12.44

+9.67

Dividends

Dividend History

WisdomTree Japan Hedged SmallCap Equity Fund provided a 1.54% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.88$0.82$1.39$0.81$0.58$0.64$0.61$0.46$0.38$0.35$0.30$0.61

Dividend yield

1.54%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Japan Hedged SmallCap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.01$0.00$0.00$0.24$0.82
2024$0.00$0.00$0.25$0.00$0.00$0.10$0.00$0.00$0.02$0.00$0.00$1.02$1.39
2023$0.00$0.00$0.25$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.34$0.81
2022$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.28$0.58
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.01$0.00$0.00$0.40$0.64

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 Hedged SmallCap 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 SmallCap Equity Fund was 39.30%, occurring on Mar 16, 2020. Recovery took 251 trading sessions.

The current WisdomTree Japan Hedged SmallCap Equity Fund drawdown is 6.44%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.30%Mar 2020
2y 2mo12mo 4d
3y 2moJan 2018 - Mar 2021
2016 bear market2016
-23.77%Feb 2016
6mo 4d10mo
1y 3moAug 2015 - Dec 2016
2024 correction2024
-16.49%Aug 2024
19d4mo 24d
5mo 13dJul 2024 - Dec 2024
2025 selloff2025
-14.50%Apr 2025
10d1mo 5d
1mo 15dMar 2025 - May 2025
Bear market2022
-14.47%Mar 2022
5mo 22d8mo 19d
1y 2moSep 2021 - Nov 2022

Drawdown Indicators


DXJSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-56.78%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-9.10%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-18.90%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-25.43%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-33.92%

-5.38%

Current Drawdown

Current decline from peak

-6.44%

-1.80%

-4.64%

Average Drawdown

Average peak-to-trough decline

-6.49%

-10.71%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.03%

+0.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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