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WisdomTree Japan Hedged SmallCap Equity Fund (DXJS...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717W5215
CUSIP
97717W521
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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Japan Hedged SmallCap 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.


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S&P 500 Index

Returns By Period

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has returned 17.27% so far this year and 58.83% over the past 12 months. Looking at the last ten years, DXJS has achieved an annualized return of 16.61%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


WisdomTree Japan Hedged SmallCap Equity Fund

1D
2.03%
1M
-5.12%
YTD
17.27%
6M
31.32%
1Y
58.83%
3Y*
34.47%
5Y*
22.94%
10Y*
16.61%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 28, 2013, DXJS's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, your investment would double in approximately 4.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2026 with a return of +12.3%, while the worst month was Dec 2018 at -12.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DXJS closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.04%12.33%-5.12%17.27%
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 6.70%, beta of 0.77, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since July 01, 2013.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.18%) than losses (41.72%) — 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
6.70%
Beta
0.77
0.42
Upside Capture
72.18%
Downside Capture
41.72%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DXJS ranks 96 for risk / return — in the top 96% 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: 9696
Overall Rank
DXJS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXJS Omega Ratio Rank: 9595
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9797
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 a chosen benchmark (S&P 500 Index).


DXJSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.81

0.90

+1.92

Sortino ratio

Return per unit of downside risk

3.53

1.39

+2.14

Omega ratio

Gain probability vs. loss probability

1.48

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

4.69

1.40

+3.29

Martin ratio

Return relative to average drawdown

19.87

6.61

+13.26

Explore DXJS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree Japan Hedged SmallCap Equity Fund provided a 1.62% 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

1.62%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$0.06
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 5.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.3%Jan 9, 2018549Mar 16, 2020251Mar 15, 2021800
-23.77%Aug 11, 2015128Feb 11, 2016208Dec 7, 2016336
-16.49%Jul 17, 202414Aug 5, 2024101Dec 27, 2024115
-14.5%Mar 28, 20257Apr 7, 202524May 12, 202531
-14.47%Sep 17, 2021119Mar 8, 2022180Nov 22, 2022299

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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