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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in WisdomTree Long JPY Short EUR UCITS ETP, 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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Different Benchmark Currency
SJPS.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
WisdomTree Long JPY Short EUR UCITS ETP (SJPS.DE) has returned -0.05% so far this year and -12.62% over the past 12 months. Over the last ten years, SJPS.DE has returned -4.98% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
WisdomTree Long JPY Short EUR UCITS ETP
- 1D
- -0.27%
- 1M
- 0.62%
- YTD
- -0.05%
- 6M
- -5.74%
- 1Y
- -12.62%
- 3Y*
- -8.95%
- 5Y*
- -7.99%
- 10Y*
- -4.98%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Mar 10, 2010, SJPS.DE's average daily return is -0.01%, while the average monthly return is -0.27%.
Historically, 40% of months were positive and 60% were negative. The best month was May 2010 with a return of +11.8%, while the worst month was Jan 2013 at -8.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.
On a daily basis, SJPS.DE closed higher 48% of trading days. The best single day was Jun 24, 2016 with a return of +5.8%, while the worst single day was Jul 12, 2016 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.04% | -0.69% | 0.62% | -0.05% | |||||||||
| 2025 | 2.08% | 2.83% | -3.30% | -0.14% | -1.19% | -3.54% | -1.64% | 0.06% | -1.04% | -2.47% | -1.95% | -1.39% | -11.27% |
| 2024 | -1.52% | -2.12% | -1.06% | -3.01% | -1.46% | -1.17% | 5.74% | 0.79% | 0.93% | -3.72% | 4.18% | -3.73% | -6.44% |
| 2023 | -0.55% | -2.28% | -0.03% | -4.14% | 0.75% | -5.72% | 0.55% | -1.00% | -0.15% | -1.43% | -0.89% | 2.87% | -11.64% |
| 2022 | 0.81% | -0.34% | -4.07% | -1.61% | -0.92% | -3.12% | 4.29% | -2.65% | -1.62% | -3.69% | 2.08% | 1.94% | -8.90% |
| 2021 | -0.45% | -1.68% | -0.67% | -1.47% | -1.87% | 1.61% | 0.98% | 0.14% | 0.31% | -2.12% | 3.00% | -2.05% | -4.35% |
Benchmark Metrics
WisdomTree Long JPY Short EUR UCITS ETP has an annualized alpha of -2.51%, beta of -0.04, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 11, 2010.
- This ETF tended to rise when S&P 500 Index fell (downside capture of -1.25%), but participation in market rallies was also limited (-12.07%) — a profile typical of counter-cyclical assets.
- Beta of -0.04 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -2.51%
- Beta
- -0.04
- R²
- 0.01
- Upside Capture
- -12.07%
- Downside Capture
- -1.25%
Expense Ratio
SJPS.DE has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SJPS.DE ranks 1 for risk / return — in the bottom 1% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Long JPY Short EUR UCITS ETP (SJPS.DE) and compare them to a chosen benchmark (S&P 500 Index).
| SJPS.DE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.91 | 0.43 | -2.34 |
Sortino ratioReturn per unit of downside risk | -2.59 | 0.73 | -3.31 |
Omega ratioGain probability vs. loss probability | 0.72 | 1.11 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.87 | 0.67 | -1.54 |
Martin ratioReturn relative to average drawdown | -1.31 | 2.80 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SJPS.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 Long JPY Short EUR UCITS ETP. 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 Long JPY Short EUR UCITS ETP was 57.85%, occurring on Jan 22, 2026. The portfolio has not yet recovered.
The current WisdomTree Long JPY Short EUR UCITS ETP drawdown is 57.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.85% | Jul 25, 2012 | 3402 | Jan 22, 2026 | — | — | — |
| -14.05% | Sep 8, 2010 | 150 | Apr 8, 2011 | 112 | Sep 19, 2011 | 262 |
| -12.42% | Jan 17, 2012 | 51 | Mar 27, 2012 | 44 | May 31, 2012 | 95 |
| -6.39% | Oct 4, 2011 | 20 | Oct 31, 2011 | 32 | Dec 14, 2011 | 52 |
| -5.7% | Jun 30, 2010 | 20 | Jul 27, 2010 | 20 | Aug 24, 2010 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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