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WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BVXC4854
Inception Date
Feb 2, 2016
Region
Developed Asia Pacific (Japan)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Japan Hedged Equity UCITS Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

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 Equity UCITS ETF USD Hedged, 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

Different Benchmark Currency

WTDX.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 Japan Equity UCITS ETF USD Hedged (WTDX.DE) has returned 10.14% so far this year and 34.85% over the past 12 months. Looking at the last ten years, WTDX.DE has achieved an annualized return of 16.53%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.


WisdomTree Japan Equity UCITS ETF USD Hedged

1D
-1.24%
1M
-6.40%
YTD
10.14%
6M
24.31%
1Y
34.85%
3Y*
30.65%
5Y*
24.01%
10Y*
16.53%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2015, WTDX.DE's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2026 with a return of +12.8%, while the worst month was Feb 2016 at -11.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WTDX.DE closed higher 53% of trading days. The best single day was Aug 27, 2015 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.31%12.81%-6.40%10.14%
20251.30%-2.48%-2.76%-6.47%5.02%-1.25%7.04%1.98%2.46%7.81%2.84%1.80%17.62%
202410.30%8.29%5.66%1.05%0.05%4.25%-3.90%-4.71%-2.22%4.39%4.25%5.40%36.61%
20233.97%5.25%-0.68%1.02%7.04%9.34%1.41%2.12%5.31%-1.10%0.82%-1.98%36.95%
2022-0.81%1.09%5.28%4.64%-1.72%-0.19%6.39%2.73%-2.26%2.93%1.29%-7.42%11.73%
20212.65%5.21%9.23%-5.46%0.75%3.62%-1.94%1.96%6.57%-0.94%-2.56%6.31%27.31%

Benchmark Metrics

WisdomTree Japan Equity UCITS ETF USD Hedged has an annualized alpha of 5.30%, beta of 0.57, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since May 22, 2015.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.49%) than losses (54.90%) — typical of diversified or defensive assets.
  • Beta of 0.57 may look defensive, but with R² of 0.25 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 0.25 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
5.30%
Beta
0.57
0.25
Upside Capture
63.49%
Downside Capture
54.90%

Expense Ratio

WTDX.DE has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WTDX.DE ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


WTDX.DE Risk / Return Rank: 7878
Overall Rank
WTDX.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 7676
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 8282
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 Equity UCITS ETF USD Hedged (WTDX.DE) and compare them to a chosen benchmark (S&P 500 Index).


WTDX.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.43

+1.07

Sortino ratio

Return per unit of downside risk

1.95

0.73

+1.22

Omega ratio

Gain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratio

Return relative to maximum drawdown

2.32

0.67

+1.65

Martin ratio

Return relative to average drawdown

9.39

2.80

+6.59

Explore WTDX.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

WisdomTree Japan Equity UCITS ETF USD Hedged provided a 1.32% dividend yield over the last twelve months, with an annual payout of €0.56 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%0.50%1.00%1.50%2.00%€0.00€0.10€0.20€0.30€0.40€0.50€0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend€0.56€0.59€0.46€0.45€0.40€0.21€0.25€0.26€0.22€0.16€0.24€0.01

Dividend yield

1.32%1.52%1.39%1.83%2.16%1.26%1.88%1.80%1.82%1.07%1.73%0.05%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.27€0.00€0.00€0.27
2025€0.29€0.00€0.00€0.00€0.00€0.00€0.29€0.00€0.00€0.00€0.00€0.00€0.59
2024€0.20€0.00€0.00€0.00€0.00€0.00€0.26€0.00€0.00€0.00€0.00€0.00€0.46
2023€0.21€0.00€0.00€0.00€0.00€0.00€0.24€0.00€0.00€0.00€0.00€0.00€0.45
2022€0.14€0.00€0.00€0.00€0.00€0.00€0.26€0.00€0.00€0.00€0.00€0.00€0.40
2021€0.09€0.00€0.00€0.00€0.00€0.00€0.12€0.00€0.00€0.00€0.00€0.00€0.21

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 Equity UCITS ETF USD Hedged. 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 USD Hedged was 34.50%, occurring on Jul 6, 2016. Recovery took 333 trading sessions.

The current WisdomTree Japan Equity UCITS ETF USD Hedged drawdown is 6.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.5%Jun 2, 2015274Jul 6, 2016333Oct 27, 2017607
-32.85%Dec 17, 201960Mar 16, 2020231Feb 12, 2021291
-23.63%Jul 11, 202418Aug 5, 2024101Dec 27, 2024119
-21.13%Jan 3, 202569Apr 9, 202585Aug 11, 2025154
-20.58%Jan 9, 2018248Jan 3, 2019241Dec 13, 2019489

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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