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BBJP vs. DXJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBJP vs. DXJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BBJP

1D
1.79%
1M
1.46%
6M
7.86%
YTD
15.79%
1Y
29.34%
3Y*
18.33%
5Y*
9.40%
10Y*
ALL TIME*
8.07%

DXJS

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$134.10M$105.88M$113.31M

BBJP vs. DXJS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBJP
JPMorgan BetaBuilders Japan ETF
15.79%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
23.30%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-17.95%

Correlation

The correlation between BBJP and DXJS is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.71

The correlation between BBJP and DXJS has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

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Return for Risk

BBJP vs. DXJS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBJP
BBJP Risk / Return Rank: 5353
Overall Rank
BBJP Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 5252
Sortino Ratio Rank
BBJP Omega Ratio Rank: 5353
Omega Ratio Rank
BBJP Calmar Ratio Rank: 5454
Calmar Ratio Rank
BBJP Martin Ratio Rank: 5353
Martin Ratio Rank

DXJS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBJP vs. DXJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BBJPDXJSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

6.92

BBJP vs. DXJS - Sharpe Ratio Comparison


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Drawdowns

BBJP vs. DXJS - Drawdown Comparison


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Drawdown Indicators


BBJPDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.49%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

Current Drawdown

Current decline from peak

-2.33%

Average Drawdown

Average peak-to-trough decline

-8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

Volatility

BBJP vs. DXJS - Volatility Comparison


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Volatility by Period


BBJPDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

Volatility (1Y)

Calculated over the trailing 1-year period

20.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

BBJP vs. DXJS - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is lower than DXJS's 0.58% expense ratio.


Dividends

BBJP vs. DXJS - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 4.63%, while DXJS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBJP
JPMorgan BetaBuilders Japan ETF
4.63%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%0.00%0.00%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
0.53%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


BBJP and DXJS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBJP is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBJP is cheaper with a 0.19% expense ratio, compared with 0.58% for DXJS.

BBJP has the higher dividend yield at 4.63%, compared with 0.53% for DXJS.

BBJP tracks Morningstar Japan Target Market Exposure Index, while DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.19% for BBJP and 0.58% for DXJS.

Portfolio Optimizer

Find the right allocation for BBJP and DXJS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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