CSUAY vs. DFJ
CSUAY (China Shenhua Energy Co Ltd) is a stock, while DFJ (WisdomTree Japan SmallCap Dividend Fund) is Japan Equities fund tracking the WisdomTree Japan SmallCap Dividend Index. Over the past 10 years, CSUAY returned 23.30%/yr vs 8.94%/yr for DFJ. At a 0.26 correlation, their price movements are largely independent.
Performance
CSUAY vs. DFJ - Performance Comparison
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Returns By Period
In the year-to-date period, CSUAY achieves a 10.19% return, which is significantly lower than DFJ's 12.07% return. Over the past 10 years, CSUAY has outperformed DFJ with an annualized return of 23.30%, while DFJ has yielded a comparatively lower 8.94% annualized return.
CSUAY
- 1D
- -3.06%
- 1M
- -0.44%
- 6M
- 3.22%
- YTD
- 10.19%
- 1Y
- 36.78%
- 3Y*
- 29.34%
- 5Y*
- 33.45%
- 10Y*
- 23.30%
DFJ
- 1D
- -0.68%
- 1M
- 0.07%
- 6M
- 7.96%
- YTD
- 12.07%
- 1Y
- 28.50%
- 3Y*
- 18.99%
- 5Y*
- 10.30%
- 10Y*
- 8.94%
CSUAY vs. DFJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 10.19% | 28.25% | 34.09% | 34.21% | 38.61% | 40.38% | -2.68% | 1.33% | -12.77% | 96.35% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 12.07% | 31.90% | 2.80% | 21.81% | -9.00% | 0.38% | 1.29% | 16.98% | -18.53% | 32.14% |
Correlation
The correlation between CSUAY and DFJ is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008 | 0.26 |
Over the past year, the correlation between CSUAY and DFJ has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
CSUAY vs. DFJ — Risk / Return Rank
CSUAY
DFJ
CSUAY vs. DFJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Shenhua Energy Co Ltd (CSUAY) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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.
| CSUAY | DFJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.20 | -0.32 |
| Martin ratioReturn relative to average drawdown | 4.64 | 5.96 | -1.31 |
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Drawdowns
CSUAY vs. DFJ - Drawdown Comparison
The maximum CSUAY drawdown since its inception was -88.12%, which is greater than DFJ's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for CSUAY and DFJ.
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Drawdown Indicators
| CSUAY | DFJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -46.00% | -42.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.69% | -13.03% | -6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -13.03% | -11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -29.71% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.27% | -40.02% | -5.25% |
Current DrawdownCurrent decline from peak | -13.84% | -4.35% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -46.93% | -11.12% | -35.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 4.80% | +3.14% |
Volatility
CSUAY vs. DFJ - Volatility Comparison
China Shenhua Energy Co Ltd (CSUAY) has a higher volatility of 11.26% compared to WisdomTree Japan SmallCap Dividend Fund (DFJ) at 5.02%. This indicates that CSUAY's price experiences larger fluctuations and is considered to be riskier than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUAY | DFJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 5.02% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 25.20% | 14.27% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 17.00% | +21.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.26% | 15.97% | +17.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.46% | 16.94% | +15.52% |
Dividends
CSUAY vs. DFJ - Dividend Comparison
CSUAY's dividend yield for the trailing twelve months is around 5.46%, more than DFJ's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 5.46% | 9.11% | 7.29% | 10.66% | 13.21% | 10.39% | 7.89% | 5.07% | 5.46% | 29.22% | 5.13% | 8.19% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.62% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
Frequently Asked Questions
CSUAY and DFJ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAY has higher volatility (11.26%) compared to DFJ (5.02%). In terms of maximum drawdown, CSUAY dropped -88.12% vs DFJ's -46.00%.
DFJ currently has the higher Sharpe Ratio (1.69 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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