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DBJP vs. DXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBJP and DXJ is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DBJP vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
354.10%
400.69%
DBJP
DXJ

Key characteristics

Sharpe Ratio

DBJP:

0.16

DXJ:

0.18

Sortino Ratio

DBJP:

0.39

DXJ:

0.41

Omega Ratio

DBJP:

1.05

DXJ:

1.06

Calmar Ratio

DBJP:

0.19

DXJ:

0.21

Martin Ratio

DBJP:

0.53

DXJ:

0.62

Ulcer Index

DBJP:

7.85%

DXJ:

7.45%

Daily Std Dev

DBJP:

25.49%

DXJ:

25.97%

Max Drawdown

DBJP:

-31.30%

DXJ:

-49.63%

Current Drawdown

DBJP:

-7.45%

DXJ:

-6.00%

Returns By Period

In the year-to-date period, DBJP achieves a -2.92% return, which is significantly lower than DXJ's -2.19% return. Over the past 10 years, DBJP has underperformed DXJ with an annualized return of 8.67%, while DXJ has yielded a comparatively higher 9.91% annualized return.


DBJP

YTD

-2.92%

1M

-4.62%

6M

2.45%

1Y

2.19%

5Y*

18.19%

10Y*

8.67%

DXJ

YTD

-2.19%

1M

-5.39%

6M

4.18%

1Y

3.19%

5Y*

23.52%

10Y*

9.91%

*Annualized

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DBJP vs. DXJ - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is lower than DXJ's 0.48% expense ratio.


Expense ratio chart for DXJ: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DXJ: 0.48%
Expense ratio chart for DBJP: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBJP: 0.46%

Risk-Adjusted Performance

DBJP vs. DXJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBJP
The Risk-Adjusted Performance Rank of DBJP is 3636
Overall Rank
The Sharpe Ratio Rank of DBJP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of DBJP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DBJP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DBJP is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DBJP is 3434
Martin Ratio Rank

DXJ
The Risk-Adjusted Performance Rank of DXJ is 3737
Overall Rank
The Sharpe Ratio Rank of DXJ is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DXJ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DXJ is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DXJ is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DXJ is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBJP vs. DXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.


The chart of Sharpe ratio for DBJP, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
DBJP: 0.16
DXJ: 0.18
The chart of Sortino ratio for DBJP, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
DBJP: 0.39
DXJ: 0.41
The chart of Omega ratio for DBJP, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
DBJP: 1.05
DXJ: 1.06
The chart of Calmar ratio for DBJP, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.00
DBJP: 0.19
DXJ: 0.21
The chart of Martin ratio for DBJP, currently valued at 0.53, compared to the broader market0.0020.0040.0060.00
DBJP: 0.53
DXJ: 0.62

The current DBJP Sharpe Ratio is 0.16, which is comparable to the DXJ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DBJP and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.16
0.18
DBJP
DXJ

Dividends

DBJP vs. DXJ - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.88%, less than DXJ's 3.28% yield.


TTM20242023202220212020201920182017201620152014
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.88%2.80%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%
DXJ
WisdomTree Japan Hedged Equity Fund
3.28%3.48%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%

Drawdowns

DBJP vs. DXJ - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for DBJP and DXJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.45%
-6.00%
DBJP
DXJ

Volatility

DBJP vs. DXJ - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and WisdomTree Japan Hedged Equity Fund (DXJ) have volatilities of 15.47% and 15.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.47%
15.47%
DBJP
DXJ