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

Key characteristics


DBJPEWT
YTD Return20.28%18.68%
1Y Return29.57%30.43%
3Y Return (Ann)17.69%5.62%
5Y Return (Ann)17.42%17.67%
10Y Return (Ann)11.26%11.06%
Sharpe Ratio1.881.67
Daily Std Dev14.32%17.09%
Max Drawdown-31.30%-64.26%
Current Drawdown-2.34%-0.44%

Correlation

-0.50.00.51.00.5

The correlation between DBJP and EWT is 0.50, 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.

Performance

DBJP vs. EWT - Performance Comparison

In the year-to-date period, DBJP achieves a 20.28% return, which is significantly higher than EWT's 18.68% return. Both investments have delivered pretty close results over the past 10 years, with DBJP having a 11.26% annualized return and EWT not far behind at 11.06%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%2024FebruaryMarchAprilMayJune
348.19%
204.83%
DBJP
EWT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xtrackers MSCI Japan Hedged Equity ETF

iShares MSCI Taiwan ETF

DBJP vs. EWT - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is lower than EWT's 0.59% expense ratio.


EWT
iShares MSCI Taiwan ETF
Expense ratio chart for EWT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for DBJP: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

DBJP vs. EWT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI Taiwan ETF (EWT). 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.


DBJP
Sharpe ratio
The chart of Sharpe ratio for DBJP, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for DBJP, currently valued at 2.70, compared to the broader market0.005.0010.002.70
Omega ratio
The chart of Omega ratio for DBJP, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for DBJP, currently valued at 3.48, compared to the broader market0.005.0010.0015.0020.003.48
Martin ratio
The chart of Martin ratio for DBJP, currently valued at 10.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.64
EWT
Sharpe ratio
The chart of Sharpe ratio for EWT, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Sortino ratio
The chart of Sortino ratio for EWT, currently valued at 2.31, compared to the broader market0.005.0010.002.31
Omega ratio
The chart of Omega ratio for EWT, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.28
Calmar ratio
The chart of Calmar ratio for EWT, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.17
Martin ratio
The chart of Martin ratio for EWT, currently valued at 6.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.08

DBJP vs. EWT - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 1.88, which roughly equals the EWT Sharpe Ratio of 1.67. The chart below compares the 12-month rolling Sharpe Ratio of DBJP and EWT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.002024FebruaryMarchAprilMayJune
1.88
1.67
DBJP
EWT

Dividends

DBJP vs. EWT - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 3.13%, less than EWT's 10.12% yield.


TTM20232022202120202019201820172016201520142013
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
3.13%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%
EWT
iShares MSCI Taiwan ETF
10.12%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%1.82%

Drawdowns

DBJP vs. EWT - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum EWT drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for DBJP and EWT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-2.34%
-0.44%
DBJP
EWT

Volatility

DBJP vs. EWT - Volatility Comparison

The current volatility for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) is 4.11%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 5.55%. This indicates that DBJP experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%2024FebruaryMarchAprilMayJune
4.11%
5.55%
DBJP
EWT