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

Correlation

The correlation between DBJP and FLJH is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DBJP vs. FLJH - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
106.20%
110.55%
DBJP
FLJH

Key characteristics

Sharpe Ratio

DBJP:

1.19

FLJH:

1.26

Sortino Ratio

DBJP:

1.56

FLJH:

1.65

Omega Ratio

DBJP:

1.23

FLJH:

1.24

Calmar Ratio

DBJP:

1.11

FLJH:

1.20

Martin Ratio

DBJP:

3.62

FLJH:

4.19

Ulcer Index

DBJP:

6.58%

FLJH:

5.84%

Daily Std Dev

DBJP:

20.08%

FLJH:

19.47%

Max Drawdown

DBJP:

-31.30%

FLJH:

-31.36%

Current Drawdown

DBJP:

-7.77%

FLJH:

-6.46%

Returns By Period

The year-to-date returns for both investments are quite close, with DBJP having a 21.43% return and FLJH slightly higher at 21.85%.


DBJP

YTD

21.43%

1M

-0.76%

6M

1.32%

1Y

22.80%

5Y*

14.33%

10Y*

10.06%

FLJH

YTD

21.85%

1M

-0.50%

6M

2.07%

1Y

23.37%

5Y*

15.23%

10Y*

N/A

Compare stocks, funds, or ETFs

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


DBJP vs. FLJH - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is higher than FLJH's 0.09% expense ratio.


DBJP
Xtrackers MSCI Japan Hedged Equity ETF
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%
Expense ratio chart for FLJH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DBJP vs. FLJH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Franklin FTSE Japan Hedged ETF (FLJH). 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.


Sharpe ratio
The chart of Sharpe ratio for DBJP, currently valued at 1.19, compared to the broader market0.002.004.001.191.26
The chart of Sortino ratio for DBJP, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.561.65
The chart of Omega ratio for DBJP, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.24
The chart of Calmar ratio for DBJP, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.111.20
The chart of Martin ratio for DBJP, currently valued at 3.62, compared to the broader market0.0020.0040.0060.0080.00100.003.624.19
DBJP
FLJH

The current DBJP Sharpe Ratio is 1.19, which is comparable to the FLJH Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DBJP and FLJH, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.19
1.26
DBJP
FLJH

Dividends

DBJP vs. FLJH - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.89%, more than FLJH's 2.42% yield.


TTM20232022202120202019201820172016201520142013
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.89%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%
FLJH
Franklin FTSE Japan Hedged ETF
2.42%25.59%26.67%1.29%0.00%0.00%5.92%0.05%0.00%0.00%0.00%0.00%

Drawdowns

DBJP vs. FLJH - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, roughly equal to the maximum FLJH drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for DBJP and FLJH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.77%
-6.46%
DBJP
FLJH

Volatility

DBJP vs. FLJH - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Franklin FTSE Japan Hedged ETF (FLJH) have volatilities of 4.44% and 4.28%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.44%
4.28%
DBJP
FLJH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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