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

Key characteristics


DBJPFLJH
YTD Return20.28%19.55%
1Y Return26.85%26.78%
3Y Return (Ann)17.72%17.72%
5Y Return (Ann)17.27%18.42%
Sharpe Ratio1.881.93
Daily Std Dev14.32%14.04%
Max Drawdown-31.30%-31.36%
Current Drawdown-2.34%-2.15%

Correlation

-0.50.00.51.00.9

The correlation between DBJP and FLJH is 0.85, 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.

Performance

DBJP vs. FLJH - Performance Comparison

The year-to-date returns for both stocks are quite close, with DBJP having a 20.28% return and FLJH slightly lower at 19.55%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
20.68%
20.02%
DBJP
FLJH

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

Franklin FTSE Japan Hedged ETF

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.


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
FLJH
Sharpe ratio
The chart of Sharpe ratio for FLJH, currently valued at 1.93, compared to the broader market0.002.004.006.001.93
Sortino ratio
The chart of Sortino ratio for FLJH, currently valued at 2.77, compared to the broader market0.005.0010.002.77
Omega ratio
The chart of Omega ratio for FLJH, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.33
Calmar ratio
The chart of Calmar ratio for FLJH, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.003.46
Martin ratio
The chart of Martin ratio for FLJH, currently valued at 11.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.06

DBJP vs. FLJH - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 1.88, which roughly equals the FLJH Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of DBJP and FLJH.


Rolling 12-month Sharpe Ratio2.002.503.003.504.002024FebruaryMarchAprilMayJune
1.88
1.93
DBJP
FLJH

Dividends

DBJP vs. FLJH - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 7.38%, less than FLJH's 23.35% yield.


TTM20232022202120202019201820172016201520142013
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
7.38%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
23.35%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.34%
-2.15%
DBJP
FLJH

Volatility

DBJP vs. FLJH - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 4.11% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 3.86%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%2024FebruaryMarchAprilMayJune
4.11%
3.86%
DBJP
FLJH