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

Correlation

The correlation between DBJP and HEFA is 0.68, 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: 0.7

Performance

DBJP vs. HEFA - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
212.13%
154.90%
DBJP
HEFA

Key characteristics

Sharpe Ratio

DBJP:

0.16

HEFA:

0.43

Sortino Ratio

DBJP:

0.39

HEFA:

0.69

Omega Ratio

DBJP:

1.06

HEFA:

1.10

Calmar Ratio

DBJP:

0.19

HEFA:

0.50

Martin Ratio

DBJP:

0.53

HEFA:

2.18

Ulcer Index

DBJP:

7.85%

HEFA:

3.24%

Daily Std Dev

DBJP:

25.49%

HEFA:

16.66%

Max Drawdown

DBJP:

-31.30%

HEFA:

-32.39%

Current Drawdown

DBJP:

-7.44%

HEFA:

-4.40%

Returns By Period

In the year-to-date period, DBJP achieves a -2.92% return, which is significantly lower than HEFA's 3.05% return. Over the past 10 years, DBJP has outperformed HEFA with an annualized return of 8.61%, while HEFA has yielded a comparatively lower 7.70% annualized return.


DBJP

YTD

-2.92%

1M

-4.36%

6M

2.46%

1Y

4.75%

5Y*

18.43%

10Y*

8.61%

HEFA

YTD

3.05%

1M

-3.27%

6M

3.21%

1Y

7.80%

5Y*

14.72%

10Y*

7.70%

*Annualized

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DBJP vs. HEFA - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is higher than HEFA's 0.35% expense ratio.


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%
Expense ratio chart for HEFA: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HEFA: 0.35%

Risk-Adjusted Performance

DBJP vs. HEFA — 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 3333
Overall Rank
The Sharpe Ratio Rank of DBJP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of DBJP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DBJP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DBJP is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DBJP is 3131
Martin Ratio Rank

HEFA
The Risk-Adjusted Performance Rank of HEFA is 5555
Overall Rank
The Sharpe Ratio Rank of HEFA is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of HEFA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of HEFA is 5151
Omega Ratio Rank
The Calmar Ratio Rank of HEFA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of HEFA is 6262
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. HEFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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
HEFA: 0.43
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
HEFA: 0.69
The chart of Omega ratio for DBJP, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
DBJP: 1.06
HEFA: 1.10
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
HEFA: 0.50
The chart of Martin ratio for DBJP, currently valued at 0.53, compared to the broader market0.0020.0040.0060.00
DBJP: 0.53
HEFA: 2.18

The current DBJP Sharpe Ratio is 0.16, which is lower than the HEFA Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DBJP and HEFA, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.16
0.43
DBJP
HEFA

Dividends

DBJP vs. HEFA - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.88%, less than HEFA's 3.00% 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%
HEFA
iShares Currency Hedged MSCI EAFE ETF
3.00%3.09%3.01%25.14%3.06%2.10%5.37%4.58%2.55%3.17%3.54%3.39%

Drawdowns

DBJP vs. HEFA - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, roughly equal to the maximum HEFA drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for DBJP and HEFA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.44%
-4.40%
DBJP
HEFA

Volatility

DBJP vs. HEFA - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 15.47% compared to iShares Currency Hedged MSCI EAFE ETF (HEFA) at 12.15%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.47%
12.15%
DBJP
HEFA