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DBJP vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBJP vs. OPPJ - 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 Opportunities ETF (OPPJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBJP achieves a 20.51% return, which is significantly lower than OPPJ's 26.16% return. Both investments have delivered pretty close results over the past 10 years, with DBJP having a 16.54% annualized return and OPPJ not far ahead at 17.36%.


DBJP

1D
0.81%
1M
8.88%
YTD
20.51%
6M
24.02%
1Y
52.66%
3Y*
29.04%
5Y*
21.44%
10Y*
16.54%

OPPJ

1D
-0.02%
1M
2.99%
YTD
26.16%
6M
32.96%
1Y
64.97%
3Y*
34.91%
5Y*
25.18%
10Y*
17.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBJP vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
20.51%29.51%25.53%36.21%-4.19%13.04%10.53%20.87%-14.82%21.24%
OPPJ
WisdomTree Japan Opportunities ETF
26.16%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between DBJP and OPPJ is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2013

0.85

The correlation between DBJP and OPPJ has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

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Return for Risk

DBJP vs. OPPJ — Risk / Return Rank

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

DBJP
DBJP Risk / Return Rank: 8686
Overall Rank
DBJP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DBJP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DBJP Omega Ratio Rank: 8383
Omega Ratio Rank
DBJP Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBJP Martin Ratio Rank: 8888
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9191
Overall Rank
OPPJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9191
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 8787
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBJP vs. OPPJ - Risk-Adjusted Trends Comparison

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


DBJPOPPJDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.51

1.55

-0.05

Calmar ratioReturn relative to maximum drawdown

5.09

6.65

-1.55

Martin ratioReturn relative to average drawdown

19.86

23.90

-4.04

DBJP vs. OPPJ - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 2.83, which is comparable to the OPPJ Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of DBJP and OPPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBJPOPPJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

3.33

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

1.40

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.88

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.76

-0.07

Drawdowns

DBJP vs. OPPJ - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum OPPJ drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for DBJP and OPPJ.


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Drawdown Indicators


DBJPOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-39.30%

+8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-9.82%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-16.49%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-16.49%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-39.30%

+8.00%

Current Drawdown

Current decline from peak

0.00%

-4.27%

+4.27%

Average Drawdown

Average peak-to-trough decline

-7.29%

-6.49%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.73%

-0.07%

Volatility

DBJP vs. OPPJ - Volatility Comparison

The current volatility for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) is 3.85%, while WisdomTree Japan Opportunities ETF (OPPJ) has a volatility of 5.08%. This indicates that DBJP experiences smaller price fluctuations and is considered to be less risky than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBJPOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

5.08%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

15.39%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

19.64%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

18.05%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

19.71%

-0.25%

DBJP vs. OPPJ - Expense Ratio Comparison

DBJP has a 0.45% expense ratio, which is lower than OPPJ's 0.58% expense ratio.


Dividends

DBJP vs. OPPJ - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.34%, more than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.34%2.81%2.80%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


DBJP and OPPJ have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPPJ has higher volatility (5.08%) compared to DBJP (3.85%). In terms of maximum drawdown, DBJP dropped -31.30% vs OPPJ's -39.30%.

On 10-year performance, OPPJ leads with 17.36% vs 16.54% for DBJP. On fees, DBJP is cheaper at 0.45% per year. On volatility, DBJP has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OPPJ has performed better with a 17.36% return vs 16.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBJP is cheaper with a 0.45% expense ratio, compared with 0.58% for OPPJ.

DBJP has the higher dividend yield at 2.34%, compared with 1.50% for OPPJ.

DBJP tracks MSCI Japan US Dollar Hedged Index, while OPPJ tracks WisdomTree Japan Opportunities Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.45% for DBJP and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (3.33 vs 2.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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