DFJ vs. DBJP
Compare and contrast key facts about WisdomTree Japan SmallCap Dividend Fund (DFJ) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
DFJ and DBJP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan SmallCap Dividend Index. It was launched on Jun 16, 2006. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. Both DFJ and DBJP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFJ or DBJP.
Correlation
The correlation between DFJ and DBJP is 0.70, 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
DFJ vs. DBJP - Performance Comparison
Key characteristics
DFJ:
0.18
DBJP:
-0.16
DFJ:
0.35
DBJP:
-0.06
DFJ:
1.04
DBJP:
0.99
DFJ:
0.26
DBJP:
-0.16
DFJ:
0.62
DBJP:
-0.48
DFJ:
4.57%
DBJP:
7.15%
DFJ:
15.71%
DBJP:
22.01%
DFJ:
-46.00%
DBJP:
-31.30%
DFJ:
-5.40%
DBJP:
-13.16%
Returns By Period
In the year-to-date period, DFJ achieves a 2.19% return, which is significantly higher than DBJP's -8.92% return. Over the past 10 years, DFJ has underperformed DBJP with an annualized return of 5.55%, while DBJP has yielded a comparatively higher 8.24% annualized return.
DFJ
2.19%
-1.10%
-2.03%
1.90%
10.44%
5.55%
DBJP
-8.92%
-6.46%
-4.92%
-4.27%
18.83%
8.24%
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DFJ vs. DBJP - Expense Ratio Comparison
DFJ has a 0.58% expense ratio, which is higher than DBJP's 0.46% expense ratio.
Risk-Adjusted Performance
DFJ vs. DBJP — Risk-Adjusted Performance Rank
DFJ
DBJP
DFJ vs. DBJP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
Dividends
DFJ vs. DBJP - Dividend Comparison
DFJ's dividend yield for the trailing twelve months is around 1.63%, less than DBJP's 3.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 1.63% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% | 1.63% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.07% | 2.80% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% |
Drawdowns
DFJ vs. DBJP - Drawdown Comparison
The maximum DFJ drawdown since its inception was -46.00%, which is greater than DBJP's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for DFJ and DBJP. For additional features, visit the drawdowns tool.
Volatility
DFJ vs. DBJP - Volatility Comparison
The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 3.79%, while Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a volatility of 9.14%. This indicates that DFJ experiences smaller price fluctuations and is considered to be less risky than DBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.