DFJ vs. DXJS
Compare and contrast key facts about WisdomTree Japan SmallCap Dividend Fund (DFJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS).
DFJ and DXJS 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. DXJS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged SmallCap Equity Index. It was launched on Jun 28, 2013. Both DFJ and DXJS 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 DXJS.
Key characteristics
| DFJ | DXJS | |
|---|---|---|
| YTD Return | -0.51% | 13.28% |
| 1Y Return | 14.35% | 39.88% |
| 3Y Return (Ann) | 2.52% | 19.64% |
| 5Y Return (Ann) | 4.10% | 14.08% |
| 10Y Return (Ann) | 6.26% | 12.55% |
| Sharpe Ratio | 0.97 | 2.47 |
| Daily Std Dev | 14.00% | 15.47% |
| Max Drawdown | -46.00% | -39.29% |
| Current Drawdown | -5.52% | -0.92% |
Correlation
The correlation between DFJ and DXJS is 0.80, 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. DXJS - Performance Comparison
In the year-to-date period, DFJ achieves a -0.51% return, which is significantly lower than DXJS's 13.28% return. Over the past 10 years, DFJ has underperformed DXJS with an annualized return of 6.26%, while DXJS has yielded a comparatively higher 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFJ vs. DXJS - Expense Ratio Comparison
Both DFJ and DXJS have an expense ratio of 0.58%.
Risk-Adjusted Performance
DFJ vs. DXJS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). 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. DXJS - Dividend Comparison
DFJ's dividend yield for the trailing twelve months is around 2.23%, less than DXJS's 2.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.23% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% | 1.63% | 2.20% |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 2.42% | 2.71% | 2.63% | 2.96% | 3.04% | 2.16% | 2.06% | 1.53% | 1.66% | 3.99% | 8.65% | 0.21% |
Drawdowns
DFJ vs. DXJS - Drawdown Comparison
The maximum DFJ drawdown since its inception was -46.00%, which is greater than DXJS's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for DFJ and DXJS. For additional features, visit the drawdowns tool.
Volatility
DFJ vs. DXJS - Volatility Comparison
The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 3.61%, while WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a volatility of 4.13%. This indicates that DFJ experiences smaller price fluctuations and is considered to be less risky than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.