DFJ vs. MSFY
DFJ (WisdomTree Japan SmallCap Dividend Fund) and MSFY (Kurv Yield Premium Strategy Microsoft ETF) are both exchange-traded funds - DFJ is a Japan Equities fund tracking the WisdomTree Japan SmallCap Dividend Index, while MSFY is a Derivative Income fund actively managed by Kurv. DFJ is passively managed, while MSFY is actively managed. Over the past year, DFJ returned 28.50% vs -18.07% for MSFY. At a 0.13 correlation, their price movements are largely independent. DFJ charges 0.58%/yr vs 1.00%/yr for MSFY.
Performance
DFJ vs. MSFY - Performance Comparison
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Returns By Period
In the year-to-date period, DFJ achieves a 10.31% return, which is significantly higher than MSFY's -22.50% return.
DFJ
- 1D
- 0.31%
- 1M
- -1.56%
- YTD
- 10.31%
- 6M
- 11.99%
- 1Y
- 28.50%
- 3Y*
- 18.53%
- 5Y*
- 9.75%
- 10Y*
- 9.18%
MSFY
- 1D
- -0.42%
- 1M
- -5.08%
- YTD
- -22.50%
- 6M
- -21.30%
- 1Y
- -18.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFJ vs. MSFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 10.31% | 31.90% | 2.80% | 7.20% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | -22.50% | 14.11% | 10.88% | 2.57% |
Correlation
The correlation between DFJ and MSFY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.13 |
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Return for Risk
DFJ vs. MSFY — Risk / Return Rank
DFJ
MSFY
DFJ vs. MSFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and Kurv Yield Premium Strategy Microsoft ETF (MSFY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFJ | MSFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.89 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | -0.54 | +2.66 |
| Martin ratioReturn relative to average drawdown | 5.97 | -1.16 | +7.13 |
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Drawdowns
DFJ vs. MSFY - Drawdown Comparison
The maximum DFJ drawdown since its inception was -46.00%, which is greater than MSFY's maximum drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for DFJ and MSFY.
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Drawdown Indicators
| DFJ | MSFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -34.21% | -11.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -34.21% | +21.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.02% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -28.39% | +22.54% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -7.38% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 15.96% | -11.35% |
Volatility
DFJ vs. MSFY - Volatility Comparison
The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 4.87%, while Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a volatility of 11.56%. This indicates that DFJ experiences smaller price fluctuations and is considered to be less risky than MSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJ | MSFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 11.56% | -6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 25.20% | -11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 26.90% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 22.33% | -6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 22.33% | -5.36% |
DFJ vs. MSFY - Expense Ratio Comparison
DFJ has a 0.58% expense ratio, which is lower than MSFY's 1.00% expense ratio.
Dividends
DFJ vs. MSFY - Dividend Comparison
DFJ's dividend yield for the trailing twelve months is around 2.41%, less than MSFY's 26.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.41% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 26.99% | 18.56% | 14.35% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFJ and MSFY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFY has higher volatility (11.56%) compared to DFJ (4.87%). In terms of maximum drawdown, DFJ dropped -46.00% vs MSFY's -34.21%.
On 1-year performance, DFJ leads with 28.50% vs -18.07% for MSFY. On fees, DFJ is cheaper at 0.58% per year. On volatility, DFJ has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFJ has performed better with a 28.50% return vs -18.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFJ is cheaper with a 0.58% expense ratio, compared with 1.00% for MSFY.
MSFY has the higher dividend yield at 26.99%, compared with 2.41% for DFJ.
DFJ is categorized as Japan Equities, while MSFY is Derivative Income. They also come from different issuers: WisdomTree and Kurv. Their fees differ too: 0.58% for DFJ and 1.00% for MSFY.
DFJ currently has the higher Sharpe Ratio (1.65 vs -0.69), 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.
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