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DFJ vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFJ vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan SmallCap Dividend Fund (DFJ) 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, DFJ achieves a 9.06% return, which is significantly lower than OPPJ's 26.16% return. Over the past 10 years, DFJ has underperformed OPPJ with an annualized return of 8.70%, while OPPJ has yielded a comparatively higher 17.36% annualized return.


DFJ

1D
-0.46%
1M
2.01%
YTD
9.06%
6M
12.58%
1Y
26.81%
3Y*
18.99%
5Y*
9.51%
10Y*
8.70%

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)

DFJ vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFJ
WisdomTree Japan SmallCap Dividend Fund
9.06%31.90%2.80%21.81%-9.00%0.38%1.29%16.98%-18.53%32.14%
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 DFJ and OPPJ is 0.73, 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

0.73

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

0.71

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

0.68

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

0.75

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

0.78

The correlation between DFJ and OPPJ has been stable across timeframes, ranging from 0.68 to 0.78 - a consistent structural relationship.

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Return for Risk

DFJ vs. OPPJ — Risk / Return Rank

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

DFJ
DFJ Risk / Return Rank: 4444
Overall Rank
DFJ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DFJ Sortino Ratio Rank: 4747
Sortino Ratio Rank
DFJ Omega Ratio Rank: 4545
Omega Ratio Rank
DFJ Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFJ Martin Ratio Rank: 3838
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.

DFJ vs. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) 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.


DFJOPPJDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.29

1.55

-0.26

Calmar ratioReturn relative to maximum drawdown

2.07

6.65

-4.58

Martin ratioReturn relative to average drawdown

6.01

23.90

-17.89

DFJ vs. OPPJ - Sharpe Ratio Comparison

The current DFJ Sharpe Ratio is 1.65, which is lower than the OPPJ Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of DFJ 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


DFJOPPJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

3.33

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.40

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.88

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.76

-0.45

Drawdowns

DFJ vs. OPPJ - Drawdown Comparison

The maximum DFJ drawdown since its inception was -46.00%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for DFJ and OPPJ.


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Drawdown Indicators


DFJOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-46.00%

-39.30%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-9.82%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

-16.49%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-16.49%

-13.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.02%

-39.30%

-0.72%

Current Drawdown

Current decline from peak

-6.92%

-4.27%

-2.65%

Average Drawdown

Average peak-to-trough decline

-11.15%

-6.49%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.73%

+1.74%

Volatility

DFJ vs. OPPJ - Volatility Comparison

The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 4.15%, while WisdomTree Japan Opportunities ETF (OPPJ) has a volatility of 5.08%. This indicates that DFJ 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


DFJOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.08%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

15.39%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

19.64%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

18.05%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

19.71%

-2.76%

DFJ vs. OPPJ - Expense Ratio Comparison

Both DFJ and OPPJ have an expense ratio of 0.58%.


Dividends

DFJ vs. OPPJ - Dividend Comparison

DFJ's dividend yield for the trailing twelve months is around 2.44%, more than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DFJ
WisdomTree Japan SmallCap Dividend Fund
2.44%2.68%2.46%2.43%2.62%2.07%2.59%2.24%1.89%1.60%1.76%1.23%
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


DFJ and OPPJ have a correlation of 0.73, 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 DFJ (4.15%). In terms of maximum drawdown, DFJ dropped -46.00% vs OPPJ's -39.30%.

On 10-year performance, OPPJ leads with 17.36% vs 8.70% for DFJ. Both ETFs have the same 0.58% expense ratio. On volatility, DFJ has been the lower-risk option at 4.15%. 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 8.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFJ and OPPJ have the same expense ratio: 0.58% per year.

DFJ has the higher dividend yield at 2.44%, compared with 1.50% for OPPJ.

DFJ tracks WisdomTree Japan SmallCap Dividend Index, while OPPJ tracks WisdomTree Japan Opportunities Index.

OPPJ currently has the higher Sharpe Ratio (3.33 vs 1.65), 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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