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DFJ vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFJ and QQQ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DFJ vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan SmallCap Dividend Fund (DFJ) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
134.49%
1,331.12%
DFJ
QQQ

Key characteristics

Sharpe Ratio

DFJ:

0.63

QQQ:

0.47

Sortino Ratio

DFJ:

0.96

QQQ:

0.82

Omega Ratio

DFJ:

1.12

QQQ:

1.11

Calmar Ratio

DFJ:

0.88

QQQ:

0.52

Martin Ratio

DFJ:

2.38

QQQ:

1.79

Ulcer Index

DFJ:

4.68%

QQQ:

6.64%

Daily Std Dev

DFJ:

17.73%

QQQ:

25.28%

Max Drawdown

DFJ:

-46.00%

QQQ:

-82.98%

Current Drawdown

DFJ:

-1.07%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, DFJ achieves a 8.66% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, DFJ has underperformed QQQ with an annualized return of 6.03%, while QQQ has yielded a comparatively higher 16.64% annualized return.


DFJ

YTD

8.66%

1M

1.32%

6M

11.75%

1Y

12.46%

5Y*

9.20%

10Y*

6.03%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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DFJ vs. QQQ - Expense Ratio Comparison

DFJ has a 0.58% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for DFJ: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFJ: 0.58%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

DFJ vs. QQQ — Risk-Adjusted Performance Rank

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

DFJ
The Risk-Adjusted Performance Rank of DFJ is 6767
Overall Rank
The Sharpe Ratio Rank of DFJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DFJ is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DFJ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DFJ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DFJ is 6565
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFJ vs. QQQ - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DFJ, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
DFJ: 0.63
QQQ: 0.47
The chart of Sortino ratio for DFJ, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
DFJ: 0.96
QQQ: 0.82
The chart of Omega ratio for DFJ, currently valued at 1.12, compared to the broader market0.501.001.502.00
DFJ: 1.12
QQQ: 1.11
The chart of Calmar ratio for DFJ, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.00
DFJ: 0.88
QQQ: 0.52
The chart of Martin ratio for DFJ, currently valued at 2.38, compared to the broader market0.0020.0040.0060.00
DFJ: 2.38
QQQ: 1.79

The current DFJ Sharpe Ratio is 0.63, which is higher than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DFJ and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.63
0.47
DFJ
QQQ

Dividends

DFJ vs. QQQ - Dividend Comparison

DFJ's dividend yield for the trailing twelve months is around 1.53%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
DFJ
WisdomTree Japan SmallCap Dividend Fund
1.53%2.46%2.43%2.62%2.07%2.59%2.24%1.89%1.60%1.76%1.23%1.63%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

DFJ vs. QQQ - Drawdown Comparison

The maximum DFJ drawdown since its inception was -46.00%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DFJ and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.07%
-12.28%
DFJ
QQQ

Volatility

DFJ vs. QQQ - Volatility Comparison

The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 9.19%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that DFJ experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.19%
16.86%
DFJ
QQQ