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DXJ vs. DXJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXJ and DXJS is 0.58, 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

DXJ vs. DXJS - Performance Comparison

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

230.00%240.00%250.00%260.00%270.00%280.00%290.00%December2025FebruaryMarchAprilMay
274.43%
276.23%
DXJ
DXJS

Key characteristics

Sharpe Ratio

DXJ:

0.21

DXJS:

0.36

Sortino Ratio

DXJ:

0.44

DXJS:

0.59

Omega Ratio

DXJ:

1.07

DXJS:

1.08

Calmar Ratio

DXJ:

0.24

DXJS:

0.45

Martin Ratio

DXJ:

0.72

DXJS:

1.62

Ulcer Index

DXJ:

7.48%

DXJS:

4.58%

Daily Std Dev

DXJ:

25.86%

DXJS:

20.55%

Max Drawdown

DXJ:

-49.63%

DXJS:

-39.29%

Current Drawdown

DXJ:

-4.27%

DXJS:

-2.85%

Returns By Period

In the year-to-date period, DXJ achieves a -0.40% return, which is significantly lower than DXJS's 0.94% return. Both investments have delivered pretty close results over the past 10 years, with DXJ having a 10.03% annualized return and DXJS not far ahead at 10.22%.


DXJ

YTD

-0.40%

1M

0.55%

6M

4.83%

1Y

5.11%

5Y*

24.37%

10Y*

10.03%

DXJS

YTD

0.94%

1M

0.59%

6M

6.09%

1Y

7.56%

5Y*

19.05%

10Y*

10.22%

*Annualized

Compare stocks, funds, or ETFs

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DXJ vs. DXJS - Expense Ratio Comparison

DXJ has a 0.48% expense ratio, which is lower than DXJS's 0.58% expense ratio.


Expense ratio chart for DXJS: 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%
DXJS: 0.58%
Expense ratio chart for DXJ: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DXJ: 0.48%

Risk-Adjusted Performance

DXJ vs. DXJS — Risk-Adjusted Performance Rank

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

DXJ
The Risk-Adjusted Performance Rank of DXJ is 3636
Overall Rank
The Sharpe Ratio Rank of DXJ is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DXJ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DXJ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DXJ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DXJ is 3535
Martin Ratio Rank

DXJS
The Risk-Adjusted Performance Rank of DXJS is 4848
Overall Rank
The Sharpe Ratio Rank of DXJS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DXJS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of DXJS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DXJS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DXJS is 5353
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.

DXJ vs. DXJS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged Equity Fund (DXJ) 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.


The chart of Sharpe ratio for DXJ, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.00
DXJ: 0.21
DXJS: 0.36
The chart of Sortino ratio for DXJ, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
DXJ: 0.44
DXJS: 0.59
The chart of Omega ratio for DXJ, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
DXJ: 1.07
DXJS: 1.08
The chart of Calmar ratio for DXJ, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.00
DXJ: 0.24
DXJS: 0.45
The chart of Martin ratio for DXJ, currently valued at 0.72, compared to the broader market0.0020.0040.0060.00
DXJ: 0.72
DXJS: 1.62

The current DXJ Sharpe Ratio is 0.21, which is lower than the DXJS Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of DXJ and DXJS, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.21
0.36
DXJ
DXJS

Dividends

DXJ vs. DXJS - Dividend Comparison

DXJ's dividend yield for the trailing twelve months is around 3.22%, less than DXJS's 3.26% yield.


TTM20242023202220212020201920182017201620152014
DXJ
WisdomTree Japan Hedged Equity Fund
3.22%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
3.26%4.02%2.71%2.63%2.96%3.04%2.16%2.06%1.53%1.66%3.99%8.65%

Drawdowns

DXJ vs. DXJS - Drawdown Comparison

The maximum DXJ drawdown since its inception was -49.63%, which is greater than DXJS's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for DXJ and DXJS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.27%
-2.85%
DXJ
DXJS

Volatility

DXJ vs. DXJS - Volatility Comparison

WisdomTree Japan Hedged Equity Fund (DXJ) has a higher volatility of 15.28% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 10.90%. This indicates that DXJ's price experiences larger fluctuations and is considered to be riskier than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
15.28%
10.90%
DXJ
DXJS