PortfoliosLab logoPortfoliosLab logo
DXJ vs. JPY=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DXJ vs. JPY=X - Performance Comparison

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

Loading charts...

Different Trading Currencies

DXJ is traded in USD, while JPY=X is traded in JPY. To make them comparable, the JPY=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXJ achieves a 19.19% return, which is significantly higher than JPY=X's -0.12% return.


DXJ

1D
-1.70%
1M
-2.32%
6M
11.80%
YTD
19.19%
1Y
46.73%
3Y*
30.24%
5Y*
26.79%
10Y*
18.44%
ALL TIME*
9.34%

JPY=X

1D
-0.05%
1M
0.01%
6M
-0.01%
YTD
-0.12%
1Y
-0.28%
3Y*
0.01%
5Y*
-0.01%
10Y*
0.00%
ALL TIME*
0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$74.17M$64.25M$59.52M

JPY=X

USD/JPY
$267.69K$223.88K$206.52K

DXJ vs. JPY=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXJ
WisdomTree Japan Hedged Equity Fund
19.19%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%
JPY=X
USD/JPY
-0.12%0.04%0.14%-0.04%-0.02%0.05%-0.02%-0.12%0.11%0.07%

Correlation

The correlation between DXJ and JPY=X is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2007

-0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DXJ vs. JPY=X — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DXJ
DXJ Risk / Return Rank: 9292
Overall Rank
DXJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9292
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9292
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 8484
Overall Rank
JPY=X Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 8383
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 8787
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DXJ vs. JPY=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged Equity Fund (DXJ) and USD/JPY (JPY=X). 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.


DXJJPY=XDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.46

0.97

+0.49

Calmar ratioReturn relative to maximum drawdown

4.28

-0.35

+4.63

Martin ratioReturn relative to average drawdown

15.89

-0.56

+16.45

DXJ vs. JPY=X - Sharpe Ratio Comparison

The current DXJ Sharpe Ratio is 2.60, which is higher than the JPY=X Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of DXJ and JPY=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DXJ vs. JPY=X - Drawdown Comparison

The maximum DXJ drawdown since its inception was -49.63%, which is greater than JPY=X's maximum drawdown of -3.69%. Use the drawdown chart below to compare losses from any high point for DXJ and JPY=X.


Loading charts...

Drawdown Indicators


DXJJPY=XDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-3.69%

-45.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-0.64%

-10.34%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-1.42%

-20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-1.70%

-20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

-1.75%

-37.39%

Current Drawdown

Current decline from peak

-5.05%

-2.40%

-2.65%

Average Drawdown

Average peak-to-trough decline

-14.24%

-2.09%

-12.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.41%

+2.54%

Volatility

DXJ vs. JPY=X - Volatility Comparison

WisdomTree Japan Hedged Equity Fund (DXJ) has a higher volatility of 6.27% compared to USD/JPY (JPY=X) at 0.24%. This indicates that DXJ's price experiences larger fluctuations and is considered to be riskier than JPY=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DXJJPY=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

0.24%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

0.70%

+13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

1.40%

+16.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

1.45%

+17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

1.28%

+18.63%

Frequently Asked Questions


DXJ and JPY=X have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (6.27%) compared to JPY=X (0.24%). In terms of maximum drawdown, DXJ dropped -49.63% vs JPY=X's -3.69%.

DXJ currently has the higher Sharpe Ratio (2.60 vs -0.16), 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.

Portfolio Optimizer

Find the right allocation for DXJ and JPY=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer