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DXJ vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJ vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged Equity Fund (DXJ) 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, DXJ achieves a 18.76% return, which is significantly lower than OPPJ's 26.18% return. Both investments have delivered pretty close results over the past 10 years, with DXJ having a 18.25% annualized return and OPPJ not far behind at 17.36%.


DXJ

1D
1.14%
1M
6.07%
YTD
18.76%
6M
23.03%
1Y
52.60%
3Y*
32.82%
5Y*
26.08%
10Y*
18.25%

OPPJ

1D
1.11%
1M
2.92%
YTD
26.18%
6M
32.46%
1Y
64.28%
3Y*
34.92%
5Y*
25.56%
10Y*
17.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJ vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXJ
WisdomTree Japan Hedged Equity Fund
18.76%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%
OPPJ
WisdomTree Japan Opportunities ETF
26.18%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between DXJ and OPPJ is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.84

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

0.82

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

0.85

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

0.86

The correlation between DXJ and OPPJ has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

DXJ vs. OPPJ — Risk / Return Rank

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

DXJ
DXJ Risk / Return Rank: 8888
Overall Rank
DXJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJ Omega Ratio Rank: 8787
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8686
Calmar Ratio Rank
DXJ Martin Ratio Rank: 8787
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9191
Overall Rank
OPPJ Sharpe Ratio Rank: 9191
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: 9393
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.

DXJ vs. OPPJ - Risk-Adjusted Trends Comparison

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


DXJOPPJDifference

Sharpe ratio

Return per unit of total volatility

3.03

3.29

-0.26

Sortino ratio

Return per unit of downside risk

4.12

4.31

-0.19

Omega ratio

Gain probability vs. loss probability

1.55

1.55

0.00

Calmar ratio

Return relative to maximum drawdown

4.83

6.70

-1.88

Martin ratio

Return relative to average drawdown

18.88

24.26

-5.38

DXJ vs. OPPJ - Sharpe Ratio Comparison

The current DXJ Sharpe Ratio is 3.03, which is comparable to the OPPJ Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of DXJ 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


DXJOPPJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

3.29

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

1.42

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.88

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.76

-0.33

Drawdowns

DXJ vs. OPPJ - Drawdown Comparison

The maximum DXJ drawdown since its inception was -49.63%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for DXJ and OPPJ.


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Drawdown Indicators


DXJOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-39.30%

-10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.82%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-16.49%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-16.49%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

-39.30%

+0.16%

Current Drawdown

Current decline from peak

-0.36%

-4.25%

+3.89%

Average Drawdown

Average peak-to-trough decline

-14.34%

-6.49%

-7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.71%

+0.10%

Volatility

DXJ vs. OPPJ - Volatility Comparison

The current volatility for WisdomTree Japan Hedged Equity Fund (DXJ) is 3.59%, while WisdomTree Japan Opportunities ETF (OPPJ) has a volatility of 5.08%. This indicates that DXJ 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


DXJOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

5.08%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

15.43%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

19.65%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

18.05%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

19.71%

+0.47%

DXJ vs. OPPJ - Expense Ratio Comparison

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


Dividends

DXJ vs. OPPJ - Dividend Comparison

DXJ's dividend yield for the trailing twelve months is around 1.09%, less than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.09%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
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


DXJ and OPPJ have a correlation of 0.87, 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 DXJ (3.59%). In terms of maximum drawdown, DXJ dropped -49.63% vs OPPJ's -39.30%.

On 10-year performance, DXJ leads with 18.25% vs 17.36% for OPPJ. On fees, DXJ is cheaper at 0.48% per year. On volatility, DXJ has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DXJ has performed better with a 18.25% return vs 17.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DXJ is cheaper with a 0.48% expense ratio, compared with 0.58% for OPPJ.

OPPJ has the higher dividend yield at 1.50%, compared with 1.09% for DXJ.

DXJ tracks WisdomTree Japan Hedged Equity Index, while OPPJ tracks WisdomTree Japan Opportunities Index. Their fees differ too: 0.48% for DXJ and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (3.29 vs 3.03), 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 OPPJ

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