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DXJ vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJ vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged Equity Fund (DXJ) and WisdomTree Floating Rate Treasury Fund (USFR). 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 higher than USFR's 1.58% return. Over the past 10 years, DXJ has outperformed USFR with an annualized return of 18.25%, while USFR has yielded a comparatively lower 2.47% annualized return.


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%

USFR

1D
0.00%
1M
0.29%
YTD
1.58%
6M
1.96%
1Y
3.99%
3Y*
4.75%
5Y*
3.67%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJ vs. USFR - 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%
USFR
WisdomTree Floating Rate Treasury Fund
1.58%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between DXJ and USFR is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.05

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

-0.01

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.00

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Return for Risk

DXJ vs. USFR — 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

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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. USFR - Risk-Adjusted Trends Comparison

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


DXJUSFRDifference

Sharpe ratio

Return per unit of total volatility

3.03

14.83

-11.80

Sortino ratio

Return per unit of downside risk

4.12

48.59

-44.47

Omega ratio

Gain probability vs. loss probability

1.55

12.58

-11.03

Calmar ratio

Return relative to maximum drawdown

4.83

203.63

-198.81

Martin ratio

Return relative to average drawdown

18.88

767.72

-748.84

DXJ vs. USFR - Sharpe Ratio Comparison

The current DXJ Sharpe Ratio is 3.03, which is lower than the USFR Sharpe Ratio of 14.83. The chart below compares the historical Sharpe Ratios of DXJ and USFR, 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


DXJUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

14.83

-11.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

9.27

-7.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

3.07

-2.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.60

-1.18

Drawdowns

DXJ vs. USFR - Drawdown Comparison

The maximum DXJ drawdown since its inception was -49.63%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DXJ and USFR.


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Drawdown Indicators


DXJUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-1.36%

-48.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-0.02%

-10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-0.06%

-22.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-0.18%

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

-0.80%

-38.34%

Current Drawdown

Current decline from peak

-0.36%

0.00%

-0.36%

Average Drawdown

Average peak-to-trough decline

-14.34%

-0.16%

-14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.01%

+2.80%

Volatility

DXJ vs. USFR - Volatility Comparison

WisdomTree Japan Hedged Equity Fund (DXJ) has a higher volatility of 3.59% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DXJ's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

0.06%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

0.18%

+12.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

0.27%

+17.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

0.40%

+18.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

0.81%

+19.37%

DXJ vs. USFR - Expense Ratio Comparison

DXJ has a 0.48% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

DXJ vs. USFR - Dividend Comparison

DXJ's dividend yield for the trailing twelve months is around 1.09%, less than USFR's 3.91% 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%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%0.00%

Frequently Asked Questions


DXJ and USFR have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (3.59%) compared to USFR (0.06%). In terms of maximum drawdown, DXJ dropped -49.63% vs USFR's -1.36%.

On 10-year performance, DXJ leads with 18.25% vs 2.47% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. 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 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.48% for DXJ.

USFR has the higher dividend yield at 3.91%, compared with 1.09% for DXJ.

DXJ is categorized as Japan Equities, while USFR is Government Bonds. DXJ tracks WisdomTree Japan Hedged Equity Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.48% for DXJ and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.83 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

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