DXJ vs. VEA
Compare and contrast key facts about WisdomTree Japan Hedged Equity Fund (DXJ) and Vanguard FTSE Developed Markets ETF (VEA).
DXJ and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. Both DXJ and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DXJ vs. VEA - Performance Comparison
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DXJ vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 10.00% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
VEA Vanguard FTSE Developed Markets ETF | 4.45% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, DXJ achieves a 10.00% return, which is significantly higher than VEA's 4.45% return. Over the past 10 years, DXJ has outperformed VEA with an annualized return of 17.25%, while VEA has yielded a comparatively lower 9.55% annualized return.
DXJ
- 1D
- 2.59%
- 1M
- -6.49%
- YTD
- 10.00%
- 6M
- 24.19%
- 1Y
- 46.21%
- 3Y*
- 34.37%
- 5Y*
- 24.33%
- 10Y*
- 17.25%
VEA
- 1D
- 1.65%
- 1M
- -5.45%
- YTD
- 4.45%
- 6M
- 9.91%
- 1Y
- 31.74%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.55%
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DXJ vs. VEA - Expense Ratio Comparison
DXJ has a 0.48% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
DXJ vs. VEA — Risk / Return Rank
DXJ
VEA
DXJ vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged Equity Fund (DXJ) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| DXJ | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.81 | +0.24 |
Sortino ratioReturn per unit of downside risk | 2.67 | 2.46 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.77 | +0.69 |
Martin ratioReturn relative to average drawdown | 13.69 | 10.77 | +2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXJ | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.81 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.29 | 0.55 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.55 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.22 | +0.18 |
Correlation
The correlation between DXJ and VEA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DXJ vs. VEA - Dividend Comparison
DXJ's dividend yield for the trailing twelve months is around 1.18%, less than VEA's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.18% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
DXJ vs. VEA - Drawdown Comparison
The maximum DXJ drawdown since its inception was -49.63%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DXJ and VEA.
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Drawdown Indicators
| DXJ | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -60.68% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -11.63% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -29.71% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -39.14% | -35.73% | -3.41% |
Current DrawdownCurrent decline from peak | -6.79% | -7.20% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -14.44% | -13.39% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.99% | +0.32% |
Volatility
DXJ vs. VEA - Volatility Comparison
WisdomTree Japan Hedged Equity Fund (DXJ) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 7.80% and 7.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJ | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 7.92% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 11.68% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.77% | 17.67% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 16.30% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 17.26% | +3.24% |