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DXJ vs. YCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXJ vs. YCL - Performance Comparison

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

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DXJ vs. YCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
YCL
ProShares Ultra Yen
-3.59%-6.34%-25.97%-20.46%-26.92%-20.94%7.16%-2.99%0.17%3.48%

Returns By Period

In the year-to-date period, DXJ achieves a 10.00% return, which is significantly higher than YCL's -3.59% return. Over the past 10 years, DXJ has outperformed YCL with an annualized return of 17.25%, while YCL has yielded a comparatively lower -11.45% 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%

YCL

1D
1.08%
1M
-3.33%
YTD
-3.59%
6M
-15.53%
1Y
-16.05%
3Y*
-17.74%
5Y*
-18.74%
10Y*
-11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXJ vs. YCL - Expense Ratio Comparison

DXJ has a 0.48% expense ratio, which is lower than YCL's 0.95% expense ratio.


Return for Risk

DXJ vs. YCL — Risk / Return Rank

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

DXJ
DXJ Risk / Return Rank: 9393
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9393
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9494
Martin Ratio Rank

YCL
YCL Risk / Return Rank: 22
Overall Rank
YCL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YCL Sortino Ratio Rank: 11
Sortino Ratio Rank
YCL Omega Ratio Rank: 22
Omega Ratio Rank
YCL Calmar Ratio Rank: 33
Calmar Ratio Rank
YCL Martin Ratio Rank: 44
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. YCL - Risk-Adjusted Trends Comparison

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


DXJYCLDifference

Sharpe ratio

Return per unit of total volatility

2.04

-0.80

+2.84

Sortino ratio

Return per unit of downside risk

2.67

-1.09

+3.76

Omega ratio

Gain probability vs. loss probability

1.41

0.88

+0.53

Calmar ratio

Return relative to maximum drawdown

3.46

-0.59

+4.04

Martin ratio

Return relative to average drawdown

13.69

-0.96

+14.65

DXJ vs. YCL - Sharpe Ratio Comparison

The current DXJ Sharpe Ratio is 2.04, which is higher than the YCL Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of DXJ and YCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXJYCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

-0.80

+2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

-0.92

+2.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

-0.61

+1.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.50

+0.91

Correlation

The correlation between DXJ and YCL is -0.38. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DXJ vs. YCL - Dividend Comparison

DXJ's dividend yield for the trailing twelve months is around 1.18%, while YCL has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
YCL
ProShares Ultra Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DXJ vs. YCL - Drawdown Comparison

The maximum DXJ drawdown since its inception was -49.63%, smaller than the maximum YCL drawdown of -88.10%. Use the drawdown chart below to compare losses from any high point for DXJ and YCL.


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Drawdown Indicators


DXJYCLDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-88.10%

+38.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-27.44%

+14.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-66.93%

+44.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

-76.61%

+37.47%

Current Drawdown

Current decline from peak

-6.79%

-87.87%

+81.08%

Average Drawdown

Average peak-to-trough decline

-14.44%

-52.76%

+38.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

16.82%

-13.51%

Volatility

DXJ vs. YCL - Volatility Comparison

WisdomTree Japan Hedged Equity Fund (DXJ) has a higher volatility of 7.80% compared to ProShares Ultra Yen (YCL) at 4.83%. This indicates that DXJ's price experiences larger fluctuations and is considered to be riskier than YCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJYCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

4.83%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

12.21%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

20.25%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

20.42%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

18.85%

+1.65%