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DXJA.L vs. CJPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJA.L vs. CJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXJA.L achieves a 20.17% return, which is significantly higher than CJPU.L's 12.44% return.


DXJA.L

1D
-2.34%
1M
-2.57%
6M
11.14%
YTD
20.17%
1Y
50.98%
3Y*
31.14%
5Y*
26.73%
10Y*

CJPU.L

1D
-2.51%
1M
-5.70%
6M
6.20%
YTD
12.44%
1Y
30.44%
3Y*
16.15%
5Y*
8.69%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJA.L vs. CJPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
20.17%33.46%28.94%41.24%6.24%17.35%4.48%17.49%-18.94%18.13%
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.44%26.13%7.33%20.25%-17.32%0.50%16.08%17.64%-13.50%19.23%

Correlation

The correlation between DXJA.L and CJPU.L is 0.84, 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

0.84

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2017

0.79

The correlation between DXJA.L and CJPU.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

DXJA.L vs. CJPU.L — Risk / Return Rank

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

DXJA.L
DXJA.L Risk / Return Rank: 9191
Overall Rank
DXJA.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9090
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9292
Martin Ratio Rank

CJPU.L
CJPU.L Risk / Return Rank: 5858
Overall Rank
CJPU.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CJPU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CJPU.L Omega Ratio Rank: 5454
Omega Ratio Rank
CJPU.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CJPU.L Martin Ratio Rank: 5959
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.

DXJA.L vs. CJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L). 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.


DXJA.LCJPU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.45

1.26

+0.19

Calmar ratioReturn relative to maximum drawdown

5.02

2.37

+2.65

Martin ratioReturn relative to average drawdown

17.22

7.70

+9.52

DXJA.L vs. CJPU.L - Sharpe Ratio Comparison

The current DXJA.L Sharpe Ratio is 2.51, which is higher than the CJPU.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DXJA.L and CJPU.L, 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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Drawdowns

DXJA.L vs. CJPU.L - Drawdown Comparison

The maximum DXJA.L drawdown since its inception was -37.51%, which is greater than CJPU.L's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for DXJA.L and CJPU.L.


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Drawdown Indicators


DXJA.LCJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-32.64%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-12.79%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.01%

-14.74%

-8.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-32.64%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-4.25%

-7.07%

+2.82%

Average Drawdown

Average peak-to-trough decline

-6.66%

-5.86%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.94%

-0.99%

Volatility

DXJA.L vs. CJPU.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) is 6.13%, while iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a volatility of 7.14%. This indicates that DXJA.L experiences smaller price fluctuations and is considered to be less risky than CJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJA.LCJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

7.14%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

18.29%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

21.85%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

18.44%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

17.12%

+2.13%

DXJA.L vs. CJPU.L - Expense Ratio Comparison

DXJA.L has a 0.48% expense ratio, which is higher than CJPU.L's 0.12% expense ratio.


Dividends

DXJA.L vs. CJPU.L - Dividend Comparison

Neither DXJA.L nor CJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXJA.L and CJPU.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CJPU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CJPU.L is cheaper with a 0.12% expense ratio, compared with 0.48% for DXJA.L.

DXJA.L tracks WisdomTree Japan Hedged Equity UCITS Index, while CJPU.L tracks MSCI Japan Index (Net). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.48% for DXJA.L and 0.12% for CJPU.L.

Portfolio Optimizer

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