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

Performance

DXJA.L vs. EEJG.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 ESG Enhanced UCITS ETF USD (Dist) (EEJG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
8.26%33.47%28.93%41.24%6.17%17.72%26.19%
EEJG.L
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)
1.83%26.48%4.66%19.47%-17.87%0.91%31.70%
Different Trading Currencies

DXJA.L is traded in USD, while EEJG.L is traded in GBP. To make them comparable, the EEJG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXJA.L achieves a 8.26% return, which is significantly higher than EEJG.L's 1.83% return.


DXJA.L

1D
-0.26%
1M
-8.69%
YTD
8.26%
6M
22.43%
1Y
44.58%
3Y*
33.59%
5Y*
23.83%
10Y*

EEJG.L

1D
0.59%
1M
-11.61%
YTD
1.83%
6M
7.09%
1Y
23.92%
3Y*
14.79%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DXJA.L has a 0.48% expense ratio, which is higher than EEJG.L's 0.15% expense ratio.


Return for Risk

DXJA.L vs. EEJG.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: 9090
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9090
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9393
Martin Ratio Rank

EEJG.L
EEJG.L Risk / Return Rank: 6565
Overall Rank
EEJG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EEJG.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
EEJG.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEJG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EEJG.L Martin Ratio Rank: 6868
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. EEJG.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 ESG Enhanced UCITS ETF USD (Dist) (EEJG.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.


DXJA.LEEJG.LDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.13

+0.84

Sortino ratio

Return per unit of downside risk

2.55

1.65

+0.90

Omega ratio

Gain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratio

Return relative to maximum drawdown

3.35

1.97

+1.38

Martin ratio

Return relative to average drawdown

13.86

7.07

+6.79

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

The current DXJA.L Sharpe Ratio is 1.97, which is higher than the EEJG.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DXJA.L and EEJG.L, 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


DXJA.LEEJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.13

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

0.32

+1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.56

+0.49

Correlation

The correlation between DXJA.L and EEJG.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DXJA.L vs. EEJG.L - Dividend Comparison

DXJA.L has not paid dividends to shareholders, while EEJG.L's dividend yield for the trailing twelve months is around 1.52%.


TTM202520242023202220212020
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEJG.L
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)
1.52%1.57%1.81%1.74%2.10%1.69%1.64%

Drawdowns

DXJA.L vs. EEJG.L - Drawdown Comparison

The maximum DXJA.L drawdown since its inception was -37.52%, which is greater than EEJG.L's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for DXJA.L and EEJG.L.


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Drawdown Indicators


DXJA.LEEJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.52%

-19.37%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-11.39%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-19.37%

-3.63%

Current Drawdown

Current decline from peak

-8.69%

-9.96%

+1.27%

Average Drawdown

Average peak-to-trough decline

-5.93%

-5.85%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.25%

+0.04%

Volatility

DXJA.L vs. EEJG.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) is 9.30%, while iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) has a volatility of 9.99%. This indicates that DXJA.L experiences smaller price fluctuations and is considered to be less risky than EEJG.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.LEEJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

9.99%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

15.27%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

21.06%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

17.80%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

17.73%

+6.21%