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

Performance

DXJA.L vs. LCJP.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 Amundi MSCI Japan UCITS ETF Acc (LCJP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
13.43%33.47%28.93%41.24%6.17%17.72%3.40%18.65%-12.82%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
7.84%26.49%7.09%20.07%-17.06%1.31%15.70%19.23%-13.70%
Different Trading Currencies

DXJA.L is traded in USD, while LCJP.L is traded in GBP. To make them comparable, the LCJP.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 13.43% return, which is significantly higher than LCJP.L's 7.84% return.


DXJA.L

1D
4.77%
1M
-2.27%
YTD
13.43%
6M
28.77%
1Y
52.62%
3Y*
35.68%
5Y*
24.99%
10Y*

LCJP.L

1D
5.49%
1M
-3.22%
YTD
7.84%
6M
12.88%
1Y
33.90%
3Y*
17.99%
5Y*
7.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

DXJA.L vs. LCJP.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: 9494
Overall Rank
DXJA.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9393
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9696
Martin Ratio Rank

LCJP.L
LCJP.L Risk / Return Rank: 8181
Overall Rank
LCJP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCJP.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCJP.L Omega Ratio Rank: 7676
Omega Ratio Rank
LCJP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LCJP.L Martin Ratio Rank: 8484
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. LCJP.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 Amundi MSCI Japan UCITS ETF Acc (LCJP.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.LLCJP.LDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.55

+0.73

Sortino ratio

Return per unit of downside risk

2.91

2.21

+0.70

Omega ratio

Gain probability vs. loss probability

1.44

1.30

+0.14

Calmar ratio

Return relative to maximum drawdown

5.19

2.65

+2.54

Martin ratio

Return relative to average drawdown

19.31

9.76

+9.55

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

The current DXJA.L Sharpe Ratio is 2.28, which is higher than the LCJP.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DXJA.L and LCJP.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.LLCJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.55

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

0.43

+1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.40

+0.70

Correlation

The correlation between DXJA.L and LCJP.L is 0.57, 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. LCJP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

DXJA.L vs. LCJP.L - Drawdown Comparison

The maximum DXJA.L drawdown since its inception was -37.52%, which is greater than LCJP.L's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for DXJA.L and LCJP.L.


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Drawdown Indicators


DXJA.LLCJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.52%

-26.61%

-10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-10.64%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-18.58%

-4.42%

Current Drawdown

Current decline from peak

-4.33%

-5.00%

+0.67%

Average Drawdown

Average peak-to-trough decline

-5.93%

-5.54%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.00%

-0.28%

Volatility

DXJA.L vs. LCJP.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) is 8.76%, while Amundi MSCI Japan UCITS ETF Acc (LCJP.L) has a volatility of 9.59%. This indicates that DXJA.L experiences smaller price fluctuations and is considered to be less risky than LCJP.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.LLCJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

9.59%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

15.84%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

21.73%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

17.98%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.01%

18.24%

+5.77%