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

Performance

DXJA.L vs. VJPB.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
13.43%33.47%28.93%41.24%6.17%17.72%3.40%8.33%
VJPB.L
Vanguard FTSE Japan UCITS ETF Accumulating
7.76%26.88%6.68%19.43%-16.30%0.84%15.54%5.34%
Different Trading Currencies

DXJA.L is traded in USD, while VJPB.L is traded in GBP. To make them comparable, the VJPB.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 VJPB.L's 7.76% 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*

VJPB.L

1D
4.96%
1M
-3.68%
YTD
7.76%
6M
12.34%
1Y
33.91%
3Y*
17.77%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

DXJA.L vs. VJPB.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

VJPB.L
VJPB.L Risk / Return Rank: 8383
Overall Rank
VJPB.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VJPB.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VJPB.L Omega Ratio Rank: 7979
Omega Ratio Rank
VJPB.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
VJPB.L Martin Ratio Rank: 8686
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. VJPB.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.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.LVJPB.LDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.64

+0.65

Sortino ratio

Return per unit of downside risk

2.91

2.28

+0.62

Omega ratio

Gain probability vs. loss probability

1.44

1.31

+0.13

Calmar ratio

Return relative to maximum drawdown

5.19

2.73

+2.47

Martin ratio

Return relative to average drawdown

19.31

10.21

+9.10

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

The current DXJA.L Sharpe Ratio is 2.28, which is higher than the VJPB.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DXJA.L and VJPB.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.LVJPB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.64

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

0.43

+1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.51

+0.59

Correlation

The correlation between DXJA.L and VJPB.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. VJPB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

DXJA.L vs. VJPB.L - Drawdown Comparison

The maximum DXJA.L drawdown since its inception was -37.52%, which is greater than VJPB.L's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for DXJA.L and VJPB.L.


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Drawdown Indicators


DXJA.LVJPB.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.52%

-24.65%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-10.67%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-18.32%

-4.68%

Current Drawdown

Current decline from peak

-4.33%

-5.37%

+1.04%

Average Drawdown

Average peak-to-trough decline

-5.93%

-5.39%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.92%

-0.20%

Volatility

DXJA.L vs. VJPB.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) have volatilities of 8.76% and 8.95%, 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


DXJA.LVJPB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

8.95%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

15.07%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

20.62%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

17.52%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.01%

18.50%

+5.51%