DXJA.L vs. VJPU.L
Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L).
DXJA.L and VJPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity UCITS Index. It was launched on Mar 9, 2017. VJPU.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan (USD Hedged). It was launched on Jan 31, 2020. Both DXJA.L and VJPU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DXJA.L vs. VJPU.L - Performance Comparison
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DXJA.L vs. VJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DXJA.L WisdomTree Japan Equity UCITS ETF USD Hedged Acc | 13.43% | 33.47% | 28.93% | 41.24% | 4.24% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 9.61% | 31.52% | 23.80% | 35.64% | 1.68% |
Returns By Period
In the year-to-date period, DXJA.L achieves a 13.43% return, which is significantly higher than VJPU.L's 9.61% 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*
- —
VJPU.L
- 1D
- 4.83%
- 1M
- -2.60%
- YTD
- 9.61%
- 6M
- 22.73%
- 1Y
- 47.06%
- 3Y*
- 30.25%
- 5Y*
- —
- 10Y*
- —
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DXJA.L vs. VJPU.L - Expense Ratio Comparison
DXJA.L has a 0.48% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.
Return for Risk
DXJA.L vs. VJPU.L — Risk / Return Rank
DXJA.L
VJPU.L
DXJA.L vs. VJPU.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 USD Hedged Acc (VJPU.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.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 2.18 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.91 | 2.88 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.42 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 5.19 | 4.95 | +0.24 |
Martin ratioReturn relative to average drawdown | 19.31 | 17.82 | +1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXJA.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.18 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.40 | -0.31 |
Correlation
The correlation between DXJA.L and VJPU.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DXJA.L vs. VJPU.L - Dividend Comparison
Neither DXJA.L nor VJPU.L has paid dividends to shareholders.
Drawdowns
DXJA.L vs. VJPU.L - Drawdown Comparison
The maximum DXJA.L drawdown since its inception was -37.52%, which is greater than VJPU.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for DXJA.L and VJPU.L.
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Drawdown Indicators
| DXJA.L | VJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.52% | -25.40% | -12.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | -11.93% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.00% | — | — |
Current DrawdownCurrent decline from peak | -4.33% | -4.73% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -2.98% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.66% | +0.06% |
Volatility
DXJA.L vs. VJPU.L - Volatility Comparison
WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) have volatilities of 8.76% and 8.44%, 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.L | VJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 8.44% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 15.04% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 21.49% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 19.49% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 19.49% | +4.52% |