DXJG.L vs. DXJ
Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and WisdomTree Japan Hedged Equity Fund (DXJ).
DXJG.L and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJG.L is a passively managed fund by WisdomTree that tracks the performance of the TOPIX TR JPY. It was launched on Nov 2, 2015. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both DXJG.L and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXJG.L or DXJ.
Key characteristics
| DXJG.L | DXJ | |
|---|---|---|
| YTD Return | 9.84% | 25.86% |
| 1Y Return | 12.42% | 23.73% |
| 3Y Return (Ann) | 8.92% | 23.68% |
| 5Y Return (Ann) | 7.72% | 18.44% |
| Sharpe Ratio | 0.75 | 1.22 |
| Sortino Ratio | 1.08 | 1.59 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 0.91 | 1.14 |
| Martin Ratio | 2.77 | 4.06 |
| Ulcer Index | 4.64% | 6.25% |
| Daily Std Dev | 17.06% | 20.85% |
| Max Drawdown | -29.26% | -49.63% |
| Current Drawdown | -5.90% | -6.47% |
Correlation
The correlation between DXJG.L and DXJ is 0.66, 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.
Performance
DXJG.L vs. DXJ - Performance Comparison
In the year-to-date period, DXJG.L achieves a 9.84% return, which is significantly lower than DXJ's 25.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DXJG.L vs. DXJ - Expense Ratio Comparison
DXJG.L has a 0.40% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Risk-Adjusted Performance
DXJG.L vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
Dividends
DXJG.L vs. DXJ - Dividend Comparison
DXJG.L has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 2.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJG.L WisdomTree Japan Equity UCITS ETF JPY Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.34% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
DXJG.L vs. DXJ - Drawdown Comparison
The maximum DXJG.L drawdown since its inception was -29.26%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for DXJG.L and DXJ. For additional features, visit the drawdowns tool.
Volatility
DXJG.L vs. DXJ - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and WisdomTree Japan Hedged Equity Fund (DXJ) have volatilities of 4.68% and 4.63%, 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.