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DXJG.L vs. PRIJ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DXJG.LPRIJ.L
YTD Return10.37%7.44%
1Y Return13.26%11.48%
3Y Return (Ann)9.11%3.25%
5Y Return (Ann)7.96%5.33%
Sharpe Ratio0.760.74
Sortino Ratio1.081.06
Omega Ratio1.161.15
Calmar Ratio0.910.92
Martin Ratio2.802.62
Ulcer Index4.62%4.38%
Daily Std Dev17.05%15.44%
Max Drawdown-29.26%-24.45%
Current Drawdown-5.45%-4.83%

Correlation

-0.50.00.51.00.9

The correlation between DXJG.L and PRIJ.L is 0.94, 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.

Performance

DXJG.L vs. PRIJ.L - Performance Comparison

In the year-to-date period, DXJG.L achieves a 10.37% return, which is significantly higher than PRIJ.L's 7.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
0.26%
DXJG.L
PRIJ.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DXJG.L vs. PRIJ.L - Expense Ratio Comparison

DXJG.L has a 0.40% expense ratio, which is higher than PRIJ.L's 0.05% expense ratio.


DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
Expense ratio chart for DXJG.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

DXJG.L vs. PRIJ.L - 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 Amundi Prime Japan UCITS ETF DR (D) (PRIJ.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.


DXJG.L
Sharpe ratio
The chart of Sharpe ratio for DXJG.L, currently valued at 0.82, compared to the broader market-2.000.002.004.000.82
Sortino ratio
The chart of Sortino ratio for DXJG.L, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.0012.001.18
Omega ratio
The chart of Omega ratio for DXJG.L, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for DXJG.L, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for DXJG.L, currently valued at 4.10, compared to the broader market0.0020.0040.0060.0080.00100.004.10
PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 0.81, compared to the broader market-2.000.002.004.000.81
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.001.17
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.02
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 3.66, compared to the broader market0.0020.0040.0060.0080.00100.003.66

DXJG.L vs. PRIJ.L - Sharpe Ratio Comparison

The current DXJG.L Sharpe Ratio is 0.76, which is comparable to the PRIJ.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DXJG.L and PRIJ.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.


Rolling 12-month Sharpe Ratio0.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.82
0.81
DXJG.L
PRIJ.L

Dividends

DXJG.L vs. PRIJ.L - Dividend Comparison

DXJG.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 1.76%.


TTM20232022202120202019
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
1.76%1.89%2.17%1.82%1.71%1.89%

Drawdowns

DXJG.L vs. PRIJ.L - Drawdown Comparison

The maximum DXJG.L drawdown since its inception was -29.26%, which is greater than PRIJ.L's maximum drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for DXJG.L and PRIJ.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.46%
-6.06%
DXJG.L
PRIJ.L

Volatility

DXJG.L vs. PRIJ.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 4.84% and 4.62%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.84%
4.62%
DXJG.L
PRIJ.L