DXJG.L vs. XDEM.L
Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
DXJG.L and XDEM.L 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. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both DXJG.L and XDEM.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXJG.L or XDEM.L.
Key characteristics
| DXJG.L | XDEM.L | |
|---|---|---|
| YTD Return | 11.10% | 31.64% |
| 1Y Return | 14.19% | 36.91% |
| 3Y Return (Ann) | 9.36% | 7.65% |
| 5Y Return (Ann) | 7.88% | 13.30% |
| Sharpe Ratio | 0.82 | 2.23 |
| Sortino Ratio | 1.16 | 2.91 |
| Omega Ratio | 1.17 | 1.43 |
| Calmar Ratio | 0.99 | 2.79 |
| Martin Ratio | 3.04 | 10.50 |
| Ulcer Index | 4.61% | 3.43% |
| Daily Std Dev | 17.07% | 16.12% |
| Max Drawdown | -29.26% | -22.42% |
| Current Drawdown | -4.83% | 0.00% |
Correlation
The correlation between DXJG.L and XDEM.L is 0.64, 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. XDEM.L - Performance Comparison
In the year-to-date period, DXJG.L achieves a 11.10% return, which is significantly lower than XDEM.L's 31.64% 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. XDEM.L - Expense Ratio Comparison
DXJG.L has a 0.40% expense ratio, which is higher than XDEM.L's 0.25% expense ratio.
Risk-Adjusted Performance
DXJG.L vs. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
Dividends
DXJG.L vs. XDEM.L - Dividend Comparison
Neither DXJG.L nor XDEM.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Drawdowns
DXJG.L vs. XDEM.L - Drawdown Comparison
The maximum DXJG.L drawdown since its inception was -29.26%, which is greater than XDEM.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for DXJG.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
DXJG.L vs. XDEM.L - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) has a higher volatility of 4.60% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.65%. This indicates that DXJG.L's price experiences larger fluctuations and is considered to be riskier than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.