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

Key characteristics


DXJG.LXMJP.L
YTD Return11.05%7.68%
1Y Return22.91%14.18%
3Y Return (Ann)12.53%6.97%
5Y Return (Ann)10.38%7.11%
Sharpe Ratio1.470.94
Daily Std Dev14.99%14.30%
Max Drawdown-29.26%-28.91%
Current Drawdown-4.87%-4.84%

Correlation

-0.50.00.51.01.0

The correlation between DXJG.L and XMJP.L is 0.95, 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. XMJP.L - Performance Comparison

In the year-to-date period, DXJG.L achieves a 11.05% return, which is significantly higher than XMJP.L's 7.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchAprilMay
79.96%
62.45%
DXJG.L
XMJP.L

Compare stocks, funds, or ETFs

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


WisdomTree Japan Equity UCITS ETF JPY Acc

Xtrackers MSCI Japan UCITS ETF 1C

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

DXJG.L has a 0.40% expense ratio, which is higher than XMJP.L's 0.20% 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 XMJP.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

DXJG.L vs. XMJP.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 Japan UCITS ETF 1C (XMJP.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 1.55, compared to the broader market0.002.004.001.55
Sortino ratio
The chart of Sortino ratio for DXJG.L, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.18
Omega ratio
The chart of Omega ratio for DXJG.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.501.26
Calmar ratio
The chart of Calmar ratio for DXJG.L, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for DXJG.L, currently valued at 6.72, compared to the broader market0.0020.0040.0060.0080.006.72
XMJP.L
Sharpe ratio
The chart of Sharpe ratio for XMJP.L, currently valued at 1.04, compared to the broader market0.002.004.001.04
Sortino ratio
The chart of Sortino ratio for XMJP.L, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.53
Omega ratio
The chart of Omega ratio for XMJP.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for XMJP.L, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for XMJP.L, currently valued at 3.97, compared to the broader market0.0020.0040.0060.0080.003.97

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

The current DXJG.L Sharpe Ratio is 1.47, which is higher than the XMJP.L Sharpe Ratio of 0.94. The chart below compares the 12-month rolling Sharpe Ratio of DXJG.L and XMJP.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
1.55
1.04
DXJG.L
XMJP.L

Dividends

DXJG.L vs. XMJP.L - Dividend Comparison

Neither DXJG.L nor XMJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXJG.L vs. XMJP.L - Drawdown Comparison

The maximum DXJG.L drawdown since its inception was -29.26%, roughly equal to the maximum XMJP.L drawdown of -28.91%. Use the drawdown chart below to compare losses from any high point for DXJG.L and XMJP.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-5.00%
-5.14%
DXJG.L
XMJP.L

Volatility

DXJG.L vs. XMJP.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) have volatilities of 4.57% and 4.71%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.57%
4.71%
DXJG.L
XMJP.L