DXJG.L vs. XSOP.L
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc) and XSOP.L (WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF) are both exchange-traded funds - DXJG.L is a Japan Equities fund tracking the TOPIX TR JPY, while XSOP.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, DXJG.L returned 20.65%/yr vs 19.59%/yr for XSOP.L. At a 0.39 correlation, their price movements are largely independent. DXJG.L charges 0.40%/yr vs 0.32%/yr for XSOP.L.
Performance
DXJG.L vs. XSOP.L - Performance Comparison
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Returns By Period
In the year-to-date period, DXJG.L achieves a 19.06% return, which is significantly lower than XSOP.L's 24.44% return.
DXJG.L
- 1D
- 0.23%
- 1M
- 2.89%
- YTD
- 19.06%
- 6M
- 19.26%
- 1Y
- 41.67%
- 3Y*
- 20.65%
- 5Y*
- 14.57%
- 10Y*
- 11.86%
XSOP.L
- 1D
- 0.51%
- 1M
- 2.01%
- YTD
- 24.44%
- 6M
- 25.63%
- 1Y
- 46.85%
- 3Y*
- 19.59%
- 5Y*
- —
- 10Y*
- —
DXJG.L vs. XSOP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DXJG.L WisdomTree Japan Equity UCITS ETF JPY Acc | 19.06% | 19.87% | 13.08% | 18.87% | 1.09% | 3.95% |
XSOP.L WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF | 24.44% | 22.58% | 5.55% | 3.86% | -15.50% | 2.66% |
Correlation
The correlation between DXJG.L and XSOP.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2021 | 0.39 |
DXJG.L vs. XSOP.L - Sectors Allocation Comparison
Sectors
DXJG.L
XSOP.L
Industrials
Financial Services
Technology
Consumer Cyclical
Basic Materials
Healthcare
Communication Services
Consumer Defensive
Energy
Real Estate
-
Utilities
-
Industrials
DXJG.L
XSOP.L
Financial Services
DXJG.L
XSOP.L
Technology
DXJG.L
XSOP.L
Consumer Cyclical
DXJG.L
XSOP.L
Basic Materials
DXJG.L
XSOP.L
Healthcare
DXJG.L
XSOP.L
Communication Services
DXJG.L
XSOP.L
Consumer Defensive
DXJG.L
XSOP.L
Energy
DXJG.L
XSOP.L
Real Estate
DXJG.L
-
XSOP.L
Utilities
DXJG.L
-
XSOP.L
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Return for Risk
DXJG.L vs. XSOP.L — Risk / Return Rank
DXJG.L
XSOP.L
DXJG.L vs. XSOP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DXJG.L | XSOP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 4.28 | -0.32 |
| Martin ratioReturn relative to average drawdown | 12.17 | 13.76 | -1.59 |
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Drawdowns
DXJG.L vs. XSOP.L - Drawdown Comparison
The maximum DXJG.L drawdown since its inception was -28.93%, which is greater than XSOP.L's maximum drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for DXJG.L and XSOP.L.
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Drawdown Indicators
| DXJG.L | XSOP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.93% | -26.27% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -10.90% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -16.96% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.93% | — | — |
Current DrawdownCurrent decline from peak | -2.61% | -3.50% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -12.38% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.39% | +0.03% |
Volatility
DXJG.L vs. XSOP.L - Volatility Comparison
The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) is 5.10%, while WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L) has a volatility of 8.59%. This indicates that DXJG.L experiences smaller price fluctuations and is considered to be less risky than XSOP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJG.L | XSOP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 8.59% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 17.33% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 19.75% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 17.34% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 17.34% | +1.22% |
DXJG.L vs. XSOP.L - Expense Ratio Comparison
DXJG.L has a 0.40% expense ratio, which is higher than XSOP.L's 0.32% expense ratio.
Dividends
DXJG.L vs. XSOP.L - Dividend Comparison
Neither DXJG.L nor XSOP.L has paid dividends to shareholders.
Frequently Asked Questions
DXJG.L and XSOP.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSOP.L is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSOP.L is cheaper with a 0.32% expense ratio, compared with 0.40% for DXJG.L.
DXJG.L is categorized as Japan Equities, while XSOP.L is Emerging Markets Equities. DXJG.L tracks TOPIX TR JPY, while XSOP.L tracks MSCI EM NR USD. Their fees differ too: 0.40% for DXJG.L and 0.32% for XSOP.L.
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