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DXJG.L vs. XSOP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJG.L vs. XSOP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJG.L vs. XSOP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

25.9%
8.2%

Financial Services

20.7%
15.6%

Technology

16.4%
42.8%

Consumer Cyclical

15.8%
12.5%

Basic Materials

7.3%
4.7%

Healthcare

6.3%
4.1%

Communication Services

3.6%
5.5%

Consumer Defensive

2.5%
3.3%

Energy

1.6%
1.5%

Real Estate

-

0.9%

Utilities

-

0.9%

Industrials

DXJG.L
25.9%
XSOP.L
8.2%

Financial Services

DXJG.L
20.7%
XSOP.L
15.6%

Technology

DXJG.L
16.4%
XSOP.L
42.8%

Consumer Cyclical

DXJG.L
15.8%
XSOP.L
12.5%

Basic Materials

DXJG.L
7.3%
XSOP.L
4.7%

Healthcare

DXJG.L
6.3%
XSOP.L
4.1%

Communication Services

DXJG.L
3.6%
XSOP.L
5.5%

Consumer Defensive

DXJG.L
2.5%
XSOP.L
3.3%

Energy

DXJG.L
1.6%
XSOP.L
1.5%

Real Estate

DXJG.L

-

XSOP.L
0.9%

Utilities

DXJG.L

-

XSOP.L
0.9%

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Return for Risk

DXJG.L vs. XSOP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXJG.L
DXJG.L Risk / Return Rank: 7979
Overall Rank
DXJG.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DXJG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
DXJG.L Omega Ratio Rank: 7878
Omega Ratio Rank
DXJG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
DXJG.L Martin Ratio Rank: 7474
Martin Ratio Rank

XSOP.L
XSOP.L Risk / Return Rank: 8282
Overall Rank
XSOP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XSOP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XSOP.L Omega Ratio Rank: 8383
Omega Ratio Rank
XSOP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XSOP.L Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LXSOP.LDifference
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

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

The current DXJG.L Sharpe Ratio is 2.24, which is comparable to the XSOP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DXJG.L and XSOP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LXSOP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.61%

-3.50%

+0.89%

Average Drawdown

Average peak-to-trough decline

-5.82%

-12.38%

+6.56%

Ulcer Index

Depth 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.LXSOP.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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