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DXJP.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DXJP.L vs. IITU.L

Last updated Jun 5, 2026

DXJP.L (WisdomTree Japan Equity UCITS ETF GBP Hedged) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - DXJP.L is a Japan Equities fund tracking the WisdomTree Japan Equity Index (GBP Hedged), while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, DXJP.L returned 16.93%/yr vs 27.26%/yr for IITU.L. At a 0.45 correlation, their price movements are largely independent. DXJP.L charges 0.45%/yr vs 0.15%/yr for IITU.L.

Performance

DXJP.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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, DXJP.L achieves a 20.87% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, DXJP.L has underperformed IITU.L with an annualized return of 16.93%, while IITU.L has yielded a comparatively higher 27.26% annualized return.

DXJP.L

1D
0.62%
1M
6.69%
YTD
20.87%
6M
24.40%
1Y
56.54%
3Y*
33.50%
5Y*
25.49%
10Y*
16.93%

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJP.L vs. IITU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DXJP.L
WisdomTree Japan Equity UCITS ETF GBP Hedged		20.87%33.41%28.49%40.34%4.78%16.94%3.19%14.23%-20.57%20.78%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between DXJP.L and IITU.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.45

DXJP.L vs. IITU.L - Sectors Allocation Comparison

Sectors
DXJP.L
IITU.L

Industrials

28.3%
0.0%

Financial Services

19.4%

-

Consumer Cyclical

16.4%

-

Technology

12.8%
99.6%

Basic Materials

7.5%

-

Healthcare

7.1%

-

Communication Services

4.0%

-

Consumer Defensive

2.6%

-

Energy

2.0%
0.1%

Real Estate

-

-

Utilities

-

-

Industrials

DXJP.L
28.3%
IITU.L
0.0%

Financial Services

DXJP.L
19.4%
IITU.L

-

Consumer Cyclical

DXJP.L
16.4%
IITU.L

-

Technology

DXJP.L
12.8%
IITU.L
99.6%

Basic Materials

DXJP.L
7.5%
IITU.L

-

Healthcare

DXJP.L
7.1%
IITU.L

-

Communication Services

DXJP.L
4.0%
IITU.L

-

Consumer Defensive

DXJP.L
2.6%
IITU.L

-

Energy

DXJP.L
2.0%
IITU.L
0.1%

Real Estate

DXJP.L

-

IITU.L

-

Utilities

DXJP.L

-

IITU.L

-

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WisdomTree Japan Equity UCITS ETF GBP Hedged

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Often compared with DXJP.L:
DXJP.L vs. JPSR.LDXJP.L vs. EEJG.LDXJP.L vs. FJPS.LDXJP.L vs. JRIE.LDXJP.L vs. MXJP.LDXJP.L vs. HMJP.LDXJP.L vs. HSJP.L
Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ

Return for Risk

DXJP.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DXJP.L
DXJP.L Risk / Return Rank: 8989
Overall Rank
DXJP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DXJP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJP.L Omega Ratio Rank: 8787
Omega Ratio Rank
DXJP.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
DXJP.L Martin Ratio Rank: 8888
Martin Ratio Rank
IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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.

DXJP.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

DXJP.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility
2.96
2.71

+0.25

Sortino ratioReturn per unit of downside risk
4.03
3.46

+0.57

Omega ratioGain probability vs. loss probability

1.53

1.44

+0.08

Calmar ratioReturn relative to maximum drawdown

5.60

3.17

+2.43

Martin ratioReturn relative to average drawdown

19.40

8.17

+11.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXJP.L vs. IITU.L - Sharpe Ratio Comparison

The current DXJP.L Sharpe Ratio is 2.96, which is comparable to the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of DXJP.L and IITU.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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Sharpe Ratios by Period

DXJP.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

2.71

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

1.16

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.28

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.23

-0.54

Drawdowns

DXJP.L vs. IITU.L - Drawdown Comparison

The maximum DXJP.L drawdown since its inception was -41.75%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for DXJP.L and IITU.L.

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Drawdown Indicators

DXJP.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-28.03%

-13.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-16.76%

+6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-22.88%

-28.03%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-28.03%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-28.03%

-13.72%

Current Drawdown

Current decline from peak

0.00%

-2.89%

+2.89%

Average Drawdown

Average peak-to-trough decline

-8.44%

-5.14%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

6.51%

-3.60%

Volatility

DXJP.L vs. IITU.L - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) is 4.24%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that DXJP.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DXJP.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

7.01%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

14.45%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.06%

19.60%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

21.94%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

21.31%

-1.87%

DXJP.L vs. IITU.L - Expense Ratio Comparison

DXJP.L has a 0.45% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

DXJP.L vs. IITU.L - Dividend Comparison

DXJP.L's dividend yield for the trailing twelve months is around 1.40%, while IITU.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
DXJP.L
WisdomTree Japan Equity UCITS ETF GBP Hedged		1.40%1.58%1.61%1.92%2.49%1.62%1.97%2.26%2.41%1.34%0.62%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DXJP.L and IITU.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.45% for DXJP.L.

DXJP.L is categorized as Japan Equities, while IITU.L is Technology Equities. DXJP.L tracks WisdomTree Japan Equity Index (GBP Hedged), while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for DXJP.L and 0.15% for IITU.L.

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