DXJP.L vs. JPSR.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) and UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L).

DXJP.L and JPSR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Equity Index (GBP Hedged). It was launched on Mar 9, 2017. JPSR.L is a passively managed fund by UBS that tracks the performance of the TOPIX TR JPY. It was launched on Jul 22, 2015. Both DXJP.L and JPSR.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.

Performance

DXJP.L vs. JPSR.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 UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DXJP.L WisdomTree Japan Equity UCITS ETF GBP Hedged	13.65%	33.41%	28.49%	40.34%	4.78%	16.94%	3.19%	14.23%	-20.57%	20.78%
JPSR.L UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis	3.73%	18.27%	8.64%	7.70%	-9.85%	-3.37%	16.62%	21.49%	-11.09%	10.04%

Returns By Period

In the year-to-date period, DXJP.L achieves a 13.65% return, which is significantly higher than JPSR.L's 3.73% return. Over the past 10 years, DXJP.L has outperformed JPSR.L with an annualized return of 16.26%, while JPSR.L has yielded a comparatively lower 8.27% annualized return.

DXJP.L

• 1D: 4.74%
• 1M: -2.03%
• YTD: 13.65%
• 6M: 28.75%
• 1Y: 52.69%
• 3Y*: 35.38%
• 5Y*: 24.33%
• 10Y*: 16.26%

JPSR.L

• 1D: 3.67%
• 1M: -1.67%
• YTD: 3.73%
• 6M: 12.00%
• 1Y: 22.12%
• 3Y*: 11.47%
• 5Y*: 5.26%
• 10Y*: 8.27%

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

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

DXJP.L has a 0.45% expense ratio, which is higher than JPSR.L's 0.22% expense ratio.

DXJP.L

WisdomTree Japan Equity UCITS ETF GBP Hedged

JPSR.L

UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis

Return for Risk

DXJP.L vs. JPSR.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: 95
DXJP.L Sharpe Ratio Rank: 94
DXJP.L Sortino Ratio Rank: 94
DXJP.L Omega Ratio Rank: 94
DXJP.L Calmar Ratio Rank: 97
DXJP.L Martin Ratio Rank: 96

JPSR.L

JPSR.L Risk / Return Rank: 60
JPSR.L Sharpe Ratio Rank: 62
JPSR.L Sortino Ratio Rank: 61
JPSR.L Omega Ratio Rank: 57
JPSR.L Calmar Ratio Rank: 66
JPSR.L Martin Ratio Rank: 55

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. JPSR.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 UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.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.L	JPSR.L	Difference
Sharpe ratio Return per unit of total volatility	2.35	1.16	+1.19
Sortino ratio Return per unit of downside risk	2.99	1.65	+1.34
Omega ratio Gain probability vs. loss probability	1.45	1.22	+0.23
Calmar ratio Return relative to maximum drawdown	5.22	1.90	+3.32
Martin ratio Return relative to average drawdown	19.23	6.05	+13.18
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. JPSR.L - Sharpe Ratio Comparison

The current DXJP.L Sharpe Ratio is 2.35, which is higher than the JPSR.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DXJP.L and JPSR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DXJP.L	JPSR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.16	+1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.29	0.34	+0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.54	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.59	+0.08

Correlation

The correlation between DXJP.L and JPSR.L is 0.57, 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.

Dividends

DXJP.L vs. JPSR.L - Dividend Comparison

DXJP.L's dividend yield for the trailing twelve months is around 1.49%, more than JPSR.L's 1.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DXJP.L WisdomTree Japan Equity UCITS ETF GBP Hedged	1.49%	1.58%	1.61%	1.92%	2.49%	1.62%	1.97%	2.26%	2.41%	1.34%	0.62%
JPSR.L UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis	1.10%	1.74%	1.67%	1.60%	1.71%	1.36%	1.36%	1.51%	1.58%	1.42%	1.16%

Drawdowns

DXJP.L vs. JPSR.L - Drawdown Comparison

The maximum DXJP.L drawdown since its inception was -41.75%, which is greater than JPSR.L's maximum drawdown of -23.05%. Use the drawdown chart below to compare losses from any high point for DXJP.L and JPSR.L.

Drawdown Indicators

	DXJP.L	JPSR.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.75%	-23.05%	-18.70%
Max Drawdown (1Y) Largest decline over 1 year	-13.91%	-10.84%	-3.07%
Max Drawdown (5Y) Largest decline over 5 years	-22.88%	-21.57%	-1.31%
Max Drawdown (10Y) Largest decline over 10 years	-41.75%	-23.05%	-18.70%
Current Drawdown Current decline from peak	-4.46%	-4.71%	+0.25%
Average Drawdown Average peak-to-trough decline	-8.53%	-6.96%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	3.40%	-0.67%

Volatility

DXJP.L vs. JPSR.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) and UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) have volatilities of 8.58% and 8.51%, 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.

Volatility by Period

	DXJP.L	JPSR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	8.51%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	15.23%	14.40%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	19.30%	+3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	15.66%	+3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.63%	18.02%	+1.61%