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

Performance

DXJP.L vs. VJPU.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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
DXJP.L
WisdomTree Japan Equity UCITS ETF GBP Hedged
13.65%33.41%28.49%40.34%3.53%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
11.42%22.15%25.96%28.86%-0.05%
Different Trading Currencies

DXJP.L is traded in GBp, while VJPU.L is traded in USD. To make them comparable, the VJPU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXJP.L achieves a 13.65% return, which is significantly higher than VJPU.L's 11.42% 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%

VJPU.L

1D
4.59%
1M
-1.49%
YTD
11.42%
6M
24.80%
1Y
43.37%
3Y*
27.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DXJP.L has a 0.45% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.


Return for Risk

DXJP.L vs. VJPU.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: 9595
Overall Rank
DXJP.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJP.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
DXJP.L Omega Ratio Rank: 9494
Omega Ratio Rank
DXJP.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJP.L Martin Ratio Rank: 9696
Martin Ratio Rank

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9292
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9696
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. VJPU.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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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.LVJPU.LDifference

Sharpe ratio

Return per unit of total volatility

2.35

1.97

+0.38

Sortino ratio

Return per unit of downside risk

2.99

2.59

+0.40

Omega ratio

Gain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratio

Return relative to maximum drawdown

5.22

5.12

+0.10

Martin ratio

Return relative to average drawdown

19.23

16.29

+2.94

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

The current DXJP.L Sharpe Ratio is 2.35, which is comparable to the VJPU.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DXJP.L and VJPU.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.


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Sharpe Ratios by Period


DXJP.LVJPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.97

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.16

-0.49

Correlation

The correlation between DXJP.L and VJPU.L is 0.80, 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.


Dividends

DXJP.L vs. VJPU.L - Dividend Comparison

DXJP.L's dividend yield for the trailing twelve months is around 1.49%, while VJPU.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DXJP.L vs. VJPU.L - Drawdown Comparison

The maximum DXJP.L drawdown since its inception was -41.75%, which is greater than VJPU.L's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for DXJP.L and VJPU.L.


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Drawdown Indicators


DXJP.LVJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-25.40%

-16.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-11.93%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

Current Drawdown

Current decline from peak

-4.46%

-4.73%

+0.27%

Average Drawdown

Average peak-to-trough decline

-8.53%

-2.98%

-5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.66%

+0.07%

Volatility

DXJP.L vs. VJPU.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF GBP Hedged (DXJP.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) have volatilities of 8.58% and 8.76%, 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.


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Volatility by Period


DXJP.LVJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

8.76%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

15.48%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

21.92%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

20.42%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

20.42%

-0.79%