DXJS vs. BAMU
DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - DXJS is a Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. DXJS is passively managed, while BAMU is actively managed. Over the past year, DXJS returned 59.61% vs 2.87% for BAMU. At a correlation of -0.07, they often move in opposite directions. DXJS charges 0.58%/yr vs 1.09%/yr for BAMU.
Performance
DXJS vs. BAMU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXJS achieves a 23.30% return, which is significantly higher than BAMU's 1.18% return.
DXJS
- 1D
- -2.83%
- 1M
- -1.82%
- YTD
- 23.30%
- 6M
- 24.16%
- 1Y
- 59.61%
- 3Y*
- 33.69%
- 5Y*
- 24.61%
- 10Y*
- 16.84%
BAMU
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 1.18%
- 6M
- 1.29%
- 1Y
- 2.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXJS vs. BAMU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 23.30% | 37.08% | 20.70% | 4.21% |
BAMU Brookstone Ultra-Short Bond ETF | 1.18% | 3.21% | 4.14% | 1.20% |
Correlation
The correlation between DXJS and BAMU is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | -0.07 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXJS vs. BAMU — Risk / Return Rank
DXJS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BAMU
DXJS vs. BAMU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Brookstone Ultra-Short Bond ETF (BAMU). 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.
| DXJS | BAMU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 2.41 | -0.89 |
| Calmar ratioReturn relative to maximum drawdown | 6.24 | 24.37 | -18.14 |
| Martin ratioReturn relative to average drawdown | 22.10 | 96.52 | -74.42 |
Loading charts...
Drawdowns
DXJS vs. BAMU - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.30%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for DXJS and BAMU.
Loading charts...
Drawdown Indicators
| DXJS | BAMU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -0.36% | -38.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -0.12% | -9.70% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | 0.00% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -0.02% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 0.03% | +2.74% |
Volatility
DXJS vs. BAMU - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 5.19% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXJS | BAMU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 0.09% | +5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 0.39% | +15.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 0.58% | +19.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 0.87% | +17.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 0.87% | +18.85% |
DXJS vs. BAMU - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is lower than BAMU's 1.09% expense ratio.
Dividends
DXJS vs. BAMU - Dividend Comparison
DXJS has not paid dividends to shareholders, while BAMU's dividend yield for the trailing twelve months is around 3.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 3.05% | 3.20% | 3.97% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 1.54% | 1.78% | 4.02% | 2.71% | 2.63% | 2.96% | 3.04% | 2.17% | 2.06% | 1.53% | 1.66% | 3.61% |
Frequently Asked Questions
DXJS and BAMU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXJS has higher volatility (5.19%) compared to BAMU (0.09%). In terms of maximum drawdown, DXJS dropped -39.30% vs BAMU's -0.36%.
On 1-year performance, DXJS leads with 59.61% vs 2.87% for BAMU. On fees, DXJS is cheaper at 0.58% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DXJS has performed better with a 59.61% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DXJS is cheaper with a 0.58% expense ratio, compared with 1.09% for BAMU.
BAMU has the higher dividend yield at 3.05%, compared with 1.54% for DXJS.
DXJS is categorized as Japan Equities, while BAMU is Ultrashort Bond. They also come from different issuers: WisdomTree and Brookstone. Their fees differ too: 0.58% for DXJS and 1.09% for BAMU.
BAMU currently has the higher Sharpe Ratio (4.94 vs 3.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DXJS and BAMU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer