PortfoliosLab logoPortfoliosLab logo
DXJS vs. BBJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXJS vs. BBJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and JPMorgan BetaBuilders Japan ETF (BBJP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DXJS vs. BBJP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
17.27%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-17.51%
BBJP
JPMorgan BetaBuilders Japan ETF
4.55%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%

Returns By Period

In the year-to-date period, DXJS achieves a 17.27% return, which is significantly higher than BBJP's 4.55% return.


DXJS

1D
2.03%
1M
-5.12%
YTD
17.27%
6M
31.32%
1Y
58.83%
3Y*
34.47%
5Y*
22.94%
10Y*
16.61%

BBJP

1D
3.39%
1M
-8.61%
YTD
4.55%
6M
9.51%
1Y
29.39%
3Y*
16.75%
5Y*
6.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DXJS vs. BBJP - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is higher than BBJP's 0.19% expense ratio.


Return for Risk

DXJS vs. BBJP — Risk / Return Rank

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

DXJS
DXJS Risk / Return Rank: 9797
Overall Rank
DXJS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXJS Omega Ratio Rank: 9696
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9797
Martin Ratio Rank

BBJP
BBJP Risk / Return Rank: 7777
Overall Rank
BBJP Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 7979
Sortino Ratio Rank
BBJP Omega Ratio Rank: 7575
Omega Ratio Rank
BBJP Calmar Ratio Rank: 8080
Calmar Ratio Rank
BBJP Martin Ratio Rank: 7676
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.

DXJS vs. BBJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and JPMorgan BetaBuilders Japan ETF (BBJP). 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.


DXJSBBJPDifference

Sharpe ratio

Return per unit of total volatility

2.81

1.35

+1.46

Sortino ratio

Return per unit of downside risk

3.53

1.96

+1.57

Omega ratio

Gain probability vs. loss probability

1.48

1.27

+0.21

Calmar ratio

Return relative to maximum drawdown

4.69

2.07

+2.62

Martin ratio

Return relative to average drawdown

19.87

7.72

+12.15

DXJS vs. BBJP - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 2.81, which is higher than the BBJP Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DXJS and BBJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DXJSBBJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

1.35

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

0.39

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.39

+0.35

Correlation

The correlation between DXJS and BBJP is 0.72, 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

DXJS vs. BBJP - Dividend Comparison

DXJS's dividend yield for the trailing twelve months is around 1.62%, less than BBJP's 5.13% yield.


TTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
1.62%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
BBJP
JPMorgan BetaBuilders Japan ETF
5.13%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%0.00%0.00%

Drawdowns

DXJS vs. BBJP - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, which is greater than BBJP's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for DXJS and BBJP.


Loading graphics...

Drawdown Indicators


DXJSBBJPDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-32.66%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-13.60%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-32.66%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-5.55%

-10.14%

+4.59%

Average Drawdown

Average peak-to-trough decline

-6.54%

-8.61%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.65%

-0.76%

Volatility

DXJS vs. BBJP - Volatility Comparison

The current volatility for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) is 7.98%, while JPMorgan BetaBuilders Japan ETF (BBJP) has a volatility of 9.35%. This indicates that DXJS experiences smaller price fluctuations and is considered to be less risky than BBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DXJSBBJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

9.35%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

14.73%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

21.86%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

18.02%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

18.25%

+1.63%