DXJS vs. DFJ
Compare and contrast key facts about WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree Japan SmallCap Dividend Fund (DFJ).
DXJS and DFJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged SmallCap Equity Index. It was launched on Jun 28, 2013. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan SmallCap Dividend Index. It was launched on Jun 16, 2006. Both DXJS and DFJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXJS or DFJ.
Key characteristics
| DXJS | DFJ | |
|---|---|---|
| YTD Return | 15.84% | 2.40% |
| 1Y Return | 39.56% | 14.69% |
| 3Y Return (Ann) | 20.52% | 3.48% |
| 5Y Return (Ann) | 16.18% | 5.81% |
| 10Y Return (Ann) | 13.01% | 6.71% |
| Sharpe Ratio | 2.66 | 1.03 |
| Daily Std Dev | 15.29% | 14.18% |
| Max Drawdown | -39.29% | -46.00% |
| Current Drawdown | 0.00% | -2.75% |
Correlation
The correlation between DXJS and DFJ 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.
Performance
DXJS vs. DFJ - Performance Comparison
In the year-to-date period, DXJS achieves a 15.84% return, which is significantly higher than DFJ's 2.40% return. Over the past 10 years, DXJS has outperformed DFJ with an annualized return of 13.01%, while DFJ has yielded a comparatively lower 6.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DXJS vs. DFJ - Expense Ratio Comparison
Both DXJS and DFJ have an expense ratio of 0.58%.
Risk-Adjusted Performance
DXJS vs. DFJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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.
Dividends
DXJS vs. DFJ - Dividend Comparison
DXJS's dividend yield for the trailing twelve months is around 2.37%, more than DFJ's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 2.37% | 2.71% | 2.63% | 2.96% | 3.04% | 2.16% | 2.06% | 1.53% | 1.66% | 3.99% | 8.65% | 0.21% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.17% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% | 1.63% | 2.20% |
Drawdowns
DXJS vs. DFJ - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.29%, smaller than the maximum DFJ drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for DXJS and DFJ. For additional features, visit the drawdowns tool.
Volatility
DXJS vs. DFJ - Volatility Comparison
The current volatility for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) is 3.83%, while WisdomTree Japan SmallCap Dividend Fund (DFJ) has a volatility of 4.12%. This indicates that DXJS experiences smaller price fluctuations and is considered to be less risky than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.