DXJS vs. EPI
DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - DXJS is a Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index, while EPI is a Emerging Markets Equities fund tracking the WisdomTree India Earnings Index. Both are passively managed. Over the past 10 years, DXJS returned 16.84%/yr vs 9.68%/yr for EPI. At a 0.41 correlation, their price movements are largely independent. DXJS charges 0.58%/yr vs 0.84%/yr for EPI.
Performance
DXJS vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, DXJS achieves a 23.30% return, which is significantly higher than EPI's -7.84% return. Over the past 10 years, DXJS has outperformed EPI with an annualized return of 16.84%, while EPI has yielded a comparatively lower 9.68% annualized 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%
EPI
- 1D
- -1.80%
- 1M
- 0.68%
- YTD
- -7.84%
- 6M
- -8.06%
- 1Y
- -7.64%
- 3Y*
- 7.99%
- 5Y*
- 6.29%
- 10Y*
- 9.68%
DXJS vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 23.30% | 37.08% | 20.70% | 38.96% | 5.02% | 11.66% | -3.22% | 18.24% | -18.69% | 29.56% |
EPI WisdomTree India Earnings Fund | -7.84% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between DXJS and EPI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013 | 0.41 |
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Return for Risk
DXJS vs. EPI — Risk / Return Rank
DXJS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EPI
DXJS vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree India Earnings Fund (EPI). 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 | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.59 | ||
| Sortino ratioReturn per unit of downside risk | +4.66 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 0.93 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 6.24 | -0.45 | +6.69 |
| Martin ratioReturn relative to average drawdown | 22.10 | -1.05 | +23.15 |
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Drawdowns
DXJS vs. EPI - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.30%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for DXJS and EPI.
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Drawdown Indicators
| DXJS | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -66.21% | +26.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -16.88% | +7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -21.89% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -21.89% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -50.29% | +10.99% |
Current DrawdownCurrent decline from peak | -6.44% | -15.84% | +9.40% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -18.64% | +12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 7.33% | -4.56% |
Volatility
DXJS vs. EPI - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 5.19% compared to WisdomTree India Earnings Fund (EPI) at 4.49%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJS | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 4.49% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 13.15% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 15.21% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 16.26% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 20.30% | -0.58% |
DXJS vs. EPI - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
DXJS vs. EPI - Dividend Comparison
Neither DXJS nor EPI has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
Frequently Asked Questions
DXJS and EPI have a correlation of 0.36, 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 EPI (4.49%). In terms of maximum drawdown, DXJS dropped -39.30% vs EPI's -66.21%.
On 10-year performance, DXJS leads with 16.84% vs 9.68% for EPI. On fees, DXJS is cheaper at 0.58% per year. On volatility, EPI has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DXJS has performed better with a 16.84% return vs 9.68%. 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 0.84% for EPI.
DXJS has the higher dividend yield at 1.54%, compared with 0.00% for EPI.
DXJS is categorized as Japan Equities, while EPI is Emerging Markets Equities. DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index, while EPI tracks WisdomTree India Earnings Index. Their fees differ too: 0.58% for DXJS and 0.84% for EPI.
DXJS currently has the higher Sharpe Ratio (3.08 vs -0.50), 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.
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