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DXJS vs. FXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJS vs. FXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Invesco CurrencyShares® Japanese Yen Trust (FXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXJS achieves a 23.30% return, which is significantly higher than FXY's -3.20% return. Over the past 10 years, DXJS has outperformed FXY with an annualized return of 16.84%, while FXY has yielded a comparatively lower -4.97% annualized return.


DXJS

1D
-2.83%
1M
-1.82%
YTD
23.30%
6M
24.48%
1Y
60.13%
3Y*
33.69%
5Y*
24.61%
10Y*
16.84%

FXY

1D
-0.11%
1M
-1.58%
YTD
-3.20%
6M
-3.04%
1Y
-9.89%
3Y*
-4.26%
5Y*
-7.71%
10Y*
-4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS vs. FXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FXY
Invesco CurrencyShares® Japanese Yen Trust
-3.20%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%

Correlation

The correlation between DXJS and FXY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (5Y)
Calculated over the trailing 5-year period

-0.20

Correlation (10Y)
Calculated over the trailing 10-year period

-0.32

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

-0.41

The correlation between DXJS and FXY shifts across timeframes, from -0.41 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DXJS vs. FXY — Risk / Return Rank

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

DXJS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 22
Calmar Ratio Rank
FXY Martin Ratio Rank: 22
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. FXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Invesco CurrencyShares® Japanese Yen Trust (FXY). 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.


DXJSFXYDifference
Sharpe ratioReturn per unit of total volatility

+4.30

Sortino ratioReturn per unit of downside risk

+5.83

Omega ratioGain probability vs. loss probability

1.51

0.81

+0.71

Calmar ratioReturn relative to maximum drawdown

6.24

-0.87

+7.10

Martin ratioReturn relative to average drawdown

22.10

-1.33

+23.43

DXJS vs. FXY - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 3.08, which is higher than the FXY Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of DXJS and FXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DXJS vs. FXY - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, smaller than the maximum FXY drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for DXJS and FXY.


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Drawdown Indicators


DXJSFXYDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-56.35%

+17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-11.45%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-15.73%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-34.19%

+17.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-41.27%

+1.97%

Current Drawdown

Current decline from peak

-6.44%

-56.35%

+49.91%

Average Drawdown

Average peak-to-trough decline

-6.49%

-27.80%

+21.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

7.47%

-4.70%

Volatility

DXJS vs. FXY - Volatility Comparison

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 5.19% compared to Invesco CurrencyShares® Japanese Yen Trust (FXY) at 0.78%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJSFXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

0.78%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

5.61%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

8.20%

+11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

10.24%

+7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

9.30%

+10.42%

DXJS vs. FXY - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is higher than FXY's 0.40% expense ratio.


Dividends

DXJS vs. FXY - Dividend Comparison

Neither DXJS nor FXY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
FXY
Invesco CurrencyShares® Japanese Yen Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXJS and FXY have a correlation of 0.09, 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 FXY (0.78%). In terms of maximum drawdown, DXJS dropped -39.30% vs FXY's -56.35%.

On 10-year performance, DXJS leads with 16.84% vs -4.97% for FXY. On fees, FXY is cheaper at 0.40% per year. On volatility, FXY has been the lower-risk option at 0.78%. 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 -4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXY is cheaper with a 0.40% expense ratio, compared with 0.58% for DXJS.

DXJS has the higher dividend yield at 1.54%, compared with 0.00% for FXY.

DXJS is categorized as Japan Equities, while FXY is Currency. DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index, while FXY tracks Japanese Yen. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.58% for DXJS and 0.40% for FXY.

DXJS currently has the higher Sharpe Ratio (3.08 vs -1.21), 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.

Portfolio Optimizer

Find the right allocation for DXJS and FXY

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