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DXJS vs. JAPN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DXJS vs. JAPN.TO

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and CI WisdomTree Japan Equity Index ETF (JAPN.TO).

DXJS and JAPN.TO 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. JAPN.TO is a passively managed fund by CI Investments that tracks the performance of the WisdomTree Japan Equity Index CAD. It was launched on Aug 1, 2018. Both DXJS and JAPN.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DXJS vs. JAPN.TO - Performance Comparison

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

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DXJS vs. JAPN.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		20.51%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-15.37%
JAPN.TO
CI WisdomTree Japan Equity Index ETF		7.72%36.92%19.04%38.59%3.40%16.91%4.25%22.38%-19.76%
Different Trading Currencies

DXJS is traded in USD, while JAPN.TO is traded in CAD. To make them comparable, the JAPN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXJS achieves a 20.51% return, which is significantly higher than JAPN.TO's 7.72% return.

DXJS

1D
2.76%
1M
-0.57%
YTD
20.51%
6M
36.21%
1Y
64.63%
3Y*
35.70%
5Y*
23.61%
10Y*
16.92%

JAPN.TO

1D
0.00%
1M
-7.48%
YTD
7.72%
6M
23.67%
1Y
48.57%
3Y*
33.45%
5Y*
20.97%
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.

WisdomTree Japan Hedged SmallCap Equity Fund

CI WisdomTree Japan Equity Index ETF

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DXJS vs. JAPN.TO - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is higher than JAPN.TO's 0.48% expense ratio.

DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
JAPN.TO
CI WisdomTree Japan Equity Index ETF

Return for Risk

DXJS vs. JAPN.TO — 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: 9898
Martin Ratio Rank
JAPN.TO
JAPN.TO Risk / Return Rank: 9494
Overall Rank
JAPN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JAPN.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
JAPN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
JAPN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
JAPN.TO Martin Ratio Rank: 9494
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. JAPN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and CI WisdomTree Japan Equity Index ETF (JAPN.TO). 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.

DXJSJAPN.TODifference

Sharpe ratio

Return per unit of total volatility

3.07

2.13

+0.94

Sortino ratio

Return per unit of downside risk

3.80

2.97

+0.83

Omega ratio

Gain probability vs. loss probability

1.52

1.45

+0.07

Calmar ratio

Return relative to maximum drawdown

5.51

4.13

+1.38

Martin ratio

Return relative to average drawdown

22.57

15.77

+6.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXJS vs. JAPN.TO - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 3.07, which is higher than the JAPN.TO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DXJS and JAPN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DXJSJAPN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

2.13

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

1.04

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.75

0.00

Correlation

The correlation between DXJS and JAPN.TO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DXJS vs. JAPN.TO - Dividend Comparison

DXJS's dividend yield for the trailing twelve months is around 1.58%, less than JAPN.TO's 2.14% yield.

TTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		1.58%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
JAPN.TO
CI WisdomTree Japan Equity Index ETF		2.14%2.08%1.58%1.51%2.59%1.35%1.36%2.12%0.62%0.00%0.00%0.00%

Drawdowns

DXJS vs. JAPN.TO - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, which is greater than JAPN.TO's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for DXJS and JAPN.TO.

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Drawdown Indicators

DXJSJAPN.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-28.88%

-10.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-11.09%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-21.67%

+5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

—

—

Current Drawdown

Current decline from peak

-2.94%

-4.79%

+1.85%

Average Drawdown

Average peak-to-trough decline

-6.54%

-6.12%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.17%

-0.37%

Volatility

DXJS vs. JAPN.TO - Volatility Comparison

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 8.05% compared to CI WisdomTree Japan Equity Index ETF (JAPN.TO) at 7.13%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than JAPN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DXJSJAPN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

7.13%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

14.00%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.19%

22.95%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

20.33%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

21.69%

-1.79%