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DXJS vs. MJSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJS vs. MJSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and MUFG Japan Small Cap Active ETF (MJSC). 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 MJSC's 22.08% 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%

MJSC

1D
-3.44%
1M
-0.52%
YTD
22.08%
6M
21.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS vs. MJSC - Yearly Performance Comparison


Correlation

The correlation between DXJS and MJSC is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.74

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Return for Risk

DXJS vs. MJSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and MUFG Japan Small Cap Active ETF (MJSC). 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.


DXJSMJSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

6.24

Martin ratioReturn relative to average drawdown

22.10

DXJS vs. MJSC - Sharpe Ratio Comparison


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Drawdowns

DXJS vs. MJSC - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, which is greater than MJSC's maximum drawdown of -12.63%. Use the drawdown chart below to compare losses from any high point for DXJS and MJSC.


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Drawdown Indicators


DXJSMJSCDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-12.63%

-26.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-6.44%

-3.44%

-3.00%

Average Drawdown

Average peak-to-trough decline

-6.49%

-2.94%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

Volatility

DXJS vs. MJSC - Volatility Comparison


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Volatility by Period


DXJSMJSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

20.85%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

20.85%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

20.85%

-1.13%

DXJS vs. MJSC - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is lower than MJSC's 0.85% expense ratio.


Dividends

DXJS vs. MJSC - Dividend Comparison

DXJS has not paid dividends to shareholders, while MJSC's dividend yield for the trailing twelve months is around 0.54%.


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%
MJSC
MUFG Japan Small Cap Active ETF
0.54%0.66%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 MJSC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXJS is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXJS is cheaper with a 0.58% expense ratio, compared with 0.85% for MJSC.

DXJS has the higher dividend yield at 1.54%, compared with 0.54% for MJSC.

They also come from different issuers: WisdomTree and MUFG. Their fees differ too: 0.58% for DXJS and 0.85% for MJSC.

Portfolio Optimizer

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