DXJS vs. NTSX
DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DXJS is a Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DXJS is passively managed, while NTSX is actively managed. Over the past 5 years, DXJS returned 24.61%/yr vs 8.85%/yr for NTSX. At a 0.47 correlation, their price movements are largely independent. DXJS charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
DXJS vs. NTSX - 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 NTSX's 6.46% 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%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DXJS vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 23.30% | 37.08% | 20.70% | 38.96% | 5.02% | 11.66% | -3.22% | 18.24% | -16.99% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between DXJS and NTSX 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 | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.47 |
The correlation between DXJS and NTSX shifts across timeframes, from 0.34 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXJS vs. NTSX — Risk / Return Rank
DXJS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NTSX
DXJS vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.29 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 6.24 | 2.33 | +3.91 |
| Martin ratioReturn relative to average drawdown | 22.10 | 9.93 | +12.18 |
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Drawdowns
DXJS vs. NTSX - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.30%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DXJS and NTSX.
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Drawdown Indicators
| DXJS | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -31.34% | -7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -9.16% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -16.82% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -31.34% | +14.85% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | -3.02% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -6.76% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.14% | +0.63% |
Volatility
DXJS vs. NTSX - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 5.19% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJS | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.26% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 10.56% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 13.13% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 17.17% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 18.29% | +1.43% |
DXJS vs. NTSX - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DXJS vs. NTSX - Dividend Comparison
DXJS has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.10%.
| 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DXJS and NTSX 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.
NTSX has higher volatility (5.26%) compared to DXJS (5.19%). In terms of maximum drawdown, DXJS dropped -39.30% vs NTSX's -31.34%.
On 5-year performance, DXJS leads with 24.61% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DXJS has performed better with a 24.61% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.58% for DXJS.
DXJS has the higher dividend yield at 1.54%, compared with 1.10% for NTSX.
DXJS is categorized as Japan Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for DXJS and 0.20% for NTSX.
DXJS currently has the higher Sharpe Ratio (3.08 vs 1.63), 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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