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DXJS vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXJS vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and ProShares Short S&P500 (SH). 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 SH's -6.86% return. Over the past 10 years, DXJS has outperformed SH with an annualized return of 16.84%, while SH has yielded a comparatively lower -13.02% 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%

SH

1D
0.36%
1M
0.27%
YTD
-6.86%
6M
-6.32%
1Y
-16.57%
3Y*
-12.31%
5Y*
-8.76%
10Y*
-13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS vs. SH - 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%
SH
ProShares Short S&P500
-6.86%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Correlation

The correlation between DXJS and SH is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

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

-0.41

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

-0.46

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

-0.53

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

-0.56

The correlation between DXJS and SH shifts across timeframes, from -0.56 (all time) to -0.41 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DXJS vs. SH — 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.


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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and ProShares Short S&P500 (SH). 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.


DXJSSHDifference
Sharpe ratioReturn per unit of total volatility

+4.43

Sortino ratioReturn per unit of downside risk

+5.97

Omega ratioGain probability vs. loss probability

1.51

0.79

+0.72

Calmar ratioReturn relative to maximum drawdown

6.24

-0.96

+7.19

Martin ratioReturn relative to average drawdown

22.10

-1.73

+23.84

DXJS vs. SH - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 3.08, which is higher than the SH Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of DXJS and SH, 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. SH - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, smaller than the maximum SH drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for DXJS and SH.


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Drawdown Indicators


DXJSSHDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-94.66%

+55.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-17.35%

+7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-38.82%

+22.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-44.53%

+28.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-76.12%

+36.82%

Current Drawdown

Current decline from peak

-6.44%

-94.56%

+88.12%

Average Drawdown

Average peak-to-trough decline

-6.49%

-67.78%

+61.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

10.40%

-7.63%

Volatility

DXJS vs. SH - Volatility Comparison

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 5.19% compared to ProShares Short S&P500 (SH) at 4.59%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXJSSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.59%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

9.75%

+5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

12.40%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

16.94%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

18.06%

+1.66%

DXJS vs. SH - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is lower than SH's 0.89% expense ratio.


Dividends

DXJS vs. SH - Dividend Comparison

DXJS has not paid dividends to shareholders, while SH's dividend yield for the trailing twelve months is around 4.45%.


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%
SH
ProShares Short S&P500
4.45%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%0.00%0.00%

Frequently Asked Questions


DXJS and SH have a correlation of -0.41, 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 SH (4.59%). In terms of maximum drawdown, DXJS dropped -39.30% vs SH's -94.66%.

On 10-year performance, DXJS leads with 16.84% vs -13.02% for SH. On fees, DXJS is cheaper at 0.58% per year. On volatility, SH has been the lower-risk option at 4.59%. 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 -13.02%. 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 0.89% for SH.

SH has the higher dividend yield at 4.45%, compared with 1.54% for DXJS.

DXJS is categorized as Japan Equities, while SH is Inverse Equities. DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index, while SH tracks S&P 500 Index (-100% daily). They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.58% for DXJS and 0.89% for SH.

DXJS currently has the higher Sharpe Ratio (3.08 vs -1.34), 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 SH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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