DXJS vs. USFR
DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DXJS is a Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, DXJS returned 17.36%/yr vs 2.47%/yr for USFR. At a correlation of -0.00, they often move in opposite directions. DXJS charges 0.58%/yr vs 0.15%/yr for USFR.
Performance
DXJS vs. USFR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXJS achieves a 26.16% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, DXJS has outperformed USFR with an annualized return of 17.36%, while USFR has yielded a comparatively lower 2.47% annualized return.
DXJS
- 1D
- -0.02%
- 1M
- 2.99%
- YTD
- 26.16%
- 6M
- 32.96%
- 1Y
- 64.97%
- 3Y*
- 34.91%
- 5Y*
- 25.18%
- 10Y*
- 17.36%
USFR
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.60%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.76%
- 5Y*
- 3.66%
- 10Y*
- 2.47%
DXJS vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 26.16% | 37.08% | 20.70% | 38.96% | 5.02% | 11.66% | -3.22% | 18.24% | -18.69% | 29.56% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between DXJS and USFR is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014 | -0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXJS vs. USFR — Risk / Return Rank
DXJS
USFR
DXJS vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| DXJS | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.79 | ||
| Sortino ratioReturn per unit of downside risk | -46.30 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 13.43 | -11.88 |
| Calmar ratioReturn relative to maximum drawdown | 6.65 | 203.42 | -196.77 |
| Martin ratioReturn relative to average drawdown | 23.90 | 787.84 | -763.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DXJS | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 15.11 | -11.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | 9.26 | -7.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 3.07 | -2.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.60 | -0.85 |
Drawdowns
DXJS vs. USFR - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.30%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DXJS and USFR.
Loading charts...
Drawdown Indicators
| DXJS | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -1.36% | -37.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -0.02% | -9.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -0.06% | -16.43% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -0.18% | -16.31% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -0.80% | -38.50% |
Current DrawdownCurrent decline from peak | -4.27% | 0.00% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -0.16% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 0.01% | +2.72% |
Volatility
DXJS vs. USFR - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 5.08% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXJS | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 0.06% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.39% | 0.18% | +15.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 0.27% | +19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 0.40% | +17.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 0.81% | +18.90% |
DXJS vs. USFR - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
DXJS vs. USFR - Dividend Comparison
DXJS's dividend yield for the trailing twelve months is around 1.50%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 1.50% | 1.78% | 4.02% | 2.71% | 2.63% | 2.96% | 3.04% | 2.17% | 2.06% | 1.53% | 1.66% | 3.61% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Frequently Asked Questions
DXJS and USFR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXJS has higher volatility (5.08%) compared to USFR (0.06%). In terms of maximum drawdown, DXJS dropped -39.30% vs USFR's -1.36%.
On 10-year performance, DXJS leads with 17.36% vs 2.47% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. 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 17.36% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 0.58% for DXJS.
USFR has the higher dividend yield at 3.91%, compared with 1.50% for DXJS.
DXJS is categorized as Japan Equities, while USFR is Government Bonds. DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.58% for DXJS and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 3.33), 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.
Find the right allocation for DXJS and USFR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer