EJAP.DE vs. WTDX.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - EJAP.DE tracks the MSCI Japan ESG Filtered Min TE while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 5 years, EJAP.DE returned 10.25%/yr vs 26.95%/yr for WTDX.DE. Their correlation of 0.81 suggests significant overlap in exposure. EJAP.DE charges 0.15%/yr vs 0.48%/yr for WTDX.DE.
Performance
EJAP.DE vs. WTDX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EJAP.DE achieves a 16.87% return, which is significantly lower than WTDX.DE's 21.75% return.
EJAP.DE
- 1D
- -0.24%
- 1M
- 6.39%
- YTD
- 16.87%
- 6M
- 16.66%
- 1Y
- 29.75%
- 3Y*
- 15.41%
- 5Y*
- 10.25%
- 10Y*
- —
WTDX.DE
- 1D
- 0.17%
- 1M
- 6.99%
- YTD
- 21.75%
- 6M
- 24.50%
- 1Y
- 53.76%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
EJAP.DE vs. WTDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 16.87% | 11.73% | 14.53% | 16.88% | -12.11% | 10.01% | 5.26% | 22.39% | -93.57% | 9.12% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between EJAP.DE and WTDX.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.81 |
The correlation between EJAP.DE and WTDX.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
EJAP.DE vs. WTDX.DE — Risk / Return Rank
EJAP.DE
WTDX.DE
EJAP.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). 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.
| EJAP.DE | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 6.61 | -3.75 |
| Martin ratioReturn relative to average drawdown | 9.27 | 22.15 | -12.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EJAP.DE | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.79 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.37 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.59 | -1.08 |
Drawdowns
EJAP.DE vs. WTDX.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -94.44%, which is greater than WTDX.DE's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and WTDX.DE.
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Drawdown Indicators
| EJAP.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.44% | -34.50% | -59.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -8.09% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -23.63% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -23.63% | +5.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.85% | — |
Current DrawdownCurrent decline from peak | -86.65% | 0.00% | -86.65% |
Average DrawdownAverage peak-to-trough decline | -75.83% | -7.95% | -67.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.42% | +0.78% |
Volatility
EJAP.DE vs. WTDX.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) is 3.42%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that EJAP.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EJAP.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.75% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 14.17% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 19.25% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 19.43% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.09% | 20.00% | +14.09% |
EJAP.DE vs. WTDX.DE - Expense Ratio Comparison
EJAP.DE has a 0.15% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
EJAP.DE vs. WTDX.DE - Dividend Comparison
EJAP.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
EJAP.DE and WTDX.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EJAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EJAP.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for WTDX.DE.
EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: BNP Paribas and WisdomTree. Their fees differ too: 0.15% for EJAP.DE and 0.48% for WTDX.DE.
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