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EPS vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. DXJ

Last updated Jun 25, 2026

EPS (WisdomTree U.S. LargeCap Fund) and DXJ (WisdomTree Japan Hedged Equity Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index, while DXJ is a Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Both are passively managed. Over the past 10 years, EPS returned 14.94%/yr vs 19.26%/yr for DXJ. A 0.63 correlation means they provide meaningful diversification when combined. EPS charges 0.08%/yr vs 0.48%/yr for DXJ.

Performance

EPS vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPS achieves a 8.75% return, which is significantly lower than DXJ's 20.40% return. Over the past 10 years, EPS has underperformed DXJ with an annualized return of 14.94%, while DXJ has yielded a comparatively higher 19.26% annualized return.

EPS

1D
-0.17%
1M
-1.33%
YTD
8.75%
6M
7.52%
1Y
23.46%
3Y*
20.60%
5Y*
12.55%
10Y*
14.94%

DXJ

1D
0.14%
1M
2.35%
YTD
20.40%
6M
21.04%
1Y
56.13%
3Y*
31.72%
5Y*
26.33%
10Y*
19.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. DXJ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		8.75%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%22.73%
DXJ
WisdomTree Japan Hedged Equity Fund		20.40%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Correlation

The correlation between EPS and DXJ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.51

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

0.53

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

0.59

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2007

0.63

The correlation between EPS and DXJ shifts across timeframes, from 0.51 (1 year) to 0.64 (10 years), reflecting how their relationship changes across market environments.

EPS vs. DXJ - Sectors Allocation Comparison

Sectors
EPS
DXJ

Technology

36.2%
12.9%

Financial Services

14.4%
18.3%

Communication Services

12.8%
2.7%

Consumer Cyclical

10.6%
15.6%

Healthcare

9.2%
6.8%

Industrials

5.1%
27.4%

Consumer Defensive

3.9%
4.7%

Energy

3.9%
1.7%

Utilities

1.9%
0.1%

Basic Materials

1.3%
8.5%

Real Estate

0.8%

-

Technology

EPS
36.2%
DXJ
12.9%

Financial Services

EPS
14.4%
DXJ
18.3%

Communication Services

EPS
12.8%
DXJ
2.7%

Consumer Cyclical

EPS
10.6%
DXJ
15.6%

Healthcare

EPS
9.2%
DXJ
6.8%

Industrials

EPS
5.1%
DXJ
27.4%

Consumer Defensive

EPS
3.9%
DXJ
4.7%

Energy

EPS
3.9%
DXJ
1.7%

Utilities

EPS
1.9%
DXJ
0.1%

Basic Materials

EPS
1.3%
DXJ
8.5%

Real Estate

EPS
0.8%
DXJ

-

Compare stocks, funds, or ETFs

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WisdomTree U.S. LargeCap Fund

WisdomTree Japan Hedged Equity Fund

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPX
Often compared with DXJ:
DXJ vs. EWJDXJ vs. EWJVDXJ vs. DXJSDXJ vs. FLJPDXJ vs. BBJPDXJ vs. DBJPDXJ vs. VOO

Return for Risk

EPS vs. DXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPS
EPS Risk / Return Rank: 6868
Overall Rank
EPS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPS Omega Ratio Rank: 6767
Omega Ratio Rank
EPS Calmar Ratio Rank: 6464
Calmar Ratio Rank
EPS Martin Ratio Rank: 7575
Martin Ratio Rank
DXJ
DXJ Risk / Return Rank: 9292
Overall Rank
DXJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9292
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9090
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9191
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.

EPS vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.

EPSDXJDifference
Sharpe ratioReturn per unit of total volatility
1.98
3.11

-1.13

Sortino ratioReturn per unit of downside risk
2.69
4.03

-1.34

Omega ratioGain probability vs. loss probability

1.36

1.56

-0.20

Calmar ratioReturn relative to maximum drawdown

2.81

5.14

-2.33

Martin ratioReturn relative to average drawdown

12.53

19.81

-7.28

EPS vs. DXJ - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.98, which is lower than the DXJ Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of EPS and DXJ, 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

EPS vs. DXJ - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EPS and DXJ.

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Drawdown Indicators

EPSDXJDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-49.63%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-10.98%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-22.19%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-22.19%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-39.14%

+3.35%

Current Drawdown

Current decline from peak

-3.18%

-3.44%

+0.26%

Average Drawdown

Average peak-to-trough decline

-7.64%

-14.30%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.84%

-0.96%

Volatility

EPS vs. DXJ - Volatility Comparison

The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 4.66%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 6.28%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPSDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

6.28%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

13.94%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

18.14%

-6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

19.07%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

20.00%

-2.34%

EPS vs. DXJ - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than DXJ's 0.48% expense ratio.

Dividends

EPS vs. DXJ - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.17%, more than DXJ's 1.07% yield.

PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund		1.07%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
EPS
WisdomTree U.S. LargeCap Fund		1.17%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%

Frequently Asked Questions

EPS and DXJ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (6.28%) compared to EPS (4.66%). In terms of maximum drawdown, EPS dropped -54.43% vs DXJ's -49.63%.

On 10-year performance, DXJ leads with 19.26% vs 14.94% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, EPS has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DXJ has performed better with a 19.26% return vs 14.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 0.48% for DXJ.

EPS has the higher dividend yield at 1.17%, compared with 1.07% for DXJ.

EPS is categorized as Large Cap Growth Equities, while DXJ is Japan Equities. EPS tracks WisdomTree U.S. Large Cap Index, while DXJ tracks WisdomTree Japan Hedged Equity Index. Their fees differ too: 0.08% for EPS and 0.48% for DXJ.

DXJ currently has the higher Sharpe Ratio (3.11 vs 1.98), 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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