ESI vs. DXJ
ESI (Element Solutions Inc) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, ESI returned 19.04%/yr vs 19.25%/yr for DXJ. At a 0.42 correlation, their price movements are largely independent.
Performance
ESI vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, ESI achieves a 84.28% return, which is significantly higher than DXJ's 20.23% return. Both investments have delivered pretty close results over the past 10 years, with ESI having a 19.04% annualized return and DXJ not far ahead at 19.25%.
ESI
- 1D
- -6.58%
- 1M
- 12.75%
- YTD
- 84.28%
- 6M
- 80.38%
- 1Y
- 111.01%
- 3Y*
- 37.87%
- 5Y*
- 16.16%
- 10Y*
- 19.04%
DXJ
- 1D
- -3.57%
- 1M
- 2.21%
- YTD
- 20.23%
- 6M
- 20.18%
- 1Y
- 55.89%
- 3Y*
- 31.66%
- 5Y*
- 26.40%
- 10Y*
- 19.25%
ESI vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESI Element Solutions Inc | 84.28% | -0.44% | 11.29% | 29.26% | -23.91% | 38.51% | 52.36% | 13.07% | 4.13% | 1.12% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.23% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between ESI and DXJ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013 | 0.42 |
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Return for Risk
ESI vs. DXJ — Risk / Return Rank
ESI
DXJ
ESI vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Element Solutions Inc (ESI) 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.
| ESI | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.55 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 6.26 | 5.12 | +1.14 |
| Martin ratioReturn relative to average drawdown | 19.38 | 19.78 | -0.40 |
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Drawdowns
ESI vs. DXJ - Drawdown Comparison
The maximum ESI drawdown since its inception was -80.66%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for ESI and DXJ.
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Drawdown Indicators
| ESI | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.66% | -49.63% | -31.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -10.98% | -6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -39.98% | -22.19% | -17.79% |
Max Drawdown (5Y)Largest decline over 5 years | -39.98% | -22.19% | -17.79% |
Max Drawdown (10Y)Largest decline over 10 years | -56.24% | -39.14% | -17.10% |
Current DrawdownCurrent decline from peak | -6.58% | -3.57% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -36.07% | -14.30% | -21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.83% | +2.92% |
Volatility
ESI vs. DXJ - Volatility Comparison
Element Solutions Inc (ESI) has a higher volatility of 17.06% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that ESI's price experiences larger fluctuations and is considered to be riskier 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
| ESI | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.06% | 6.28% | +10.78% |
Volatility (6M)Calculated over the trailing 6-month period | 34.92% | 14.08% | +20.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.67% | 18.14% | +23.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.91% | 19.08% | +15.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.03% | 20.00% | +17.03% |
Dividends
ESI vs. DXJ - Dividend Comparison
ESI's dividend yield for the trailing twelve months is around 0.70%, less than DXJ's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.08% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
ESI Element Solutions Inc | 0.70% | 1.28% | 1.26% | 1.38% | 1.76% | 1.03% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESI and DXJ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESI has higher volatility (17.06%) compared to DXJ (6.28%). In terms of maximum drawdown, ESI dropped -80.66% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.10 vs 2.68), 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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