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EUSC vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) 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


EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DXJ

1D
1.14%
1M
6.07%
YTD
18.76%
6M
23.03%
1Y
52.60%
3Y*
32.82%
5Y*
26.08%
10Y*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. DXJ - Yearly Performance Comparison


EUSC vs. DXJ - Sectors Allocation Comparison


Sectors
EUSC
DXJ

Financial Services

28.4%
18.3%

Industrials

20.1%
27.4%

Real Estate

9.3%

-

Consumer Cyclical

9.1%
15.6%

Basic Materials

6.5%
8.5%

Utilities

6.5%
0.1%

Communication Services

5.0%
2.7%

Technology

4.4%
12.9%

Consumer Defensive

4.1%
4.7%

Energy

3.7%
1.7%

Healthcare

2.9%
6.8%

Financial Services

EUSC
28.4%
DXJ
18.3%

Industrials

EUSC
20.1%
DXJ
27.4%

Real Estate

EUSC
9.3%
DXJ

-

Consumer Cyclical

EUSC
9.1%
DXJ
15.6%

Basic Materials

EUSC
6.5%
DXJ
8.5%

Utilities

EUSC
6.5%
DXJ
0.1%

Communication Services

EUSC
5.0%
DXJ
2.7%

Technology

EUSC
4.4%
DXJ
12.9%

Consumer Defensive

EUSC
4.1%
DXJ
4.7%

Energy

EUSC
3.7%
DXJ
1.7%

Healthcare

EUSC
2.9%
DXJ
6.8%

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Return for Risk

EUSC vs. DXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUSC

DXJ
DXJ Risk / Return Rank: 8888
Overall Rank
DXJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJ Omega Ratio Rank: 8787
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8686
Calmar Ratio Rank
DXJ Martin Ratio Rank: 8787
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.

EUSC vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUSC vs. DXJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

Drawdowns

EUSC vs. DXJ - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EUSC and DXJ.


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Drawdown Indicators


EUSCDXJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-49.63%

+49.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

0.00%

-14.34%

+14.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

EUSC vs. DXJ - Volatility Comparison


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Volatility by Period


EUSCDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.43%

-17.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.96%

-18.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

20.18%

-20.18%

EUSC vs. DXJ - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is higher than DXJ's 0.48% expense ratio.


Dividends

EUSC vs. DXJ - Dividend Comparison

EUSC has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 1.09%.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.09%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DXJ is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXJ is cheaper with a 0.48% expense ratio, compared with 0.58% for EUSC.

DXJ has the higher dividend yield at 1.09%, compared with 0.00% for EUSC.

EUSC is categorized as Europe Equities, while DXJ is Japan Equities. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while DXJ tracks WisdomTree Japan Hedged Equity Index. Their fees differ too: 0.58% for EUSC and 0.48% for DXJ.

Portfolio Optimizer

Find the right allocation for EUSC and DXJ

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