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EWJV vs. DXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWJV vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Value ETF (EWJV) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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EWJV vs. DXJ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EWJV
iShares MSCI Japan Value ETF
7.42%33.96%11.59%23.60%-6.02%5.48%2.41%10.48%
DXJ
WisdomTree Japan Hedged Equity Fund
10.00%32.78%29.83%42.04%5.96%17.99%3.94%10.56%

Returns By Period

In the year-to-date period, EWJV achieves a 7.42% return, which is significantly lower than DXJ's 10.00% return.


EWJV

1D
3.49%
1M
-7.60%
YTD
7.42%
6M
14.01%
1Y
35.29%
3Y*
23.58%
5Y*
12.70%
10Y*

DXJ

1D
2.59%
1M
-6.49%
YTD
10.00%
6M
24.19%
1Y
46.21%
3Y*
34.37%
5Y*
24.33%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWJV vs. DXJ - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than DXJ's 0.48% expense ratio.


Return for Risk

EWJV vs. DXJ — Risk / Return Rank

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

EWJV
EWJV Risk / Return Rank: 8484
Overall Rank
EWJV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EWJV Sortino Ratio Rank: 8787
Sortino Ratio Rank
EWJV Omega Ratio Rank: 8484
Omega Ratio Rank
EWJV Calmar Ratio Rank: 8484
Calmar Ratio Rank
EWJV Martin Ratio Rank: 8181
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 9393
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9393
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9494
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.

EWJV vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) 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.


EWJVDXJDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.04

-0.40

Sortino ratio

Return per unit of downside risk

2.29

2.67

-0.38

Omega ratio

Gain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratio

Return relative to maximum drawdown

2.30

3.46

-1.16

Martin ratio

Return relative to average drawdown

8.46

13.69

-5.23

EWJV vs. DXJ - Sharpe Ratio Comparison

The current EWJV Sharpe Ratio is 1.64, which is comparable to the DXJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of EWJV and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWJVDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.04

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.29

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.41

+0.24

Correlation

The correlation between EWJV and DXJ is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EWJV vs. DXJ - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.98%, more than DXJ's 1.18% yield.


TTM20252024202320222021202020192018201720162015
EWJV
iShares MSCI Japan Value ETF
4.98%5.35%4.10%3.32%2.71%2.46%1.96%4.29%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund
1.18%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%

Drawdowns

EWJV vs. DXJ - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EWJV and DXJ.


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Drawdown Indicators


EWJVDXJDifference

Max Drawdown

Largest peak-to-trough decline

-30.05%

-49.63%

+19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-12.65%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-22.19%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

Current Drawdown

Current decline from peak

-10.30%

-6.79%

-3.51%

Average Drawdown

Average peak-to-trough decline

-6.17%

-14.44%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

3.31%

+0.70%

Volatility

EWJV vs. DXJ - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 8.55% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 7.80%. This indicates that EWJV'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


EWJVDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

7.80%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

13.70%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

22.77%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

18.91%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

20.50%

-2.00%