PortfoliosLab logoPortfoliosLab logo
EWJV vs. DXJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWJV vs. DXJS - 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 SmallCap Equity Fund (DXJS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EWJV vs. DXJS - 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%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
17.27%37.08%20.70%38.96%5.02%11.66%-3.22%10.53%

Returns By Period

In the year-to-date period, EWJV achieves a 7.42% return, which is significantly lower than DXJS's 17.27% return.


EWJV

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

DXJS

1D
2.03%
1M
-5.12%
YTD
17.27%
6M
31.32%
1Y
58.83%
3Y*
34.47%
5Y*
22.94%
10Y*
16.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWJV vs. DXJS - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is lower than DXJS's 0.58% expense ratio.


Return for Risk

EWJV vs. DXJS — 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

DXJS
DXJS Risk / Return Rank: 9797
Overall Rank
DXJS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXJS Omega Ratio Rank: 9696
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9797
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. DXJS - 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 SmallCap Equity Fund (DXJS). 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.


EWJVDXJSDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.81

-1.17

Sortino ratio

Return per unit of downside risk

2.29

3.53

-1.23

Omega ratio

Gain probability vs. loss probability

1.32

1.48

-0.16

Calmar ratio

Return relative to maximum drawdown

2.30

4.69

-2.39

Martin ratio

Return relative to average drawdown

8.46

19.87

-11.41

EWJV vs. DXJS - Sharpe Ratio Comparison

The current EWJV Sharpe Ratio is 1.64, which is lower than the DXJS Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EWJV and DXJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EWJVDXJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.81

-1.17

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

0.74

-0.09

Correlation

The correlation between EWJV and DXJS is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EWJV vs. DXJS - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.98%, more than DXJS's 1.62% 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%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
1.62%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Drawdowns

EWJV vs. DXJS - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum DXJS drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for EWJV and DXJS.


Loading graphics...

Drawdown Indicators


EWJVDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-30.05%

-39.30%

+9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-11.47%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-16.49%

-8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-10.30%

-5.55%

-4.75%

Average Drawdown

Average peak-to-trough decline

-6.17%

-6.54%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.89%

+1.12%

Volatility

EWJV vs. DXJS - Volatility Comparison

iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 8.55% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 7.98%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EWJVDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

7.98%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

15.20%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

21.06%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

17.83%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

19.88%

-1.38%