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EWV vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) 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, EWV achieves a -27.73% return, which is significantly lower than DXJ's 20.23% return. Over the past 10 years, EWV has underperformed DXJ with an annualized return of -20.50%, while DXJ has yielded a comparatively higher 19.25% annualized return.


EWV

1D
9.12%
1M
-4.14%
YTD
-27.73%
6M
-26.75%
1Y
-46.22%
3Y*
-28.99%
5Y*
-17.97%
10Y*
-20.50%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. DXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
-27.73%-37.70%-11.06%-28.34%34.35%-10.19%-38.57%-30.38%29.90%-36.24%
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 EWV and DXJ is -0.82, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.82

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

-0.79

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

-0.78

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

-0.80

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2007

-0.83

The correlation between EWV and DXJ has been stable across timeframes, ranging from -0.83 to -0.78 - a consistent structural relationship.

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Return for Risk

EWV vs. DXJ — Risk / Return Rank

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

EWV
EWV Risk / Return Rank: 11
Overall Rank
EWV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EWV Sortino Ratio Rank: 11
Sortino Ratio Rank
EWV Omega Ratio Rank: 11
Omega Ratio Rank
EWV Calmar Ratio Rank: 11
Calmar Ratio Rank
EWV Martin Ratio Rank: 11
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 9090
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9090
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8989
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9090
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.

EWV vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) 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.


EWVDXJDifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-5.70

Omega ratioGain probability vs. loss probability

0.80

1.55

-0.75

Calmar ratioReturn relative to maximum drawdown

-0.91

5.12

-6.02

Martin ratioReturn relative to average drawdown

-1.50

19.78

-21.28

EWV vs. DXJ - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.10, which is lower than the DXJ Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of EWV 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

EWV vs. DXJ - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.20%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EWV and DXJ.


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Drawdown Indicators


EWVDXJDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-49.63%

-49.57%

Max Drawdown (1Y)

Largest decline over 1 year

-51.16%

-10.98%

-40.18%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

-22.19%

-49.00%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

-22.19%

-57.32%

Max Drawdown (10Y)

Largest decline over 10 years

-90.83%

-39.14%

-51.69%

Current Drawdown

Current decline from peak

-99.13%

-3.57%

-95.56%

Average Drawdown

Average peak-to-trough decline

-84.30%

-14.30%

-70.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.92%

2.83%

+28.09%

Volatility

EWV vs. DXJ - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) has a higher volatility of 15.65% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that EWV'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


EWVDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.65%

6.28%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

34.20%

14.08%

+20.12%

Volatility (1Y)

Calculated over the trailing 1-year period

42.12%

18.14%

+23.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.15%

19.08%

+18.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.09%

20.00%

+15.09%

EWV vs. DXJ - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is higher than DXJ's 0.48% expense ratio.


Dividends

EWV vs. DXJ - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.96%, more than DXJ's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EWV
ProShares UltraShort MSCI Japan
4.96%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWV and DXJ have a correlation of -0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWV has higher volatility (15.65%) compared to DXJ (6.28%). In terms of maximum drawdown, EWV dropped -99.20% vs DXJ's -49.63%.

On 10-year performance, DXJ leads with 19.25% vs -20.50% for EWV. On fees, DXJ is cheaper at 0.48% per year. On volatility, DXJ has been the lower-risk option at 6.28%. 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 19.25% return vs -20.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DXJ is cheaper with a 0.48% expense ratio, compared with 0.95% for EWV.

EWV has the higher dividend yield at 4.96%, compared with 1.08% for DXJ.

EWV is categorized as Leveraged Equities, while DXJ is Japan Equities. EWV tracks MSCI Japan Index (-200%), while DXJ tracks WisdomTree Japan Hedged Equity Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for EWV and 0.48% for DXJ.

DXJ currently has the higher Sharpe Ratio (3.10 vs -1.10), 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.

Portfolio Optimizer

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