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FJPS.L vs. DXJA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJPS.L vs. DXJA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L). The values are adjusted to include any dividend payments, if applicable.

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FJPS.L vs. DXJA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FJPS.L
Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc
7.15%14.84%8.88%12.32%-5.11%2.90%1.92%
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
15.30%23.96%31.18%34.18%17.73%18.52%1.75%
Different Trading Currencies

FJPS.L is traded in GBP, while DXJA.L is traded in USD. To make them comparable, the DXJA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FJPS.L achieves a 7.15% return, which is significantly lower than DXJA.L's 15.30% return.


FJPS.L

1D
4.26%
1M
-2.44%
YTD
7.15%
6M
11.63%
1Y
26.57%
3Y*
13.02%
5Y*
7.96%
10Y*

DXJA.L

1D
4.53%
1M
-1.17%
YTD
15.30%
6M
30.94%
1Y
48.79%
3Y*
32.46%
5Y*
26.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJPS.L vs. DXJA.L - Expense Ratio Comparison

FJPS.L has a 0.30% expense ratio, which is lower than DXJA.L's 0.48% expense ratio.


Return for Risk

FJPS.L vs. DXJA.L — Risk / Return Rank

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

FJPS.L
FJPS.L Risk / Return Rank: 7474
Overall Rank
FJPS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FJPS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FJPS.L Omega Ratio Rank: 6767
Omega Ratio Rank
FJPS.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FJPS.L Martin Ratio Rank: 7878
Martin Ratio Rank

DXJA.L
DXJA.L Risk / Return Rank: 9494
Overall Rank
DXJA.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9393
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9696
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.

FJPS.L vs. DXJA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L). 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.


FJPS.LDXJA.LDifference

Sharpe ratio

Return per unit of total volatility

1.35

2.08

-0.73

Sortino ratio

Return per unit of downside risk

1.91

2.65

-0.74

Omega ratio

Gain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratio

Return relative to maximum drawdown

2.64

5.40

-2.76

Martin ratio

Return relative to average drawdown

9.42

18.03

-8.61

FJPS.L vs. DXJA.L - Sharpe Ratio Comparison

The current FJPS.L Sharpe Ratio is 1.35, which is lower than the DXJA.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FJPS.L and DXJA.L, 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


FJPS.LDXJA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

2.08

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.48

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.07

-0.57

Correlation

The correlation between FJPS.L and DXJA.L 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

FJPS.L vs. DXJA.L - Dividend Comparison

Neither FJPS.L nor DXJA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FJPS.L vs. DXJA.L - Drawdown Comparison

The maximum FJPS.L drawdown since its inception was -17.38%, smaller than the maximum DXJA.L drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for FJPS.L and DXJA.L.


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Drawdown Indicators


FJPS.LDXJA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.38%

-37.52%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-13.64%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

-23.00%

+5.62%

Current Drawdown

Current decline from peak

-5.17%

-4.33%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.24%

-5.93%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.72%

+0.22%

Volatility

FJPS.L vs. DXJA.L - Volatility Comparison

Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) have volatilities of 8.79% and 9.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJPS.LDXJA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

9.10%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

16.14%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

23.38%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

21.52%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

24.03%

-8.26%