FLJH vs. DBJP
Compare and contrast key facts about Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
FLJH and DBJP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLJH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Hedged to USD Net Tax Index. It was launched on Nov 2, 2017. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. Both FLJH and DBJP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLJH vs. DBJP - Performance Comparison
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FLJH vs. DBJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 9.29% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -14.66% | 1.26% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 9.63% | 29.51% | 25.53% | 36.21% | -4.19% | 13.04% | 10.53% | 20.87% | -14.82% | 1.14% |
Returns By Period
The year-to-date returns for both investments are quite close, with FLJH having a 9.29% return and DBJP slightly higher at 9.63%.
FLJH
- 1D
- 2.72%
- 1M
- -2.83%
- YTD
- 9.29%
- 6M
- 17.51%
- 1Y
- 40.53%
- 3Y*
- 28.77%
- 5Y*
- 18.48%
- 10Y*
- —
DBJP
- 1D
- 2.73%
- 1M
- -2.62%
- YTD
- 9.63%
- 6M
- 22.76%
- 1Y
- 45.69%
- 3Y*
- 29.91%
- 5Y*
- 19.11%
- 10Y*
- 15.47%
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FLJH vs. DBJP - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than DBJP's 0.46% expense ratio.
Return for Risk
FLJH vs. DBJP — Risk / Return Rank
FLJH
DBJP
FLJH vs. DBJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
| FLJH | DBJP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.94 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.62 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.69 | -0.36 |
Martin ratioReturn relative to average drawdown | 12.34 | 14.11 | -1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLJH | DBJP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.94 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 1.02 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.65 | +0.04 |
Correlation
The correlation between FLJH and DBJP is 0.91, 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
FLJH vs. DBJP - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.57%, more than DBJP's 2.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 3.57% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% | 0.00% | 0.00% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 2.57% | 2.81% | 2.80% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% |
Drawdowns
FLJH vs. DBJP - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, roughly equal to the maximum DBJP drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for FLJH and DBJP.
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Drawdown Indicators
| FLJH | DBJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -31.30% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.11% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -21.50% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.30% | — |
Current DrawdownCurrent decline from peak | -5.01% | -4.71% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -7.35% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.16% | +0.03% |
Volatility
FLJH vs. DBJP - Volatility Comparison
Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP) have volatilities of 7.76% and 7.74%, 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
| FLJH | DBJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 7.74% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 14.81% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 23.64% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.50% | 18.88% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 19.78% | +0.12% |