FLJH vs. DFJ
Compare and contrast key facts about Franklin FTSE Japan Hedged ETF (FLJH) and WisdomTree Japan SmallCap Dividend Fund (DFJ).
FLJH and DFJ 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. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan SmallCap Dividend Index. It was launched on Jun 16, 2006. Both FLJH and DFJ 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. DFJ - Performance Comparison
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FLJH vs. DFJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 6.40% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -14.66% | 1.26% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 5.94% | 31.90% | 2.80% | 21.81% | -9.00% | 0.38% | 1.29% | 16.98% | -18.53% | 4.10% |
Returns By Period
In the year-to-date period, FLJH achieves a 6.40% return, which is significantly higher than DFJ's 5.94% return.
FLJH
- 1D
- 2.17%
- 1M
- -7.04%
- YTD
- 6.40%
- 6M
- 13.61%
- 1Y
- 35.61%
- 3Y*
- 27.63%
- 5Y*
- 17.84%
- 10Y*
- —
DFJ
- 1D
- 3.53%
- 1M
- -9.59%
- YTD
- 5.94%
- 6M
- 9.16%
- 1Y
- 32.42%
- 3Y*
- 17.78%
- 5Y*
- 8.69%
- 10Y*
- 9.09%
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FLJH vs. DFJ - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than DFJ's 0.58% expense ratio.
Return for Risk
FLJH vs. DFJ — Risk / Return Rank
FLJH
DFJ
FLJH vs. DFJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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 | DFJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.88 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.54 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.41 | +0.41 |
Martin ratioReturn relative to average drawdown | 10.73 | 8.69 | +2.04 |
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 | DFJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.88 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.55 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.30 | +0.38 |
Correlation
The correlation between FLJH and DFJ is 0.65, 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
FLJH vs. DFJ - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.67%, more than DFJ's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 3.67% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% | 0.00% | 0.00% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.51% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
Drawdowns
FLJH vs. DFJ - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum DFJ drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for FLJH and DFJ.
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Drawdown Indicators
| FLJH | DFJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -46.00% | +14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -13.03% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -29.71% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.02% | — |
Current DrawdownCurrent decline from peak | -7.52% | -9.59% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -11.19% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.62% | -0.39% |
Volatility
FLJH vs. DFJ - Volatility Comparison
Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 8.09% compared to WisdomTree Japan SmallCap Dividend Fund (DFJ) at 7.65%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJH | DFJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 7.65% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 12.62% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 17.39% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 15.75% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 16.90% | +2.98% |