FRCJ.DE vs. WTDX.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, FRCJ.DE returned 7.71%/yr vs 18.14%/yr for WTDX.DE. A 0.62 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.48%/yr for WTDX.DE.
Performance
FRCJ.DE vs. WTDX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than WTDX.DE's 26.25% return. Over the past 10 years, FRCJ.DE has underperformed WTDX.DE with an annualized return of 7.71%, while WTDX.DE has yielded a comparatively higher 18.14% annualized return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
WTDX.DE
- 1D
- -0.37%
- 1M
- 3.84%
- 6M
- 17.92%
- YTD
- 26.25%
- 1Y
- 57.34%
- 3Y*
- 32.07%
- 5Y*
- 28.03%
- 10Y*
- 18.14%
FRCJ.DE vs. WTDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 28.93% | -12.80% | 8.84% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 26.25% | 17.86% | 36.79% | 37.12% | 11.85% | 27.70% | -6.91% | 24.57% | -17.23% | 8.62% |
Correlation
The correlation between FRCJ.DE and WTDX.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2015 | 0.62 |
The correlation between FRCJ.DE and WTDX.DE shifts across timeframes, from 0.60 (10 years) to 0.79 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FRCJ.DE vs. WTDX.DE — Risk / Return Rank
FRCJ.DE
WTDX.DE
FRCJ.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). 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.
| FRCJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 7.05 | -3.66 |
| Martin ratioReturn relative to average drawdown | 11.61 | 23.54 | -11.93 |
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Drawdowns
FRCJ.DE vs. WTDX.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum WTDX.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and WTDX.DE.
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Drawdown Indicators
| FRCJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -38.23% | +11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -8.09% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -23.65% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.65% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | -32.53% | +5.86% |
Current DrawdownCurrent decline from peak | -2.05% | -1.71% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -9.16% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.43% | +0.64% |
Volatility
FRCJ.DE vs. WTDX.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 5.75%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.75% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 14.68% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 19.79% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 19.43% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 21.52% | -5.03% |
FRCJ.DE vs. WTDX.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
FRCJ.DE vs. WTDX.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than WTDX.DE's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 0.80% | 1.68% | 1.52% | 1.97% | 2.28% | 1.52% | 2.10% | 2.01% | 2.17% | 1.14% | 1.90% | 0.06% |
Frequently Asked Questions
FRCJ.DE and WTDX.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.48% for WTDX.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.19% for FRCJ.DE and 0.48% for WTDX.DE.
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