FVSJ.DE vs. WTDX.DE

Last updated Jul 16, 2026

FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both exchange-traded funds - FVSJ.DE is a Asia Pacific Equities fund tracking the FTSE Asia ex Japan ex China, while WTDX.DE is a Japan Equities fund tracking the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 5 years, FVSJ.DE returned 13.76%/yr vs 28.03%/yr for WTDX.DE. At a 0.39 correlation, their price movements are largely independent. FVSJ.DE charges 0.14%/yr vs 0.48%/yr for WTDX.DE.

Performance

FVSJ.DE vs. WTDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FVSJ.DE achieves a 38.87% return, which is significantly higher than WTDX.DE's 26.25% return.

FVSJ.DE

• 1D: -0.93%
• 1M: -6.25%
• 6M: 31.23%
• YTD: 38.87%
• 1Y: 57.55%
• 3Y*: 24.79%
• 5Y*: 13.76%
• 10Y*: —

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%

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

FVSJ.DE vs. WTDX.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	38.87%	15.41%	13.98%	8.23%	-7.56%	13.74%	-3.71%	13.83%	-18.50%
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%	-17.03%

Correlation

The correlation between FVSJ.DE and WTDX.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Sep 27, 2018	0.39

Return for Risk

FVSJ.DE vs. WTDX.DE — Risk / Return Rank

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

FVSJ.DE

FVSJ.DE Risk / Return Rank: 88
FVSJ.DE Sharpe Ratio Rank: 90
FVSJ.DE Sortino Ratio Rank: 84
FVSJ.DE Omega Ratio Rank: 87
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 87

WTDX.DE

WTDX.DE Risk / Return Rank: 94
WTDX.DE Sharpe Ratio Rank: 94
WTDX.DE Sortino Ratio Rank: 93
WTDX.DE Omega Ratio Rank: 93
WTDX.DE Calmar Ratio Rank: 96
WTDX.DE Martin Ratio Rank: 95

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.

FVSJ.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.

	FVSJ.DE	WTDX.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.88	-0.48
Sortino ratio: Return per unit of downside risk	3.03	3.81	-0.78
Omega ratio: Gain probability vs. loss probability	1.42	1.51	-0.08
Calmar ratio: Return relative to maximum drawdown	4.81	7.05	-2.25
Martin ratio: Return relative to average drawdown	14.67	23.54	-8.87

FVSJ.DE vs. WTDX.DE - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 2.41, which is comparable to the WTDX.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of FVSJ.DE and WTDX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FVSJ.DE vs. WTDX.DE - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -30.47%, smaller than the maximum WTDX.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and WTDX.DE.

Drawdown Indicators

	FVSJ.DE	WTDX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.47%	-38.23%	+7.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-8.09%	-3.82%
Max Drawdown (3Y) Largest decline over 3 years	-21.79%	-23.65%	+1.86%
Max Drawdown (5Y) Largest decline over 5 years	-21.79%	-23.65%	+1.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.53%	—
Current Drawdown Current decline from peak	-11.21%	-1.71%	-9.50%
Average Drawdown Average peak-to-trough decline	-7.27%	-9.16%	+1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	2.43%	+1.48%

Volatility

FVSJ.DE vs. WTDX.DE - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 11.21% compared to WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 5.75%. This indicates that FVSJ.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.

Volatility by Period

	FVSJ.DE	WTDX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.21%	5.75%	+5.46%
Volatility (6M) Calculated over the trailing 6-month period	21.47%	14.68%	+6.79%
Volatility (1Y) Calculated over the trailing 1-year period	23.82%	19.79%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.44%	19.43%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.43%	21.52%	-3.09%

FVSJ.DE vs. WTDX.DE - Expense Ratio Comparison

FVSJ.DE has a 0.14% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.

Dividends

FVSJ.DE vs. WTDX.DE - Dividend Comparison

FVSJ.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 0.80%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

Can I hold both FVSJ.DE and WTDX.DE in my portfolio?

FVSJ.DE and WTDX.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FVSJ.DE or WTDX.DE?

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FVSJ.DE or WTDX.DE?

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.48% for WTDX.DE.

What is the main difference between FVSJ.DE and WTDX.DE?

FVSJ.DE is categorized as Asia Pacific Equities, while WTDX.DE is Japan Equities. FVSJ.DE tracks FTSE Asia ex Japan ex China, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.14% for FVSJ.DE and 0.48% for WTDX.DE.