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GRID vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRID vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) and WisdomTree Japan Opportunities ETF (OPPJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRID achieves a 23.59% return, which is significantly lower than OPPJ's 26.23% return. Over the past 10 years, GRID has outperformed OPPJ with an annualized return of 19.76%, while OPPJ has yielded a comparatively lower 17.80% annualized return.


GRID

1D
-0.18%
1M
-4.22%
YTD
23.59%
6M
24.02%
1Y
43.17%
3Y*
23.21%
5Y*
16.83%
10Y*
19.76%

OPPJ

1D
1.04%
1M
-4.22%
YTD
26.23%
6M
27.08%
1Y
64.16%
3Y*
33.91%
5Y*
25.20%
10Y*
17.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRID vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
23.59%29.65%15.18%21.57%-13.89%27.65%48.84%42.80%-22.69%27.44%
OPPJ
WisdomTree Japan Opportunities ETF
26.23%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between GRID and OPPJ is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

0.47

The correlation between GRID and OPPJ has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

GRID vs. OPPJ — Risk / Return Rank

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

GRID
GRID Risk / Return Rank: 7373
Overall Rank
GRID Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 6969
Sortino Ratio Rank
GRID Omega Ratio Rank: 6969
Omega Ratio Rank
GRID Calmar Ratio Rank: 7979
Calmar Ratio Rank
GRID Martin Ratio Rank: 7878
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9393
Overall Rank
OPPJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
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.

GRID vs. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


GRIDOPPJDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.35

1.53

-0.18

Calmar ratioReturn relative to maximum drawdown

3.57

6.58

-3.01

Martin ratioReturn relative to average drawdown

12.89

22.36

-9.47

GRID vs. OPPJ - Sharpe Ratio Comparison

The current GRID Sharpe Ratio is 2.02, which is lower than the OPPJ Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of GRID and OPPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GRID vs. OPPJ - Drawdown Comparison

The maximum GRID drawdown since its inception was -40.56%, roughly equal to the maximum OPPJ drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for GRID and OPPJ.


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Drawdown Indicators


GRIDOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-39.30%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.82%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-16.49%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-16.49%

-13.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-39.30%

-1.26%

Current Drawdown

Current decline from peak

-5.40%

-4.22%

-1.18%

Average Drawdown

Average peak-to-trough decline

-8.42%

-6.49%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.89%

+0.36%

Volatility

GRID vs. OPPJ - Volatility Comparison

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) has a higher volatility of 9.56% compared to WisdomTree Japan Opportunities ETF (OPPJ) at 5.83%. This indicates that GRID's price experiences larger fluctuations and is considered to be riskier than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRIDOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

5.83%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.70%

15.99%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

20.10%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

18.15%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

19.73%

+3.17%

GRID vs. OPPJ - Expense Ratio Comparison

GRID has a 0.70% expense ratio, which is higher than OPPJ's 0.58% expense ratio.


Dividends

GRID vs. OPPJ - Dividend Comparison

GRID's dividend yield for the trailing twelve months is around 0.80%, less than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


GRID and OPPJ have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRID has higher volatility (9.56%) compared to OPPJ (5.83%). In terms of maximum drawdown, GRID dropped -40.56% vs OPPJ's -39.30%.

On 10-year performance, GRID leads with 19.76% vs 17.80% for OPPJ. On fees, OPPJ is cheaper at 0.58% per year. On volatility, OPPJ has been the lower-risk option at 5.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GRID has performed better with a 19.76% return vs 17.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ is cheaper with a 0.58% expense ratio, compared with 0.70% for GRID.

OPPJ has the higher dividend yield at 1.50%, compared with 0.80% for GRID.

GRID is categorized as Alternative Energy Equities, while OPPJ is Japan Equities. GRID tracks Nasdaq Clean Edge Smart Grid Infrastructure Index, while OPPJ tracks WisdomTree Japan Opportunities Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.70% for GRID and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (3.22 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GRID and OPPJ

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