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HEDJ vs. BTMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEDJ vs. BTMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged Equity Fund (HEDJ) and iShares MSCI EAFE International Index Fund (BTMKX). The values are adjusted to include any dividend payments, if applicable.

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HEDJ vs. BTMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEDJ
WisdomTree Europe Hedged Equity Fund
-1.43%23.55%5.28%26.89%-10.09%23.54%-3.35%27.50%-9.27%13.51%
BTMKX
iShares MSCI EAFE International Index Fund
-1.91%31.70%3.70%18.37%-14.04%11.30%8.07%21.96%-13.38%25.17%

Returns By Period

In the year-to-date period, HEDJ achieves a -1.43% return, which is significantly higher than BTMKX's -1.91% return. Over the past 10 years, HEDJ has outperformed BTMKX with an annualized return of 10.18%, while BTMKX has yielded a comparatively lower 8.60% annualized return.


HEDJ

1D
2.35%
1M
-6.79%
YTD
-1.43%
6M
3.77%
1Y
12.14%
3Y*
11.45%
5Y*
10.27%
10Y*
10.18%

BTMKX

1D
0.32%
1M
-10.83%
YTD
-1.91%
6M
2.37%
1Y
19.63%
3Y*
13.45%
5Y*
7.95%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEDJ vs. BTMKX - Expense Ratio Comparison

HEDJ has a 0.58% expense ratio, which is higher than BTMKX's 0.05% expense ratio.


Return for Risk

HEDJ vs. BTMKX — Risk / Return Rank

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

HEDJ
HEDJ Risk / Return Rank: 3838
Overall Rank
HEDJ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HEDJ Sortino Ratio Rank: 3838
Sortino Ratio Rank
HEDJ Omega Ratio Rank: 3838
Omega Ratio Rank
HEDJ Calmar Ratio Rank: 3838
Calmar Ratio Rank
HEDJ Martin Ratio Rank: 3939
Martin Ratio Rank

BTMKX
BTMKX Risk / Return Rank: 6262
Overall Rank
BTMKX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 6060
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 5757
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 6262
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.

HEDJ vs. BTMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged Equity Fund (HEDJ) and iShares MSCI EAFE International Index Fund (BTMKX). 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.


HEDJBTMKXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.09

-0.45

Sortino ratio

Return per unit of downside risk

1.03

1.53

-0.51

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

0.91

1.54

-0.63

Martin ratio

Return relative to average drawdown

3.47

5.89

-2.42

HEDJ vs. BTMKX - Sharpe Ratio Comparison

The current HEDJ Sharpe Ratio is 0.64, which is lower than the BTMKX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HEDJ and BTMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HEDJBTMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.09

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.50

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.52

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.35

+0.10

Correlation

The correlation between HEDJ and BTMKX is 0.79, 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

HEDJ vs. BTMKX - Dividend Comparison

HEDJ's dividend yield for the trailing twelve months is around 1.65%, less than BTMKX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
HEDJ
WisdomTree Europe Hedged Equity Fund
1.65%1.63%3.28%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.74%9.43%
BTMKX
iShares MSCI EAFE International Index Fund
3.82%3.74%3.43%3.19%2.80%3.06%1.99%3.34%4.58%2.45%2.85%2.42%

Drawdowns

HEDJ vs. BTMKX - Drawdown Comparison

The maximum HEDJ drawdown since its inception was -38.18%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for HEDJ and BTMKX.


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Drawdown Indicators


HEDJBTMKXDifference

Max Drawdown

Largest peak-to-trough decline

-38.18%

-33.92%

-4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-11.30%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-29.23%

+7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.18%

-33.92%

-4.26%

Current Drawdown

Current decline from peak

-7.52%

-10.88%

+3.36%

Average Drawdown

Average peak-to-trough decline

-5.96%

-7.82%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.96%

+0.26%

Volatility

HEDJ vs. BTMKX - Volatility Comparison

WisdomTree Europe Hedged Equity Fund (HEDJ) and iShares MSCI EAFE International Index Fund (BTMKX) have volatilities of 6.94% and 7.07%, 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


HEDJBTMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

7.07%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

10.81%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

16.98%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

15.95%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

16.58%

+1.76%