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HEWJ vs. DXJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEWJ vs. DXJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Japan ETF (HEWJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEWJ achieves a 20.99% return, which is significantly lower than DXJS's 23.30% return. Both investments have delivered pretty close results over the past 10 years, with HEWJ having a 17.39% annualized return and DXJS not far behind at 16.84%.


HEWJ

1D
0.28%
1M
3.59%
YTD
20.99%
6M
21.45%
1Y
53.81%
3Y*
28.51%
5Y*
21.47%
10Y*
17.39%

DXJS

1D
-2.83%
1M
-1.82%
YTD
23.30%
6M
24.94%
1Y
60.75%
3Y*
33.69%
5Y*
24.61%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEWJ vs. DXJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEWJ
iShares Currency Hedged MSCI Japan ETF
20.99%30.25%24.80%36.21%-4.39%12.79%10.29%20.79%-14.68%21.47%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
23.30%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between HEWJ and DXJS is 0.77, 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

0.77

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

0.78

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

0.79

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

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.84

The correlation between HEWJ and DXJS has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

HEWJ vs. DXJS — Risk / Return Rank

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

HEWJ
HEWJ Risk / Return Rank: 9090
Overall Rank
HEWJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HEWJ Sortino Ratio Rank: 8888
Sortino Ratio Rank
HEWJ Omega Ratio Rank: 8888
Omega Ratio Rank
HEWJ Calmar Ratio Rank: 9191
Calmar Ratio Rank
HEWJ Martin Ratio Rank: 9292
Martin Ratio Rank

DXJS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HEWJ vs. DXJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Japan ETF (HEWJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). 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.


HEWJDXJSDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.49

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

5.21

6.24

-1.02

Martin ratioReturn relative to average drawdown

19.96

22.10

-2.15

HEWJ vs. DXJS - Sharpe Ratio Comparison

The current HEWJ Sharpe Ratio is 2.71, which is comparable to the DXJS Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of HEWJ and DXJS, 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

HEWJ vs. DXJS - Drawdown Comparison

The maximum HEWJ drawdown since its inception was -31.53%, smaller than the maximum DXJS drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for HEWJ and DXJS.


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Drawdown Indicators


HEWJDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-31.53%

-39.30%

+7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-9.82%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-16.49%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-16.49%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

-39.30%

+7.77%

Current Drawdown

Current decline from peak

-4.36%

-6.44%

+2.08%

Average Drawdown

Average peak-to-trough decline

-6.59%

-6.49%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.77%

-0.07%

Volatility

HEWJ vs. DXJS - Volatility Comparison

iShares Currency Hedged MSCI Japan ETF (HEWJ) has a higher volatility of 8.10% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 5.19%. This indicates that HEWJ's price experiences larger fluctuations and is considered to be riskier than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEWJDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

5.19%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

15.69%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

19.86%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

18.08%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

19.72%

-0.21%

HEWJ vs. DXJS - Expense Ratio Comparison

HEWJ has a 0.49% expense ratio, which is lower than DXJS's 0.58% expense ratio.


Dividends

HEWJ vs. DXJS - Dividend Comparison

HEWJ's dividend yield for the trailing twelve months is around 4.22%, while DXJS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
1.54%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
HEWJ
iShares Currency Hedged MSCI Japan ETF
4.22%5.10%2.20%2.02%47.68%2.03%1.20%2.78%1.37%1.21%1.88%3.25%

Frequently Asked Questions


HEWJ and DXJS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HEWJ has higher volatility (8.10%) compared to DXJS (5.19%). In terms of maximum drawdown, HEWJ dropped -31.53% vs DXJS's -39.30%.

On 10-year performance, HEWJ leads with 17.39% vs 16.84% for DXJS. On fees, HEWJ is cheaper at 0.49% per year. On volatility, DXJS has been the lower-risk option at 5.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HEWJ has performed better with a 17.39% return vs 16.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HEWJ is cheaper with a 0.49% expense ratio, compared with 0.58% for DXJS.

HEWJ has the higher dividend yield at 4.22%, compared with 1.54% for DXJS.

HEWJ tracks MSCI Japan 100% Hedged to USD Index, while DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.49% for HEWJ and 0.58% for DXJS.

DXJS currently has the higher Sharpe Ratio (3.08 vs 2.71), 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 HEWJ and DXJS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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