HRB vs. DXJ
HRB (H&R Block, Inc.) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, HRB returned 9.07%/yr vs 19.25%/yr for DXJ. At a 0.32 correlation, their price movements are largely independent.
Performance
HRB vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, HRB achieves a -15.66% return, which is significantly lower than DXJ's 20.23% return. Over the past 10 years, HRB has underperformed DXJ with an annualized return of 9.07%, while DXJ has yielded a comparatively higher 19.25% annualized return.
HRB
- 1D
- 5.38%
- 1M
- -6.75%
- YTD
- -15.66%
- 6M
- -15.12%
- 1Y
- -32.36%
- 3Y*
- 6.60%
- 5Y*
- 11.86%
- 10Y*
- 9.07%
DXJ
- 1D
- -3.57%
- 1M
- 2.21%
- YTD
- 20.23%
- 6M
- 20.18%
- 1Y
- 55.89%
- 3Y*
- 31.66%
- 5Y*
- 26.40%
- 10Y*
- 19.25%
HRB vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRB H&R Block, Inc. | -15.66% | -14.88% | 12.03% | 36.87% | 59.94% | 55.43% | -27.97% | -3.55% | 0.49% | 18.22% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.23% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between HRB and DXJ is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.32 |
The correlation between HRB and DXJ shifts across timeframes, from -0.10 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HRB vs. DXJ — Risk / Return Rank
HRB
DXJ
HRB vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| HRB | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.89 | ||
| Sortino ratioReturn per unit of downside risk | -5.23 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.55 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 5.12 | -5.78 |
| Martin ratioReturn relative to average drawdown | -1.17 | 19.78 | -20.95 |
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Drawdowns
HRB vs. DXJ - Drawdown Comparison
The maximum HRB drawdown since its inception was -62.08%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for HRB and DXJ.
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Drawdown Indicators
| HRB | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.08% | -49.63% | -12.45% |
Max Drawdown (1Y)Largest decline over 1 year | -49.16% | -10.98% | -38.18% |
Max Drawdown (3Y)Largest decline over 3 years | -55.54% | -22.19% | -33.35% |
Max Drawdown (5Y)Largest decline over 5 years | -55.54% | -22.19% | -33.35% |
Max Drawdown (10Y)Largest decline over 10 years | -57.72% | -39.14% | -18.58% |
Current DrawdownCurrent decline from peak | -42.34% | -3.57% | -38.77% |
Average DrawdownAverage peak-to-trough decline | -18.66% | -14.30% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.74% | 2.83% | +24.91% |
Volatility
HRB vs. DXJ - Volatility Comparison
H&R Block, Inc. (HRB) has a higher volatility of 10.18% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that HRB's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRB | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | 6.28% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 35.74% | 14.08% | +21.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.01% | 18.14% | +22.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.05% | 19.08% | +13.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.85% | 20.00% | +15.85% |
Dividends
HRB vs. DXJ - Dividend Comparison
HRB's dividend yield for the trailing twelve months is around 4.68%, more than DXJ's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.08% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
HRB H&R Block, Inc. | 4.68% | 3.65% | 2.63% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% |
Frequently Asked Questions
HRB and DXJ have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRB has higher volatility (10.18%) compared to DXJ (6.28%). In terms of maximum drawdown, HRB dropped -62.08% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.10 vs -0.79), 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.
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