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HSJP.L vs. DXJA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSJP.L vs. DXJA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L). The values are adjusted to include any dividend payments, if applicable.

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HSJP.L vs. DXJA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSJP.L
HSBC Japan Sustainable Equity UCITS ETF USD
5.91%18.24%13.93%13.26%-5.31%4.55%14.34%
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
15.30%23.96%31.18%34.18%17.73%18.52%3.73%
Different Trading Currencies

HSJP.L is traded in GBP, while DXJA.L is traded in USD. To make them comparable, the DXJA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSJP.L achieves a 5.91% return, which is significantly lower than DXJA.L's 15.30% return.


HSJP.L

1D
4.34%
1M
-3.06%
YTD
5.91%
6M
12.95%
1Y
25.04%
3Y*
15.82%
5Y*
9.49%
10Y*

DXJA.L

1D
4.53%
1M
-1.17%
YTD
15.30%
6M
30.94%
1Y
48.79%
3Y*
32.46%
5Y*
26.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSJP.L vs. DXJA.L - Expense Ratio Comparison

HSJP.L has a 0.18% expense ratio, which is lower than DXJA.L's 0.48% expense ratio.


Return for Risk

HSJP.L vs. DXJA.L — Risk / Return Rank

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

HSJP.L
HSJP.L Risk / Return Rank: 6868
Overall Rank
HSJP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HSJP.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HSJP.L Omega Ratio Rank: 6363
Omega Ratio Rank
HSJP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
HSJP.L Martin Ratio Rank: 6868
Martin Ratio Rank

DXJA.L
DXJA.L Risk / Return Rank: 9494
Overall Rank
DXJA.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9393
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9696
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.

HSJP.L vs. DXJA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L). 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.


HSJP.LDXJA.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.08

-0.80

Sortino ratio

Return per unit of downside risk

1.79

2.65

-0.86

Omega ratio

Gain probability vs. loss probability

1.25

1.39

-0.14

Calmar ratio

Return relative to maximum drawdown

2.20

5.40

-3.21

Martin ratio

Return relative to average drawdown

7.74

18.03

-10.29

HSJP.L vs. DXJA.L - Sharpe Ratio Comparison

The current HSJP.L Sharpe Ratio is 1.28, which is lower than the DXJA.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of HSJP.L and DXJA.L, 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


HSJP.LDXJA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.08

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.48

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.07

-0.38

Correlation

The correlation between HSJP.L and DXJA.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HSJP.L vs. DXJA.L - Dividend Comparison

Neither HSJP.L nor DXJA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSJP.L vs. DXJA.L - Drawdown Comparison

The maximum HSJP.L drawdown since its inception was -16.22%, smaller than the maximum DXJA.L drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for HSJP.L and DXJA.L.


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Drawdown Indicators


HSJP.LDXJA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.22%

-37.52%

+21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.64%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.22%

-23.00%

+6.78%

Current Drawdown

Current decline from peak

-6.76%

-4.33%

-2.43%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.93%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.72%

+0.73%

Volatility

HSJP.L vs. DXJA.L - Volatility Comparison

The current volatility for HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) is 8.46%, while WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) has a volatility of 9.10%. This indicates that HSJP.L experiences smaller price fluctuations and is considered to be less risky than DXJA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSJP.LDXJA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

9.10%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

16.14%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

23.38%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

21.52%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

24.03%

-8.19%