IBDRY vs. DXJ
IBDRY (Iberdrola SA) 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, IBDRY returned 20.87%/yr vs 19.25%/yr for DXJ. At a 0.35 correlation, their price movements are largely independent.
Performance
IBDRY vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, IBDRY achieves a 13.32% return, which is significantly lower than DXJ's 20.23% return. Over the past 10 years, IBDRY has outperformed DXJ with an annualized return of 20.87%, while DXJ has yielded a comparatively lower 19.25% annualized return.
IBDRY
- 1D
- -0.37%
- 1M
- 6.27%
- YTD
- 13.32%
- 6M
- 14.04%
- 1Y
- 30.03%
- 3Y*
- 30.08%
- 5Y*
- 19.26%
- 10Y*
- 20.87%
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%
IBDRY vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBDRY Iberdrola SA | 13.32% | 65.75% | 10.02% | 17.36% | 3.59% | -15.13% | 44.34% | 33.28% | 7.72% | 27.83% |
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 IBDRY and DXJ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.35 |
The correlation between IBDRY and DXJ shifts across timeframes, from 0.15 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBDRY vs. DXJ — Risk / Return Rank
IBDRY
DXJ
IBDRY vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Iberdrola SA (IBDRY) 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.
| IBDRY | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.55 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 5.12 | -1.83 |
| Martin ratioReturn relative to average drawdown | 8.40 | 19.78 | -11.38 |
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Drawdowns
IBDRY vs. DXJ - Drawdown Comparison
The maximum IBDRY drawdown since its inception was -77.08%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for IBDRY and DXJ.
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Drawdown Indicators
| IBDRY | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.08% | -49.63% | -27.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -10.98% | +1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.11% | -22.19% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.79% | -22.19% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -39.14% | +1.71% |
Current DrawdownCurrent decline from peak | -0.37% | -3.57% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -29.41% | -14.30% | -15.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.83% | +0.75% |
Volatility
IBDRY vs. DXJ - Volatility Comparison
The current volatility for Iberdrola SA (IBDRY) is 4.89%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 6.28%. This indicates that IBDRY experiences smaller price fluctuations and is considered to be less risky 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
| IBDRY | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 6.28% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 14.08% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 18.14% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.35% | 19.08% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.99% | 20.00% | +2.99% |
Dividends
IBDRY vs. DXJ - Dividend Comparison
IBDRY's dividend yield for the trailing twelve months is around 3.25%, 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% |
IBDRY Iberdrola SA | 3.25% | 4.18% | 4.38% | 4.11% | 4.14% | 3.77% | 2.83% | 3.01% | 3.76% | 7.28% | 10.00% | 1.71% |
Frequently Asked Questions
IBDRY and DXJ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXJ has higher volatility (6.28%) compared to IBDRY (4.89%). In terms of maximum drawdown, IBDRY dropped -77.08% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.10 vs 1.72), 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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