IEMU.L vs. DXJ
Compare and contrast key facts about iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) and WisdomTree Japan Hedged Equity Fund (DXJ).
IEMU.L and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEMU.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 12, 2010. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both IEMU.L and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEMU.L or DXJ.
Key characteristics
| IEMU.L | DXJ | |
|---|---|---|
| YTD Return | 4.19% | 27.90% |
| 1Y Return | 17.91% | 28.47% |
| 3Y Return (Ann) | 1.38% | 24.26% |
| 5Y Return (Ann) | 6.34% | 18.67% |
| Sharpe Ratio | 1.16 | 1.33 |
| Sortino Ratio | 1.70 | 1.72 |
| Omega Ratio | 1.20 | 1.26 |
| Calmar Ratio | 1.48 | 1.25 |
| Martin Ratio | 5.57 | 4.48 |
| Ulcer Index | 3.08% | 6.20% |
| Daily Std Dev | 14.72% | 20.85% |
| Max Drawdown | -40.76% | -49.63% |
| Current Drawdown | -8.62% | -4.96% |
Correlation
The correlation between IEMU.L and DXJ is 0.44, 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.
Performance
IEMU.L vs. DXJ - Performance Comparison
In the year-to-date period, IEMU.L achieves a 4.19% return, which is significantly lower than DXJ's 27.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IEMU.L vs. DXJ - Expense Ratio Comparison
IEMU.L has a 0.12% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Risk-Adjusted Performance
IEMU.L vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) 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.
Dividends
IEMU.L vs. DXJ - Dividend Comparison
IEMU.L has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 2.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMU.L iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.30% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
IEMU.L vs. DXJ - Drawdown Comparison
The maximum IEMU.L drawdown since its inception was -40.76%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for IEMU.L and DXJ. For additional features, visit the drawdowns tool.
Volatility
IEMU.L vs. DXJ - Volatility Comparison
The current volatility for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) is 4.26%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 4.65%. This indicates that IEMU.L 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.