JPYUSD=X vs. DXJ

In the year-to-date period, JPYUSD=X achieves a 9.37% return, which is significantly higher than DXJ's 0.29% return. Over the past 10 years, JPYUSD=X has underperformed DXJ with an annualized return of -1.45%, while DXJ has yielded a comparatively higher 9.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) 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.

The current JPYUSD=X Sharpe Ratio is 0.61, which is higher than the DXJ Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of JPYUSD=X and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum JPYUSD=X drawdown since its inception was -53.03%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and DXJ.

JPY/USD (JPYUSD=X) and WisdomTree Japan Hedged Equity Fund (DXJ) have volatilities of 4.70% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.