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JPYUSD=X vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPYUSD=X achieves a -3.15% return, which is significantly lower than DXJ's 20.68% return. Over the past 10 years, JPYUSD=X has underperformed DXJ with an annualized return of -4.52%, while DXJ has yielded a comparatively higher 19.57% annualized return.


JPYUSD=X

1D
-0.00%
1M
-1.55%
YTD
-3.15%
6M
-3.75%
1Y
-10.23%
3Y*
-3.92%
5Y*
-7.29%
10Y*
-4.52%

DXJ

1D
0.23%
1M
1.56%
YTD
20.68%
6M
21.33%
1Y
56.48%
3Y*
31.79%
5Y*
26.39%
10Y*
19.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. DXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.15%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
DXJ
WisdomTree Japan Hedged Equity Fund
20.68%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Correlation

The correlation between JPYUSD=X and DXJ is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.22

Correlation (5Y)
Calculated over the trailing 5-year period

-0.24

Correlation (10Y)
Calculated over the trailing 10-year period

-0.36

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2007

-0.41

Over the past year, the inverse relationship between JPYUSD=X and DXJ has weakened: their correlation has moved from -0.41 to -0.01, meaning they move in opposite directions less often than they have historically.

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Return for Risk

JPYUSD=X vs. DXJ — Risk / Return Rank

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 88
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 66
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 33
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1414
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 9393
Overall Rank
DXJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9393
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9292
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.

JPYUSD=X vs. DXJ - Risk-Adjusted Trends Comparison

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.

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.


JPYUSD=XDXJDifference
Sharpe ratioReturn per unit of total volatility

-4.25

Sortino ratioReturn per unit of downside risk

-5.70

Omega ratioGain probability vs. loss probability

0.82

1.56

-0.74

Calmar ratioReturn relative to maximum drawdown

-0.73

5.17

-5.90

Martin ratioReturn relative to average drawdown

-1.10

19.89

-20.99

JPYUSD=X vs. DXJ - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.12, which is lower than the DXJ Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of JPYUSD=X and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPYUSD=X vs. DXJ - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.97%, 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.


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Drawdown Indicators


JPYUSD=XDXJDifference

Max Drawdown

Largest peak-to-trough decline

-52.97%

-49.63%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-10.98%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

-22.19%

+7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

-22.19%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.23%

-39.14%

+0.91%

Current Drawdown

Current decline from peak

-52.97%

-3.21%

-49.76%

Average Drawdown

Average peak-to-trough decline

-27.02%

-14.30%

-12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

2.85%

+3.59%

Volatility

JPYUSD=X vs. DXJ - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.73%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 6.21%. This indicates that JPYUSD=X 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


JPYUSD=XDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

6.21%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

13.93%

-9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

18.14%

-10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.55%

19.07%

-9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

19.99%

-11.23%

Frequently Asked Questions


JPYUSD=X and DXJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (6.21%) compared to JPYUSD=X (0.73%). In terms of maximum drawdown, JPYUSD=X dropped -52.97% vs DXJ's -49.63%.

DXJ currently has the higher Sharpe Ratio (3.13 vs -1.12), 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.

Portfolio Optimizer

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