JRIE.L vs. DXJA.L
Compare and contrast key facts about JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L).
JRIE.L and DXJA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRIE.L is a passively managed fund by JPMorgan that tracks the performance of the TOPIX TR JPY. It was launched on Mar 29, 2022. DXJA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity UCITS Index. It was launched on Mar 9, 2017. Both JRIE.L and DXJA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JRIE.L vs. DXJA.L - Performance Comparison
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JRIE.L vs. DXJA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 9.17% | 14.41% | 11.85% |
DXJA.L WisdomTree Japan Equity UCITS ETF USD Hedged Acc | 15.30% | 23.96% | 28.83% |
Different Trading Currencies
JRIE.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, JRIE.L achieves a 9.17% return, which is significantly lower than DXJA.L's 15.30% return.
JRIE.L
- 1D
- 4.29%
- 1M
- -2.96%
- YTD
- 9.17%
- 6M
- 13.94%
- 1Y
- 28.62%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
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JRIE.L vs. DXJA.L - Expense Ratio Comparison
JRIE.L has a 0.25% expense ratio, which is lower than DXJA.L's 0.48% expense ratio.
Return for Risk
JRIE.L vs. DXJA.L — Risk / Return Rank
JRIE.L
DXJA.L
JRIE.L vs. DXJA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.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.
| JRIE.L | DXJA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.44 | 2.08 | +1.36 |
Sortino ratioReturn per unit of downside risk | 4.32 | 2.65 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.39 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | — | 5.40 | — |
Martin ratioReturn relative to average drawdown | — | 18.03 | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRIE.L | DXJA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.44 | 2.08 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.76 | 1.07 | +1.69 |
Correlation
The correlation between JRIE.L and DXJA.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JRIE.L vs. DXJA.L - Dividend Comparison
JRIE.L's dividend yield for the trailing twelve months is around 1.61%, while DXJA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.61% | 1.81% | 1.53% | 0.00% | 0.00% |
DXJA.L WisdomTree Japan Equity UCITS ETF USD Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JRIE.L vs. DXJA.L - Drawdown Comparison
The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum DXJA.L drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for JRIE.L and DXJA.L.
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Drawdown Indicators
| JRIE.L | DXJA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -37.52% | +24.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -13.64% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.00% | — |
Current DrawdownCurrent decline from peak | -5.33% | -4.33% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -5.93% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.72% | — |
Volatility
JRIE.L vs. DXJA.L - Volatility Comparison
The current volatility for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) is 8.58%, while WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) has a volatility of 9.10%. This indicates that JRIE.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
| JRIE.L | DXJA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 9.10% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.20% | 23.38% | +7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.85% | 21.52% | +12.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 24.03% | +9.82% |