MITSY vs. DXJ
MITSY (Mitsui & Company Ltd) 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, MITSY returned 18.81%/yr vs 18.72%/yr for DXJ. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
MITSY vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, MITSY achieves a 3.00% return, which is significantly lower than DXJ's 18.74% return. Both investments have delivered pretty close results over the past 10 years, with MITSY having a 18.81% annualized return and DXJ not far behind at 18.72%.
MITSY
- 1D
- -2.40%
- 1M
- -22.13%
- YTD
- 3.00%
- 6M
- 3.13%
- 1Y
- 48.76%
- 3Y*
- 18.70%
- 5Y*
- 21.77%
- 10Y*
- 18.81%
DXJ
- 1D
- 0.74%
- 1M
- 0.35%
- YTD
- 18.74%
- 6M
- 19.84%
- 1Y
- 54.41%
- 3Y*
- 30.91%
- 5Y*
- 26.01%
- 10Y*
- 18.72%
MITSY vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITSY Mitsui & Company Ltd | 3.00% | 43.31% | 13.10% | 28.00% | 23.12% | 28.70% | 4.06% | 14.13% | -4.90% | 20.93% |
DXJ WisdomTree Japan Hedged Equity Fund | 18.74% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between MITSY and DXJ is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2011 | 0.57 |
The correlation between MITSY and DXJ has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
MITSY vs. DXJ — Risk / Return Rank
MITSY
DXJ
MITSY vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) 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.
| MITSY | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.54 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 4.88 | -3.10 |
| Martin ratioReturn relative to average drawdown | 7.05 | 18.93 | -11.88 |
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Drawdowns
MITSY vs. DXJ - Drawdown Comparison
The maximum MITSY drawdown since its inception was -44.45%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for MITSY and DXJ.
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Drawdown Indicators
| MITSY | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.45% | -49.63% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -26.50% | -10.98% | -15.52% |
Max Drawdown (3Y)Largest decline over 3 years | -33.95% | -22.19% | -11.76% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -22.19% | -11.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.95% | -39.14% | +5.19% |
Current DrawdownCurrent decline from peak | -25.90% | -1.34% | -24.56% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -14.32% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.71% | 2.83% | +3.88% |
Volatility
MITSY vs. DXJ - Volatility Comparison
Mitsui & Company Ltd (MITSY) has a higher volatility of 9.77% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.64%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier 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
| MITSY | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 4.64% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 24.95% | 13.56% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.84% | 17.73% | +13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.74% | 19.02% | +10.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.76% | 20.17% | +6.59% |
Dividends
MITSY vs. DXJ - Dividend Comparison
MITSY has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 1.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.09% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
MITSY Mitsui & Company Ltd | 0.00% | 1.17% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.65% | 3.82% | 0.00% |
Frequently Asked Questions
MITSY and DXJ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MITSY has higher volatility (9.77%) compared to DXJ (4.64%). In terms of maximum drawdown, MITSY dropped -44.45% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.02 vs 1.54), 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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