MSFY vs. DFJ
MSFY (Kurv Yield Premium Strategy Microsoft ETF) and DFJ (WisdomTree Japan SmallCap Dividend Fund) are both exchange-traded funds - MSFY is a Derivative Income fund actively managed by Kurv, while DFJ is a Japan Equities fund tracking the WisdomTree Japan SmallCap Dividend Index. MSFY is actively managed, while DFJ is passively managed. Over the past year, MSFY returned -18.07% vs 28.50% for DFJ. At a 0.13 correlation, their price movements are largely independent. MSFY charges 1.00%/yr vs 0.58%/yr for DFJ.
Performance
MSFY vs. DFJ - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY achieves a -22.50% return, which is significantly lower than DFJ's 10.31% return.
MSFY
- 1D
- -0.42%
- 1M
- -5.08%
- YTD
- -22.50%
- 6M
- -21.30%
- 1Y
- -18.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFJ
- 1D
- 0.31%
- 1M
- -1.56%
- YTD
- 10.31%
- 6M
- 11.99%
- 1Y
- 28.50%
- 3Y*
- 18.53%
- 5Y*
- 9.75%
- 10Y*
- 9.18%
MSFY vs. DFJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -22.50% | 14.11% | 10.88% | 2.57% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 10.31% | 31.90% | 2.80% | 7.20% |
Correlation
The correlation between MSFY and DFJ is 0.07, 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 | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.13 |
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Return for Risk
MSFY vs. DFJ — Risk / Return Rank
MSFY
DFJ
MSFY vs. DFJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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.
| MSFY | DFJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.29 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.11 | -2.66 |
| Martin ratioReturn relative to average drawdown | -1.16 | 5.97 | -7.13 |
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Drawdowns
MSFY vs. DFJ - Drawdown Comparison
The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum DFJ drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for MSFY and DFJ.
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Drawdown Indicators
| MSFY | DFJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -46.00% | +11.79% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | -13.03% | -21.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.03% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.02% | — |
Current DrawdownCurrent decline from peak | -28.39% | -5.85% | -22.54% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -11.15% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.96% | 4.61% | +11.35% |
Volatility
MSFY vs. DFJ - Volatility Comparison
Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a higher volatility of 11.56% compared to WisdomTree Japan SmallCap Dividend Fund (DFJ) at 4.87%. This indicates that MSFY's price experiences larger fluctuations and is considered to be riskier than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFY | DFJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.56% | 4.87% | +6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 25.20% | 13.79% | +11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.90% | 16.68% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 15.94% | +6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 16.97% | +5.36% |
MSFY vs. DFJ - Expense Ratio Comparison
MSFY has a 1.00% expense ratio, which is higher than DFJ's 0.58% expense ratio.
Dividends
MSFY vs. DFJ - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 26.99%, more than DFJ's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.41% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 26.99% | 18.56% | 14.35% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFY and DFJ have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFY has higher volatility (11.56%) compared to DFJ (4.87%). In terms of maximum drawdown, MSFY dropped -34.21% vs DFJ's -46.00%.
On 1-year performance, DFJ leads with 28.50% vs -18.07% for MSFY. On fees, DFJ is cheaper at 0.58% per year. On volatility, DFJ has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFJ has performed better with a 28.50% return vs -18.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFJ is cheaper with a 0.58% expense ratio, compared with 1.00% for MSFY.
MSFY has the higher dividend yield at 26.99%, compared with 2.41% for DFJ.
MSFY is categorized as Derivative Income, while DFJ is Japan Equities. They also come from different issuers: Kurv and WisdomTree. Their fees differ too: 1.00% for MSFY and 0.58% for DFJ.
DFJ currently has the higher Sharpe Ratio (1.65 vs -0.69), 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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