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OPPJ vs. DXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPJ vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Opportunities ETF (OPPJ) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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OPPJ vs. DXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
17.27%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
DXJ
WisdomTree Japan Hedged Equity Fund
10.00%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Returns By Period

In the year-to-date period, OPPJ achieves a 17.27% return, which is significantly higher than DXJ's 10.00% return. Both investments have delivered pretty close results over the past 10 years, with OPPJ having a 16.61% annualized return and DXJ not far ahead at 17.25%.


OPPJ

1D
2.03%
1M
-5.12%
YTD
17.27%
6M
31.32%
1Y
58.83%
3Y*
34.47%
5Y*
22.94%
10Y*
16.61%

DXJ

1D
2.59%
1M
-6.49%
YTD
10.00%
6M
24.19%
1Y
46.21%
3Y*
34.37%
5Y*
24.33%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPJ vs. DXJ - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is higher than DXJ's 0.48% expense ratio.


Return for Risk

OPPJ vs. DXJ — Risk / Return Rank

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

OPPJ
OPPJ Risk / Return Rank: 9797
Overall Rank
OPPJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9797
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9696
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9797
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9797
Martin Ratio Rank

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

OPPJ vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Opportunities ETF (OPPJ) 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.


OPPJDXJDifference

Sharpe ratio

Return per unit of total volatility

2.81

2.04

+0.77

Sortino ratio

Return per unit of downside risk

3.53

2.67

+0.85

Omega ratio

Gain probability vs. loss probability

1.48

1.41

+0.07

Calmar ratio

Return relative to maximum drawdown

4.69

3.46

+1.24

Martin ratio

Return relative to average drawdown

19.87

13.69

+6.18

OPPJ vs. DXJ - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 2.81, which is higher than the DXJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of OPPJ 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.


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Sharpe Ratios by Period


OPPJDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.04

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

1.29

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.84

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.41

+0.33

Correlation

The correlation between OPPJ and DXJ is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OPPJ vs. DXJ - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.62%, more than DXJ's 1.18% yield.


TTM20252024202320222021202020192018201720162015
OPPJ
WisdomTree Japan Opportunities ETF
1.62%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
DXJ
WisdomTree Japan Hedged Equity Fund
1.18%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%

Drawdowns

OPPJ vs. DXJ - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for OPPJ and DXJ.


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Drawdown Indicators


OPPJDXJDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-49.63%

+10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.65%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-22.19%

+5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-39.14%

-0.16%

Current Drawdown

Current decline from peak

-5.55%

-6.79%

+1.24%

Average Drawdown

Average peak-to-trough decline

-6.54%

-14.44%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.31%

-0.42%

Volatility

OPPJ vs. DXJ - Volatility Comparison

WisdomTree Japan Opportunities ETF (OPPJ) and WisdomTree Japan Hedged Equity Fund (DXJ) have volatilities of 7.98% and 7.80%, 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.


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Volatility by Period


OPPJDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

7.80%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

13.70%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

22.77%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

18.91%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

20.50%

-0.62%