PortfoliosLab logoPortfoliosLab logo
OPPJ vs. DXJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPPJ vs. DXJS - Performance Comparison

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

Loading charts...

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with OPPJ at 26.18% and DXJS at 26.18%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: OPPJ at 17.36% and DXJS at 17.36%.


OPPJ

1D
1.11%
1M
2.92%
YTD
26.18%
6M
32.46%
1Y
64.28%
3Y*
34.92%
5Y*
25.56%
10Y*
17.36%

DXJS

1D
1.11%
1M
2.92%
YTD
26.18%
6M
32.46%
1Y
64.28%
3Y*
34.92%
5Y*
25.56%
10Y*
17.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPPJ vs. DXJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
26.18%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
26.18%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between OPPJ and DXJS is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2013

1.00

The correlation between OPPJ and DXJS has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OPPJ vs. DXJS — Risk / Return Rank

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

OPPJ
OPPJ Risk / Return Rank: 9191
Overall Rank
OPPJ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9191
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 8787
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
Martin Ratio Rank

DXJS
DXJS Risk / Return Rank: 9191
Overall Rank
DXJS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXJS Omega Ratio Rank: 8787
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9393
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. DXJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Opportunities ETF (OPPJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS). 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.


OPPJDXJSDifference

Sharpe ratio

Return per unit of total volatility

3.29

3.29

0.00

Sortino ratio

Return per unit of downside risk

4.31

4.31

0.00

Omega ratio

Gain probability vs. loss probability

1.55

1.55

0.00

Calmar ratio

Return relative to maximum drawdown

6.70

6.70

0.00

Martin ratio

Return relative to average drawdown

24.26

24.26

0.00

OPPJ vs. DXJS - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 3.29, which is comparable to the DXJS Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of OPPJ and DXJS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


OPPJDXJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

3.29

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

1.42

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.88

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.76

0.00

Drawdowns

OPPJ vs. DXJS - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, roughly equal to the maximum DXJS drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for OPPJ and DXJS.


Loading charts...

Drawdown Indicators


OPPJDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-39.30%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-9.82%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-16.49%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-16.49%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-39.30%

0.00%

Current Drawdown

Current decline from peak

-4.25%

-4.25%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.49%

-6.49%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.71%

0.00%

Volatility

OPPJ vs. DXJS - Volatility Comparison

WisdomTree Japan Opportunities ETF (OPPJ) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) have volatilities of 5.08% and 5.08%, 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.


Loading charts...

Volatility by Period


OPPJDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.08%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

15.43%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.65%

19.65%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

18.05%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

19.71%

0.00%

OPPJ vs. DXJS - Expense Ratio Comparison

Both OPPJ and DXJS have an expense ratio of 0.58%.


Dividends

OPPJ vs. DXJS - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.50%, which matches DXJS's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


With a correlation of 1.00, OPPJ and DXJS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DXJS has higher volatility (5.08%) compared to OPPJ (5.08%). In terms of maximum drawdown, OPPJ dropped -39.30% vs DXJS's -39.30%.

On 10-year performance, DXJS leads with 17.36% vs 17.36% for OPPJ. Both ETFs have the same 0.58% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DXJS has performed better with a 17.36% return vs 17.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ and DXJS have the same expense ratio: 0.58% per year.

OPPJ and DXJS have nearly identical dividend yields, around 1.50%.

OPPJ tracks WisdomTree Japan Opportunities Index, while DXJS tracks WisdomTree Japan Hedged SmallCap Equity Index.

DXJS currently has the higher Sharpe Ratio (3.29 vs 3.29), 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

Find the right allocation for OPPJ and DXJS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer