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OPPJ vs. FJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPJ vs. FJP - Performance Comparison

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

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OPPJ vs. FJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
20.51%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
FJP
First Trust Japan AlphaDEX Fund
11.49%33.60%5.80%23.00%-12.83%-1.13%3.60%7.72%-18.60%27.63%

Returns By Period

In the year-to-date period, OPPJ achieves a 20.51% return, which is significantly higher than FJP's 11.49% return. Over the past 10 years, OPPJ has outperformed FJP with an annualized return of 16.92%, while FJP has yielded a comparatively lower 7.83% annualized return.


OPPJ

1D
2.76%
1M
-0.57%
YTD
20.51%
6M
36.21%
1Y
64.63%
3Y*
35.70%
5Y*
23.61%
10Y*
16.92%

FJP

1D
3.00%
1M
-7.04%
YTD
11.49%
6M
17.65%
1Y
41.85%
3Y*
21.92%
5Y*
9.87%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPJ vs. FJP - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is lower than FJP's 0.80% expense ratio.


Return for Risk

OPPJ vs. FJP — 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

FJP
FJP Risk / Return Rank: 8585
Overall Rank
FJP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FJP Sortino Ratio Rank: 8787
Sortino Ratio Rank
FJP Omega Ratio Rank: 8383
Omega Ratio Rank
FJP Calmar Ratio Rank: 8585
Calmar Ratio Rank
FJP Martin Ratio Rank: 8585
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. FJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Opportunities ETF (OPPJ) and First Trust Japan AlphaDEX Fund (FJP). 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.


OPPJFJPDifference

Sharpe ratio

Return per unit of total volatility

3.07

1.88

+1.19

Sortino ratio

Return per unit of downside risk

3.80

2.45

+1.35

Omega ratio

Gain probability vs. loss probability

1.52

1.34

+0.18

Calmar ratio

Return relative to maximum drawdown

5.51

2.80

+2.71

Martin ratio

Return relative to average drawdown

22.57

10.48

+12.09

OPPJ vs. FJP - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 3.07, which is higher than the FJP Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of OPPJ and FJP, 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


OPPJFJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

1.88

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

0.50

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.42

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.32

+0.43

Correlation

The correlation between OPPJ and FJP is 0.71, 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. FJP - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.58%, less than FJP's 2.56% yield.


TTM20252024202320222021202020192018201720162015
OPPJ
WisdomTree Japan Opportunities ETF
1.58%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
FJP
First Trust Japan AlphaDEX Fund
2.56%2.68%3.18%3.49%2.21%2.43%0.99%2.80%1.54%1.29%1.46%0.85%

Drawdowns

OPPJ vs. FJP - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, smaller than the maximum FJP drawdown of -41.51%. Use the drawdown chart below to compare losses from any high point for OPPJ and FJP.


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Drawdown Indicators


OPPJFJPDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-41.51%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-14.43%

+3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-31.88%

+15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-41.51%

+2.21%

Current Drawdown

Current decline from peak

-2.94%

-8.63%

+5.69%

Average Drawdown

Average peak-to-trough decline

-6.54%

-11.51%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.86%

-1.06%

Volatility

OPPJ vs. FJP - Volatility Comparison

The current volatility for WisdomTree Japan Opportunities ETF (OPPJ) is 8.05%, while First Trust Japan AlphaDEX Fund (FJP) has a volatility of 8.60%. This indicates that OPPJ experiences smaller price fluctuations and is considered to be less risky than FJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPPJFJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

8.60%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

14.69%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.19%

22.39%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

20.03%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.77%

+1.13%