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OPPJ vs. FNDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPPJ vs. FNDF - Performance Comparison

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

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Returns By Period

In the year-to-date period, OPPJ achieves a 26.23% return, which is significantly higher than FNDF's 19.66% return. Over the past 10 years, OPPJ has outperformed FNDF with an annualized return of 17.80%, while FNDF has yielded a comparatively lower 12.34% annualized return.


OPPJ

1D
1.04%
1M
-4.22%
YTD
26.23%
6M
27.08%
1Y
64.16%
3Y*
33.91%
5Y*
25.20%
10Y*
17.80%

FNDF

1D
0.39%
1M
0.88%
YTD
19.66%
6M
21.60%
1Y
41.60%
3Y*
22.69%
5Y*
13.11%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPPJ vs. FNDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
26.23%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
FNDF
Schwab Fundamental International Equity ETF
19.66%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.98%

Correlation

The correlation between OPPJ and FNDF is 0.63, 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

0.63

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

0.56

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

0.56

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

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.62

The correlation between OPPJ and FNDF has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

OPPJ vs. FNDF — Risk / Return Rank

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

OPPJ
OPPJ Risk / Return Rank: 9393
Overall Rank
OPPJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 8585
Overall Rank
FNDF Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 8585
Sortino Ratio Rank
FNDF Omega Ratio Rank: 8686
Omega Ratio Rank
FNDF Calmar Ratio Rank: 8282
Calmar Ratio Rank
FNDF Martin Ratio Rank: 8282
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. FNDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Opportunities ETF (OPPJ) and Schwab Fundamental International Equity ETF (FNDF). 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.


OPPJFNDFDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.53

1.45

+0.08

Calmar ratioReturn relative to maximum drawdown

6.58

3.82

+2.76

Martin ratioReturn relative to average drawdown

22.36

14.27

+8.09

OPPJ vs. FNDF - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 3.22, which is comparable to the FNDF Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of OPPJ and FNDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OPPJ vs. FNDF - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, roughly equal to the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for OPPJ and FNDF.


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Drawdown Indicators


OPPJFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-40.14%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-10.60%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-13.89%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-25.56%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-40.14%

+0.84%

Current Drawdown

Current decline from peak

-4.22%

-1.94%

-2.28%

Average Drawdown

Average peak-to-trough decline

-6.49%

-7.63%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.84%

+0.05%

Volatility

OPPJ vs. FNDF - Volatility Comparison

The current volatility for WisdomTree Japan Opportunities ETF (OPPJ) is 5.83%, while Schwab Fundamental International Equity ETF (FNDF) has a volatility of 6.65%. This indicates that OPPJ experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPPJFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

6.65%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

13.64%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

16.00%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

16.35%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

17.71%

+2.02%

OPPJ vs. FNDF - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is higher than FNDF's 0.25% expense ratio.


Dividends

OPPJ vs. FNDF - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.50%, less than FNDF's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDF
Schwab Fundamental International Equity ETF
2.87%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%
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


OPPJ and FNDF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDF has higher volatility (6.65%) compared to OPPJ (5.83%). In terms of maximum drawdown, OPPJ dropped -39.30% vs FNDF's -40.14%.

On 10-year performance, OPPJ leads with 17.80% vs 12.34% for FNDF. On fees, FNDF is cheaper at 0.25% per year. On volatility, OPPJ has been the lower-risk option at 5.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OPPJ has performed better with a 17.80% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNDF is cheaper with a 0.25% expense ratio, compared with 0.58% for OPPJ.

FNDF has the higher dividend yield at 2.87%, compared with 1.50% for OPPJ.

OPPJ is categorized as Japan Equities, while FNDF is Foreign Large Cap Equities. OPPJ tracks WisdomTree Japan Opportunities Index, while FNDF tracks RAFI Fundamental High Liquidity Developed ex US Large Index (Net). They also come from different issuers: WisdomTree and Charles Schwab. Their fees differ too: 0.58% for OPPJ and 0.25% for FNDF.

OPPJ currently has the higher Sharpe Ratio (3.22 vs 2.53), 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

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