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OPPJ vs. VGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPJ vs. VGK - Performance Comparison

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

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OPPJ vs. VGK - 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%
VGK
Vanguard FTSE Europe ETF
-0.95%35.83%1.88%20.19%-15.98%16.89%5.43%24.85%-14.89%26.98%

Returns By Period

In the year-to-date period, OPPJ achieves a 17.27% return, which is significantly higher than VGK's -0.95% return. Over the past 10 years, OPPJ has outperformed VGK with an annualized return of 16.61%, while VGK has yielded a comparatively lower 8.96% annualized return.


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%

VGK

1D
3.21%
1M
-8.16%
YTD
-0.95%
6M
4.76%
1Y
21.14%
3Y*
14.29%
5Y*
8.68%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPJ vs. VGK - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is higher than VGK's 0.08% expense ratio.


Return for Risk

OPPJ vs. VGK — 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

VGK
VGK Risk / Return Rank: 7070
Overall Rank
VGK Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 7272
Sortino Ratio Rank
VGK Omega Ratio Rank: 7070
Omega Ratio Rank
VGK Calmar Ratio Rank: 6969
Calmar Ratio Rank
VGK Martin Ratio Rank: 6868
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. VGK - Risk-Adjusted Trends Comparison

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


OPPJVGKDifference

Sharpe ratio

Return per unit of total volatility

2.81

1.21

+1.60

Sortino ratio

Return per unit of downside risk

3.53

1.73

+1.79

Omega ratio

Gain probability vs. loss probability

1.48

1.24

+0.24

Calmar ratio

Return relative to maximum drawdown

4.69

1.64

+3.05

Martin ratio

Return relative to average drawdown

19.87

6.32

+13.55

OPPJ vs. VGK - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 2.81, which is higher than the VGK Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of OPPJ and VGK, 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


OPPJVGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

1.21

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

0.49

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.48

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.26

+0.47

Correlation

The correlation between OPPJ and VGK is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OPPJ vs. VGK - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.62%, less than VGK's 3.00% 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%
VGK
Vanguard FTSE Europe ETF
3.00%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Drawdowns

OPPJ vs. VGK - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for OPPJ and VGK.


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Drawdown Indicators


OPPJVGKDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-63.61%

+24.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.09%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-32.74%

+16.25%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-37.24%

-2.06%

Current Drawdown

Current decline from peak

-5.55%

-8.48%

+2.93%

Average Drawdown

Average peak-to-trough decline

-6.54%

-13.43%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.14%

-0.25%

Volatility

OPPJ vs. VGK - Volatility Comparison

WisdomTree Japan Opportunities ETF (OPPJ) and Vanguard FTSE Europe ETF (VGK) have volatilities of 7.98% and 7.72%, 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


OPPJVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

7.72%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

10.96%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

17.62%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

17.72%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

18.88%

+1.00%