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OPPJ vs. WTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPPJ vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Opportunities ETF (OPPJ) and WisdomTree US Value ETF (WTV). 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 26.16% return, which is significantly higher than WTV's 10.52% return.


OPPJ

1D
-0.02%
1M
2.99%
YTD
26.16%
6M
32.96%
1Y
64.97%
3Y*
34.91%
5Y*
25.18%
10Y*
17.36%

WTV

1D
-0.96%
1M
4.55%
YTD
10.52%
6M
11.62%
1Y
23.33%
3Y*
22.34%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPPJ vs. WTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPJ
WisdomTree Japan Opportunities ETF
26.16%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%1.03%
WTV
WisdomTree US Value ETF
10.52%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%

Correlation

The correlation between OPPJ and WTV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

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

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2017

0.51

The correlation between OPPJ and WTV shifts across timeframes, from 0.40 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OPPJ vs. WTV — 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: 9292
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: 9292
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 6060
Overall Rank
WTV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTV Omega Ratio Rank: 5656
Omega Ratio Rank
WTV Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTV Martin Ratio Rank: 5959
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. WTV - Risk-Adjusted Trends Comparison

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


OPPJWTVDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.55

1.35

+0.20

Calmar ratioReturn relative to maximum drawdown

6.65

3.28

+3.37

Martin ratioReturn relative to average drawdown

23.90

10.69

+13.21

OPPJ vs. WTV - Sharpe Ratio Comparison

The current OPPJ Sharpe Ratio is 3.33, which is higher than the WTV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of OPPJ and WTV, 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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Sharpe Ratios by Period


OPPJWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

1.99

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

0.77

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.67

+0.09

Drawdowns

OPPJ vs. WTV - Drawdown Comparison

The maximum OPPJ drawdown since its inception was -39.30%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for OPPJ and WTV.


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Drawdown Indicators


OPPJWTVDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-42.18%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-7.15%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-18.49%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-19.30%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-4.27%

-0.96%

-3.31%

Average Drawdown

Average peak-to-trough decline

-6.49%

-5.06%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.19%

+0.54%

Volatility

OPPJ vs. WTV - Volatility Comparison

WisdomTree Japan Opportunities ETF (OPPJ) has a higher volatility of 5.08% compared to WisdomTree US Value ETF (WTV) at 3.02%. This indicates that OPPJ's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPPJWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

3.02%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

7.90%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.64%

11.83%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

17.09%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

20.20%

-0.49%

OPPJ vs. WTV - Expense Ratio Comparison

OPPJ has a 0.58% expense ratio, which is higher than WTV's 0.12% expense ratio.


Dividends

OPPJ vs. WTV - Dividend Comparison

OPPJ's dividend yield for the trailing twelve months is around 1.50%, less than WTV's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WTV
WisdomTree US Value ETF
1.65%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%0.00%

Frequently Asked Questions


OPPJ and WTV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPPJ has higher volatility (5.08%) compared to WTV (3.02%). In terms of maximum drawdown, OPPJ dropped -39.30% vs WTV's -42.18%.

On 5-year performance, OPPJ leads with 25.18% vs 13.17% for WTV. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OPPJ has performed better with a 25.18% return vs 13.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTV is cheaper with a 0.12% expense ratio, compared with 0.58% for OPPJ.

WTV has the higher dividend yield at 1.65%, compared with 1.50% for OPPJ.

OPPJ is categorized as Japan Equities, while WTV is Large Cap Value Equities. OPPJ tracks WisdomTree Japan Opportunities Index, while WTV tracks WisdomTree U.S. LargeCap Value Index. Their fees differ too: 0.58% for OPPJ and 0.12% for WTV.

OPPJ currently has the higher Sharpe Ratio (3.33 vs 1.99), 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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