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PRIJ.L vs. DXJG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRIJ.LDXJG.L
YTD Return4.22%7.65%
1Y Return8.89%17.06%
3Y Return (Ann)4.41%9.93%
5Y Return (Ann)6.22%9.20%
Sharpe Ratio0.001.17
Daily Std Dev18,832.76%14.71%
Max Drawdown-99.49%-29.26%
Current Drawdown-99.49%-7.78%

Correlation

-0.50.00.51.00.9

The correlation between PRIJ.L and DXJG.L is 0.93, 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.

Performance

PRIJ.L vs. DXJG.L - Performance Comparison

In the year-to-date period, PRIJ.L achieves a 4.22% return, which is significantly lower than DXJG.L's 7.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%2024FebruaryMarchAprilMayJune
38.21%
55.28%
PRIJ.L
DXJG.L

Compare stocks, funds, or ETFs

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


Amundi Prime Japan UCITS ETF DR (D)

WisdomTree Japan Equity UCITS ETF JPY Acc

PRIJ.L vs. DXJG.L - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than DXJG.L's 0.40% expense ratio.


DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
Expense ratio chart for DXJG.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRIJ.L vs. DXJG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L). 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.


PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 0.00, compared to the broader market0.002.004.006.000.00
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 184.67, compared to the broader market0.005.0010.00184.67
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 93.91, compared to the broader market0.501.001.502.002.503.003.5093.91
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.11
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 0.19, compared to the broader market0.0020.0040.0060.0080.00100.000.19
DXJG.L
Sharpe ratio
The chart of Sharpe ratio for DXJG.L, currently valued at 1.05, compared to the broader market0.002.004.006.001.05
Sortino ratio
The chart of Sortino ratio for DXJG.L, currently valued at 1.53, compared to the broader market0.005.0010.001.53
Omega ratio
The chart of Omega ratio for DXJG.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for DXJG.L, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.68
Martin ratio
The chart of Martin ratio for DXJG.L, currently valued at 4.05, compared to the broader market0.0020.0040.0060.0080.00100.004.05

PRIJ.L vs. DXJG.L - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 0.00, which is lower than the DXJG.L Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of PRIJ.L and DXJG.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.502024FebruaryMarchAprilMayJune
0.00
1.05
PRIJ.L
DXJG.L

Dividends

PRIJ.L vs. DXJG.L - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 0.02%, while DXJG.L has not paid dividends to shareholders.


TTM20232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.02%0.02%0.02%0.02%0.02%0.02%
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIJ.L vs. DXJG.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -99.49%, which is greater than DXJG.L's maximum drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and DXJG.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-99.49%
-8.24%
PRIJ.L
DXJG.L

Volatility

PRIJ.L vs. DXJG.L - Volatility Comparison

The current volatility for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) is 3.90%, while WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) has a volatility of 4.51%. This indicates that PRIJ.L experiences smaller price fluctuations and is considered to be less risky than DXJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%200.00%400.00%600.00%800.00%2024FebruaryMarchAprilMayJune
3.90%
4.51%
PRIJ.L
DXJG.L