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

Key characteristics


PRIJ.LDXJS
YTD Return8.68%16.53%
1Y Return10.10%20.19%
3Y Return (Ann)3.12%17.36%
5Y Return (Ann)5.62%15.27%
Sharpe Ratio0.681.20
Daily Std Dev16.06%17.91%
Max Drawdown-24.45%-39.29%
Current Drawdown-3.73%-3.00%

Correlation

-0.50.00.51.00.6

The correlation between PRIJ.L and DXJS is 0.56, 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.

Performance

PRIJ.L vs. DXJS - Performance Comparison

In the year-to-date period, PRIJ.L achieves a 8.68% return, which is significantly lower than DXJS's 16.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
2.56%
3.03%
PRIJ.L
DXJS

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PRIJ.L vs. DXJS - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than DXJS's 0.58% expense ratio.


DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
Expense ratio chart for DXJS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
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. DXJS - 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 Hedged SmallCap Equity Fund (DXJS). 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 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.13
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.18
DXJS
Sharpe ratio
The chart of Sharpe ratio for DXJS, currently valued at 1.62, compared to the broader market0.002.004.001.62
Sortino ratio
The chart of Sortino ratio for DXJS, currently valued at 2.05, compared to the broader market-2.000.002.004.006.008.0010.0012.002.05
Omega ratio
The chart of Omega ratio for DXJS, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for DXJS, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for DXJS, currently valued at 7.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.84

PRIJ.L vs. DXJS - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 0.68, which is lower than the DXJS Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of PRIJ.L and DXJS.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.59
1.62
PRIJ.L
DXJS

Dividends

PRIJ.L vs. DXJS - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 1.74%, less than DXJS's 2.05% yield.


TTM20232022202120202019201820172016201520142013
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
1.74%1.89%2.17%1.82%1.71%1.89%0.00%0.00%0.00%0.00%0.00%0.00%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
2.05%2.71%2.63%2.96%3.04%2.16%2.06%1.53%1.66%3.99%8.65%0.21%

Drawdowns

PRIJ.L vs. DXJS - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, smaller than the maximum DXJS drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and DXJS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-3.00%
PRIJ.L
DXJS

Volatility

PRIJ.L vs. DXJS - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) has a higher volatility of 5.95% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 5.59%. This indicates that PRIJ.L's price experiences larger fluctuations and is considered to be riskier than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
5.95%
5.59%
PRIJ.L
DXJS