PRIJ.L vs. DXJS
Compare and contrast key facts about Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS).
PRIJ.L and DXJS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIJ.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Jan 30, 2019. DXJS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged SmallCap Equity Index. It was launched on Jun 28, 2013. Both PRIJ.L and DXJS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIJ.L or DXJS.
Key characteristics
| PRIJ.L | DXJS | |
|---|---|---|
| YTD Return | 7.31% | 15.28% |
| 1Y Return | 11.47% | 20.90% |
| 3Y Return (Ann) | 3.65% | 18.19% |
| 5Y Return (Ann) | 4.99% | 12.84% |
| Sharpe Ratio | 0.74 | 1.24 |
| Sortino Ratio | 1.06 | 1.60 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 0.91 | 1.35 |
| Martin Ratio | 2.61 | 5.78 |
| Ulcer Index | 4.36% | 3.84% |
| Daily Std Dev | 15.47% | 17.91% |
| Max Drawdown | -24.45% | -39.29% |
| Current Drawdown | -4.94% | -4.04% |
Correlation
The correlation between PRIJ.L and DXJS is 0.57, 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 7.31% return, which is significantly lower than DXJS's 15.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
PRIJ.L vs. DXJS - Dividend Comparison
PRIJ.L's dividend yield for the trailing twelve months is around 1.76%, less than DXJS's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 1.76% | 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 | 2.07% | 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.
Volatility
PRIJ.L vs. DXJS - Volatility Comparison
Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) has a higher volatility of 4.38% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 3.77%. 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.