SFTBY vs. DXJ
SFTBY (SoftBank Group Corp.) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, SFTBY returned 16.84%/yr vs 18.44%/yr for DXJ. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
SFTBY vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, SFTBY achieves a 17.04% return, which is significantly lower than DXJ's 19.19% return. Over the past 10 years, SFTBY has underperformed DXJ with an annualized return of 16.84%, while DXJ has yielded a comparatively higher 18.44% annualized return.
SFTBY
- 1D
- 7.23%
- 1M
- -10.06%
- 6M
- 22.16%
- YTD
- 17.04%
- 1Y
- 75.14%
- 3Y*
- 39.84%
- 5Y*
- 16.46%
- 10Y*
- 16.84%
- ALL TIME*
- 13.85%
DXJ
- 1D
- -1.70%
- 1M
- -2.32%
- 6M
- 11.80%
- YTD
- 19.19%
- 1Y
- 46.73%
- 3Y*
- 30.24%
- 5Y*
- 26.79%
- 10Y*
- 18.44%
- ALL TIME*
- 9.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $74.17M | $64.25M | $59.52M | |
SFTBY SoftBank Group Corp. | $87.92M | $79.62M | $78.55M |
SFTBY vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFTBY SoftBank Group Corp. | 17.04% | 97.32% | 31.21% | 4.09% | -12.04% | -37.79% | 79.48% | 33.08% | -17.63% | 21.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 19.19% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between SFTBY and DXJ is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2011 | 0.40 |
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Return for Risk
SFTBY vs. DXJ — Risk / Return Rank
SFTBY
DXJ
SFTBY vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoftBank Group Corp. (SFTBY) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFTBY | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 4.28 | -2.79 |
| Martin ratioReturn relative to average drawdown | 2.48 | 15.89 | -13.41 |
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Drawdowns
SFTBY vs. DXJ - Drawdown Comparison
The maximum SFTBY drawdown since its inception was -65.94%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for SFTBY and DXJ.
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Drawdown Indicators
| SFTBY | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.94% | -49.63% | -16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -50.78% | -10.98% | -39.80% |
Max Drawdown (3Y)Largest decline over 3 years | -50.78% | -22.19% | -28.59% |
Max Drawdown (5Y)Largest decline over 5 years | -50.78% | -22.19% | -28.59% |
Max Drawdown (10Y)Largest decline over 10 years | -65.94% | -39.14% | -26.80% |
Current DrawdownCurrent decline from peak | -42.15% | -5.05% | -37.10% |
Average DrawdownAverage peak-to-trough decline | -26.70% | -14.24% | -12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.38% | 2.95% | +27.43% |
Volatility
SFTBY vs. DXJ - Volatility Comparison
SoftBank Group Corp. (SFTBY) has a higher volatility of 22.18% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.27%. This indicates that SFTBY's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFTBY | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.18% | 6.27% | +15.91% |
Volatility (6M)Calculated over the trailing 6-month period | 63.82% | 14.45% | +49.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.61% | 18.12% | +63.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.64% | 19.09% | +33.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.07% | 19.91% | +26.16% |
Dividends
SFTBY vs. DXJ - Dividend Comparison
SFTBY has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 0.98% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
SFTBY SoftBank Group Corp. | 0.00% | 0.13% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.71% | 0.61% | 0.49% | 0.59% | 0.65% |
Frequently Asked Questions
SFTBY and DXJ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFTBY has higher volatility (22.18%) compared to DXJ (6.27%). In terms of maximum drawdown, SFTBY dropped -65.94% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (2.60 vs 0.93), 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.
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