SGAJ.DE vs. WTDX.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - SGAJ.DE tracks the MSCI Japan ESG Screened while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 5 years, SGAJ.DE returned 9.71%/yr vs 26.95%/yr for WTDX.DE. Their correlation of 0.81 suggests significant overlap in exposure. SGAJ.DE charges 0.15%/yr vs 0.48%/yr for WTDX.DE.
Performance
SGAJ.DE vs. WTDX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 17.45% return, which is significantly lower than WTDX.DE's 21.75% return.
SGAJ.DE
- 1D
- -0.33%
- 1M
- 6.57%
- YTD
- 17.45%
- 6M
- 17.20%
- 1Y
- 30.86%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
WTDX.DE
- 1D
- 0.17%
- 1M
- 6.99%
- YTD
- 21.75%
- 6M
- 24.50%
- 1Y
- 53.76%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
SGAJ.DE vs. WTDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 9.72% | 5.86% | 23.60% | -6.85% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -9.87% |
Correlation
The correlation between SGAJ.DE and WTDX.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.81 |
The correlation between SGAJ.DE and WTDX.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. WTDX.DE — Risk / Return Rank
SGAJ.DE
WTDX.DE
SGAJ.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). 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.
| SGAJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 6.61 | -3.65 |
| Martin ratioReturn relative to average drawdown | 9.77 | 22.15 | -12.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.79 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 1.37 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.04 |
Drawdowns
SGAJ.DE vs. WTDX.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.20%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and WTDX.DE.
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Drawdown Indicators
| SGAJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -34.50% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -8.09% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -23.63% | +6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -23.63% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.85% | — |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.95% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.42% | +0.73% |
Volatility
SGAJ.DE vs. WTDX.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) is 3.44%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that SGAJ.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.75% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 14.17% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 19.25% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 19.43% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 20.00% | -2.59% |
SGAJ.DE vs. WTDX.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
SGAJ.DE vs. WTDX.DE - Dividend Comparison
SGAJ.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
SGAJ.DE and WTDX.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for WTDX.DE.
SGAJ.DE tracks MSCI Japan ESG Screened, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.15% for SGAJ.DE and 0.48% for WTDX.DE.
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