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SGAJ.DE vs. WTIZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGAJ.DE vs. WTIZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SGAJ.DE having a 17.45% return and WTIZ.DE slightly lower at 17.38%.


SGAJ.DE

1D
-0.33%
1M
4.03%
YTD
17.45%
6M
17.53%
1Y
31.96%
3Y*
15.05%
5Y*
9.71%
10Y*

WTIZ.DE

1D
0.16%
1M
3.74%
YTD
17.38%
6M
18.93%
1Y
34.34%
3Y*
19.46%
5Y*
14.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGAJ.DE vs. WTIZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGAJ.DE
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)
17.45%11.73%13.07%16.02%-12.85%9.72%12.90%
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
17.38%15.16%17.99%21.47%-4.73%14.55%11.02%

Correlation

The correlation between SGAJ.DE and WTIZ.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2020

0.94

The correlation between SGAJ.DE and WTIZ.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

SGAJ.DE vs. WTIZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGAJ.DE
SGAJ.DE Risk / Return Rank: 5353
Overall Rank
SGAJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SGAJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SGAJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SGAJ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SGAJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

WTIZ.DE
WTIZ.DE Risk / Return Rank: 5757
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGAJ.DE vs. WTIZ.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 JPY Acc (WTIZ.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.DEWTIZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.96

3.19

-0.22

Martin ratioReturn relative to average drawdown

9.77

10.27

-0.51

SGAJ.DE vs. WTIZ.DE - Sharpe Ratio Comparison

The current SGAJ.DE Sharpe Ratio is 1.62, which is comparable to the WTIZ.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SGAJ.DE and WTIZ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGAJ.DEWTIZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.79

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.82

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.91

-0.37

Drawdowns

SGAJ.DE vs. WTIZ.DE - Drawdown Comparison

The maximum SGAJ.DE drawdown since its inception was -28.20%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and WTIZ.DE.


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Drawdown Indicators


SGAJ.DEWTIZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-17.17%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-10.49%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.14%

-17.17%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.32%

-17.17%

-2.15%

Current Drawdown

Current decline from peak

-0.33%

-0.39%

+0.06%

Average Drawdown

Average peak-to-trough decline

-5.79%

-3.62%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.26%

-0.11%

Volatility

SGAJ.DE vs. WTIZ.DE - Volatility Comparison

iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) have volatilities of 3.44% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGAJ.DEWTIZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

3.61%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

15.05%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

18.70%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

16.95%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

16.60%

+0.81%

SGAJ.DE vs. WTIZ.DE - Expense Ratio Comparison

SGAJ.DE has a 0.15% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.


Dividends

SGAJ.DE vs. WTIZ.DE - Dividend Comparison

Neither SGAJ.DE nor WTIZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGAJ.DE and WTIZ.DE have a correlation of 0.89, 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 0.40% for WTIZ.DE.

SGAJ.DE tracks MSCI Japan ESG Screened, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.15% for SGAJ.DE and 0.40% for WTIZ.DE.

Portfolio Optimizer

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