SHAG vs. DXJ
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) and WisdomTree Japan Hedged Equity Fund (DXJ).
SHAG and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHAG is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Short Aggregate Enhanced Yield Index. It was launched on May 18, 2017. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both SHAG and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SHAG vs. DXJ - Performance Comparison
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SHAG vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 0.10% | 6.27% | 4.30% | 4.61% | -6.37% | -0.91% | 4.70% | 5.79% | 0.80% | -0.11% |
DXJ WisdomTree Japan Hedged Equity Fund | 12.49% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 16.68% |
Returns By Period
In the year-to-date period, SHAG achieves a 0.10% return, which is significantly lower than DXJ's 12.49% return.
SHAG
- 1D
- -0.04%
- 1M
- -0.73%
- YTD
- 0.10%
- 6M
- 1.11%
- 1Y
- 4.28%
- 3Y*
- 4.53%
- 5Y*
- 1.63%
- 10Y*
- —
DXJ
- 1D
- 2.26%
- 1M
- -2.82%
- YTD
- 12.49%
- 6M
- 28.11%
- 1Y
- 50.78%
- 3Y*
- 35.37%
- 5Y*
- 24.88%
- 10Y*
- 17.51%
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SHAG vs. DXJ - Expense Ratio Comparison
SHAG has a 0.12% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Return for Risk
SHAG vs. DXJ — Risk / Return Rank
SHAG
DXJ
SHAG vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) 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.
| SHAG | DXJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 2.24 | -0.29 |
Sortino ratioReturn per unit of downside risk | 3.00 | 2.88 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.91 | -0.78 |
Martin ratioReturn relative to average drawdown | 12.27 | 15.24 | -2.97 |
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
| SHAG | DXJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.24 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.32 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.41 | +0.42 |
Correlation
The correlation between SHAG and DXJ is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SHAG vs. DXJ - Dividend Comparison
SHAG's dividend yield for the trailing twelve months is around 4.35%, more than DXJ's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 4.35% | 4.33% | 4.49% | 3.04% | 1.38% | 0.92% | 2.33% | 2.71% | 2.56% | 0.77% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.15% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Drawdowns
SHAG vs. DXJ - Drawdown Comparison
The maximum SHAG drawdown since its inception was -9.62%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for SHAG and DXJ.
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Drawdown Indicators
| SHAG | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.62% | -49.63% | +40.01% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -12.65% | +11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -9.62% | -22.19% | +12.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.14% | — |
Current DrawdownCurrent decline from peak | -0.91% | -4.69% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -1.90% | -14.44% | +12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 3.25% | -2.90% |
Volatility
SHAG vs. DXJ - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) is 0.84%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 7.27%. This indicates that SHAG experiences smaller price fluctuations and is considered to be less risky 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
| SHAG | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 7.27% | -6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 13.82% | -12.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.21% | 22.85% | -20.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 18.93% | -16.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.59% | 20.51% | -17.92% |