SODJ.DE vs. WTDX.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 28.03%/yr for WTDX.DE. A 0.67 correlation means they provide meaningful diversification when combined. SODJ.DE charges 0.15%/yr vs 0.48%/yr for WTDX.DE.
Performance
SODJ.DE vs. WTDX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly lower than WTDX.DE's 26.25% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
WTDX.DE
- 1D
- -0.37%
- 1M
- 3.84%
- 6M
- 17.92%
- YTD
- 26.25%
- 1Y
- 57.34%
- 3Y*
- 32.07%
- 5Y*
- 28.03%
- 10Y*
- 18.14%
SODJ.DE vs. WTDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 26.25% | 17.86% | 36.79% | 37.12% | 11.85% | 27.70% | -6.91% | 24.57% | -14.10% |
Correlation
The correlation between SODJ.DE and WTDX.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.67 |
The correlation between SODJ.DE and WTDX.DE shifts across timeframes, from 0.67 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SODJ.DE vs. WTDX.DE — Risk / Return Rank
SODJ.DE
WTDX.DE
SODJ.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.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.
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.
| SODJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.51 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 7.05 | -3.40 |
| Martin ratioReturn relative to average drawdown | 11.99 | 23.54 | -11.55 |
Loading charts...
Drawdowns
SODJ.DE vs. WTDX.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum WTDX.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and WTDX.DE.
Loading charts...
Drawdown Indicators
| SODJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -38.23% | +10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -8.09% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -23.65% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -23.65% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.53% | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.71% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -9.16% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.43% | +0.80% |
Volatility
SODJ.DE vs. WTDX.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 5.75%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SODJ.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.75% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 14.68% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 19.79% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 19.43% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 21.52% | -3.30% |
SODJ.DE vs. WTDX.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
SODJ.DE vs. WTDX.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, more than WTDX.DE's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 0.80% | 1.68% | 1.52% | 1.97% | 2.28% | 1.52% | 2.10% | 2.01% | 2.17% | 1.14% | 1.90% | 0.06% |
Frequently Asked Questions
SODJ.DE and WTDX.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for WTDX.DE.
SODJ.DE tracks MSCI Japan Screened Index, 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 SODJ.DE and 0.48% for WTDX.DE.
Find the right allocation for SODJ.DE and WTDX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer