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WDGF vs. DXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDGF vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global Defense Fund (WDGF) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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WDGF vs. DXJ - Yearly Performance Comparison


2026 (YTD)2025
WDGF
WisdomTree Global Defense Fund
7.15%-0.25%
DXJ
WisdomTree Japan Hedged Equity Fund
10.00%12.47%

Returns By Period

In the year-to-date period, WDGF achieves a 7.15% return, which is significantly lower than DXJ's 10.00% return.


WDGF

1D
3.33%
1M
-6.23%
YTD
7.15%
6M
1.79%
1Y
3Y*
5Y*
10Y*

DXJ

1D
2.59%
1M
-6.49%
YTD
10.00%
6M
24.19%
1Y
46.21%
3Y*
34.37%
5Y*
24.33%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDGF vs. DXJ - Expense Ratio Comparison

WDGF has a 0.45% expense ratio, which is lower than DXJ's 0.48% expense ratio.


Return for Risk

WDGF vs. DXJ — Risk / Return Rank

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

WDGF

DXJ
DXJ Risk / Return Rank: 9393
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9393
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9494
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.

WDGF vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Defense Fund (WDGF) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WDGF vs. DXJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WDGFDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.41

+0.20

Correlation

The correlation between WDGF and DXJ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDGF vs. DXJ - Dividend Comparison

WDGF's dividend yield for the trailing twelve months is around 0.05%, less than DXJ's 1.18% yield.


TTM20252024202320222021202020192018201720162015
WDGF
WisdomTree Global Defense Fund
0.05%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund
1.18%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%

Drawdowns

WDGF vs. DXJ - Drawdown Comparison

The maximum WDGF drawdown since its inception was -13.29%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for WDGF and DXJ.


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Drawdown Indicators


WDGFDXJDifference

Max Drawdown

Largest peak-to-trough decline

-13.29%

-49.63%

+36.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

Current Drawdown

Current decline from peak

-9.28%

-6.79%

-2.49%

Average Drawdown

Average peak-to-trough decline

-4.46%

-14.44%

+9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

Volatility

WDGF vs. DXJ - Volatility Comparison


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Volatility by Period


WDGFDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

22.77%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

18.91%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

20.50%

+1.05%