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WDNA vs. DXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDNA vs. DXJ - Performance Comparison

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

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WDNA vs. DXJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDNA
WisdomTree BioRevolution Fund
2.99%22.68%-14.18%-2.07%-26.29%-5.27%
DXJ
WisdomTree Japan Hedged Equity Fund
10.00%32.78%29.83%42.04%5.96%3.38%

Returns By Period

In the year-to-date period, WDNA achieves a 2.99% return, which is significantly lower than DXJ's 10.00% return.


WDNA

1D
4.08%
1M
-4.89%
YTD
2.99%
6M
14.31%
1Y
41.33%
3Y*
2.41%
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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WDNA vs. DXJ - Expense Ratio Comparison

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


Return for Risk

WDNA vs. DXJ — Risk / Return Rank

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

WDNA
WDNA Risk / Return Rank: 7878
Overall Rank
WDNA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WDNA Sortino Ratio Rank: 8080
Sortino Ratio Rank
WDNA Omega Ratio Rank: 6767
Omega Ratio Rank
WDNA Calmar Ratio Rank: 9191
Calmar Ratio Rank
WDNA Martin Ratio Rank: 7373
Martin Ratio Rank

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.

WDNA vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) 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.


WDNADXJDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.04

-0.64

Sortino ratio

Return per unit of downside risk

2.06

2.67

-0.61

Omega ratio

Gain probability vs. loss probability

1.25

1.41

-0.17

Calmar ratio

Return relative to maximum drawdown

3.20

3.46

-0.26

Martin ratio

Return relative to average drawdown

7.58

13.69

-6.11

WDNA vs. DXJ - Sharpe Ratio Comparison

The current WDNA Sharpe Ratio is 1.40, which is lower than the DXJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of WDNA and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDNADXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.04

-0.64

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

-0.24

0.41

-0.65

Correlation

The correlation between WDNA and DXJ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WDNA vs. DXJ - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 4.43%, more than DXJ's 1.18% yield.


TTM20252024202320222021202020192018201720162015
WDNA
WisdomTree BioRevolution Fund
4.43%4.57%0.75%0.80%0.38%0.10%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

WDNA vs. DXJ - Drawdown Comparison

The maximum WDNA drawdown since its inception was -58.87%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for WDNA and DXJ.


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Drawdown Indicators


WDNADXJDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-49.63%

-9.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-12.65%

+0.95%

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

-33.71%

-6.79%

-26.92%

Average Drawdown

Average peak-to-trough decline

-35.79%

-14.44%

-21.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.31%

+1.89%

Volatility

WDNA vs. DXJ - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 8.88% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 7.80%. This indicates that WDNA's price experiences larger fluctuations and is considered to be riskier 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


WDNADXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

7.80%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

13.70%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

29.63%

22.77%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

18.91%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

20.50%

+4.67%