WFIG vs. DXJ
WFIG (WisdomTree U.S. Corporate Bond Fund) and DXJ (WisdomTree Japan Hedged Equity Fund) are both exchange-traded funds - WFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental Corporate Bond Index, while DXJ is a Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Both are passively managed. Over the past 10 years, WFIG returned 2.43%/yr vs 19.68%/yr for DXJ. At a correlation of -0.03, they often move in opposite directions. WFIG charges 0.18%/yr vs 0.48%/yr for DXJ.
Performance
WFIG vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, WFIG achieves a 0.60% return, which is significantly lower than DXJ's 24.69% return. Over the past 10 years, WFIG has underperformed DXJ with an annualized return of 2.43%, while DXJ has yielded a comparatively higher 19.68% annualized return.
WFIG
- 1D
- -0.20%
- 1M
- 0.65%
- YTD
- 0.60%
- 6M
- 0.79%
- 1Y
- 5.14%
- 3Y*
- 5.24%
- 5Y*
- 0.31%
- 10Y*
- 2.43%
DXJ
- 1D
- 0.69%
- 1M
- 5.99%
- YTD
- 24.69%
- 6M
- 25.08%
- 1Y
- 62.02%
- 3Y*
- 33.27%
- 5Y*
- 27.62%
- 10Y*
- 19.68%
WFIG vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIG WisdomTree U.S. Corporate Bond Fund | 0.60% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 13.97% | -2.01% | 7.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 24.69% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between WFIG and DXJ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2016 | -0.03 |
The correlation between WFIG and DXJ shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFIG vs. DXJ — Risk / Return Rank
WFIG
DXJ
WFIG vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) 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.
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.
| WFIG | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.63 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 5.68 | -3.76 |
| Martin ratioReturn relative to average drawdown | 5.88 | 22.03 | -16.15 |
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Drawdowns
WFIG vs. DXJ - Drawdown Comparison
The maximum WFIG drawdown since its inception was -22.92%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for WFIG and DXJ.
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Drawdown Indicators
| WFIG | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -49.63% | +26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -10.98% | +8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -6.22% | -22.19% | +15.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -22.19% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | -39.14% | +16.22% |
Current DrawdownCurrent decline from peak | -1.19% | 0.00% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -14.31% | +8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.82% | -1.94% |
Volatility
WFIG vs. DXJ - Volatility Comparison
The current volatility for WisdomTree U.S. Corporate Bond Fund (WFIG) is 1.10%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 4.92%. This indicates that WFIG 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
| WFIG | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 4.92% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 13.55% | -10.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 17.78% | -13.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.12% | 19.01% | -11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.55% | 20.12% | -12.57% |
WFIG vs. DXJ - Expense Ratio Comparison
WFIG has a 0.18% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Dividends
WFIG vs. DXJ - Dividend Comparison
WFIG's dividend yield for the trailing twelve months is around 4.87%, more than DXJ's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.04% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
WFIG WisdomTree U.S. Corporate Bond Fund | 4.87% | 4.82% | 4.67% | 4.19% | 4.25% | 2.50% | 2.61% | 3.00% | 3.27% | 2.88% | 2.35% | 0.00% |
Frequently Asked Questions
WFIG and DXJ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXJ has higher volatility (4.92%) compared to WFIG (1.10%). In terms of maximum drawdown, WFIG dropped -22.92% vs DXJ's -49.63%.
On 10-year performance, DXJ leads with 19.68% vs 2.43% for WFIG. On fees, WFIG is cheaper at 0.18% per year. On volatility, WFIG has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DXJ has performed better with a 19.68% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WFIG is cheaper with a 0.18% expense ratio, compared with 0.48% for DXJ.
WFIG has the higher dividend yield at 4.87%, compared with 1.04% for DXJ.
WFIG is categorized as Corporate Bonds, while DXJ is Japan Equities. WFIG tracks WisdomTree Fundamental Corporate Bond Index, while DXJ tracks WisdomTree Japan Hedged Equity Index. Their fees differ too: 0.18% for WFIG and 0.48% for DXJ.
DXJ currently has the higher Sharpe Ratio (3.51 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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