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WGLD.DE vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WGLD.DE is traded in EUR, while DXJ is traded in USD. To make them comparable, the DXJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than DXJ's 21.72% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

DXJ

1D
0.45%
1M
7.15%
YTD
21.72%
6M
24.13%
1Y
53.68%
3Y*
30.06%
5Y*
27.45%
10Y*
17.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. DXJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%
DXJ
WisdomTree Japan Hedged Equity Fund
21.72%17.02%38.40%37.78%12.53%10.45%

Correlation

The correlation between WGLD.DE and DXJ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

-0.02

The correlation between WGLD.DE and DXJ shifts across timeframes, from -0.02 (5 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WGLD.DE vs. DXJ — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 9090
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9191
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8888
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9090
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.

WGLD.DE vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) 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.


WGLD.DEDXJDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.26

1.54

-0.29

Calmar ratioReturn relative to maximum drawdown

1.81

5.91

-4.10

Martin ratioReturn relative to average drawdown

4.60

22.32

-17.72

WGLD.DE vs. DXJ - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is lower than the DXJ Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of WGLD.DE and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WGLD.DEDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

3.01

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.38

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.46

+0.81

Drawdowns

WGLD.DE vs. DXJ - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum DXJ drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and DXJ.


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Drawdown Indicators


WGLD.DEDXJDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-40.69%

+24.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-9.13%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-23.06%

+6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-23.06%

+6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

Current Drawdown

Current decline from peak

-14.99%

0.00%

-14.99%

Average Drawdown

Average peak-to-trough decline

-4.27%

-13.23%

+8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

2.41%

+4.13%

Volatility

WGLD.DE vs. DXJ - Volatility Comparison

WisdomTree Core Physical Gold (WGLD.DE) has a higher volatility of 5.05% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 3.12%. This indicates that WGLD.DE'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


WGLD.DEDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

3.12%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

12.97%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

17.98%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

20.03%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

21.60%

-5.72%

WGLD.DE vs. DXJ - Expense Ratio Comparison

WGLD.DE has a 0.12% expense ratio, which is lower than DXJ's 0.48% expense ratio.


Dividends

WGLD.DE vs. DXJ - Dividend Comparison

WGLD.DE has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 1.07%.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.07%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
WGLD.DE
WisdomTree Core Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WGLD.DE and DXJ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.48% for DXJ.

WGLD.DE is categorized as Precious Metals, while DXJ is Japan Equities. WGLD.DE tracks Gold, while DXJ tracks WisdomTree Japan Hedged Equity Index. Their fees differ too: 0.12% for WGLD.DE and 0.48% for DXJ.

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