WTDX.DE vs. DBXJ.DE
WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) and DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) are both Japan Equities funds - WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index while DBXJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, WTDX.DE returned 17.65%/yr vs 9.20%/yr for DBXJ.DE. Their correlation of 0.82 suggests significant overlap in exposure. WTDX.DE charges 0.48%/yr vs 0.12%/yr for DBXJ.DE.
Performance
WTDX.DE vs. DBXJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTDX.DE achieves a 21.75% return, which is significantly higher than DBXJ.DE's 16.95% return. Over the past 10 years, WTDX.DE has outperformed DBXJ.DE with an annualized return of 17.65%, while DBXJ.DE has yielded a comparatively lower 9.20% annualized return.
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
DBXJ.DE
- 1D
- -0.42%
- 1M
- 3.68%
- YTD
- 16.95%
- 6M
- 16.85%
- 1Y
- 31.98%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
WTDX.DE vs. DBXJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -9.54% | 9.08% |
Correlation
The correlation between WTDX.DE and DBXJ.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.82 |
The correlation between WTDX.DE and DBXJ.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
WTDX.DE vs. DBXJ.DE — Risk / Return Rank
WTDX.DE
DBXJ.DE
WTDX.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.
| WTDX.DE | DBXJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.31 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.61 | 2.99 | +3.62 |
| Martin ratioReturn relative to average drawdown | 22.15 | 9.82 | +12.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTDX.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.63 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | 0.60 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.56 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.26 | +0.33 |
Drawdowns
WTDX.DE vs. DBXJ.DE - Drawdown Comparison
The maximum WTDX.DE drawdown since its inception was -34.50%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and DBXJ.DE.
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Drawdown Indicators
| WTDX.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -51.22% | +16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -10.22% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -16.96% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -19.00% | -4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -32.85% | -28.03% | -4.82% |
Current DrawdownCurrent decline from peak | 0.00% | -0.42% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -14.63% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.12% | -0.70% |
Volatility
WTDX.DE vs. DBXJ.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a higher volatility of 3.75% compared to Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) at 3.40%. This indicates that WTDX.DE's price experiences larger fluctuations and is considered to be riskier than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTDX.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.40% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 14.91% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 18.74% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 16.56% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 16.38% | +3.62% |
WTDX.DE vs. DBXJ.DE - Expense Ratio Comparison
WTDX.DE has a 0.48% expense ratio, which is higher than DBXJ.DE's 0.12% expense ratio.
Dividends
WTDX.DE vs. DBXJ.DE - Dividend Comparison
WTDX.DE's dividend yield for the trailing twelve months is around 1.20%, while DBXJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
WTDX.DE and DBXJ.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.48% for WTDX.DE.
WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index, while DBXJ.DE tracks MSCI Japan. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.48% for WTDX.DE and 0.12% for DBXJ.DE.
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