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WTDX.DE vs. DBXJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTDX.DE vs. DBXJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTDX.DE vs. DBXJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

WTDX.DE
WTDX.DE Risk / Return Rank: 8888
Overall Rank
WTDX.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9292
Martin Ratio Rank

DBXJ.DE
DBXJ.DE Risk / Return Rank: 5454
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 5656
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.

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.DEDBXJ.DEDifference
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

WTDX.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current WTDX.DE Sharpe Ratio is 2.79, which is higher than the DBXJ.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of WTDX.DE and DBXJ.DE, 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


WTDX.DEDBXJ.DEDifference

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.DEDBXJ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.42%

+0.42%

Average Drawdown

Average peak-to-trough decline

-7.95%

-14.63%

+6.68%

Ulcer Index

Depth 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.DEDBXJ.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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