WTDX.DE vs. SGAJ.DE
WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) and SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) are both Japan Equities funds - WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index while SGAJ.DE tracks the MSCI Japan ESG Screened. Both are passively managed. Over the past 5 years, WTDX.DE returned 26.95%/yr vs 9.71%/yr for SGAJ.DE. Their correlation of 0.81 suggests significant overlap in exposure. WTDX.DE charges 0.48%/yr vs 0.15%/yr for SGAJ.DE.
Performance
WTDX.DE vs. SGAJ.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 SGAJ.DE's 17.45% 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%
SGAJ.DE
- 1D
- -0.33%
- 1M
- 4.03%
- YTD
- 17.45%
- 6M
- 17.53%
- 1Y
- 31.96%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
WTDX.DE vs. SGAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.87% |
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 9.72% | 5.86% | 23.60% | -6.85% |
Correlation
The correlation between WTDX.DE and SGAJ.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.81 |
The correlation between WTDX.DE and SGAJ.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. SGAJ.DE — Risk / Return Rank
WTDX.DE
SGAJ.DE
WTDX.DE vs. SGAJ.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 iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.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 | SGAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.31 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 6.61 | 2.96 | +3.65 |
| Martin ratioReturn relative to average drawdown | 22.15 | 9.77 | +12.38 |
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 | SGAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.62 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | 0.57 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.55 | +0.04 |
Drawdowns
WTDX.DE vs. SGAJ.DE - Drawdown Comparison
The maximum WTDX.DE drawdown since its inception was -34.50%, which is greater than SGAJ.DE's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and SGAJ.DE.
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Drawdown Indicators
| WTDX.DE | SGAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -28.20% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -10.37% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -17.14% | -6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -19.32% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -32.85% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -5.79% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.15% | -0.73% |
Volatility
WTDX.DE vs. SGAJ.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a higher volatility of 3.75% compared to iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) at 3.44%. This indicates that WTDX.DE's price experiences larger fluctuations and is considered to be riskier than SGAJ.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 | SGAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.44% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 15.00% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 18.93% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 16.69% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 17.41% | +2.59% |
WTDX.DE vs. SGAJ.DE - Expense Ratio Comparison
WTDX.DE has a 0.48% expense ratio, which is higher than SGAJ.DE's 0.15% expense ratio.
Dividends
WTDX.DE vs. SGAJ.DE - Dividend Comparison
WTDX.DE's dividend yield for the trailing twelve months is around 1.20%, while SGAJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 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 SGAJ.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for WTDX.DE.
WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index, while SGAJ.DE tracks MSCI Japan ESG Screened. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.48% for WTDX.DE and 0.15% for SGAJ.DE.
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