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WTDX.DE vs. XM1D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTDX.DE vs. XM1D.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 (XM1D.DE). The values are adjusted to include any dividend payments, if applicable.

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WTDX.DE vs. XM1D.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
14.70%17.62%36.61%29.76%
XM1D.DE
Xtrackers MSCI Japan UCITS ETF
8.85%12.60%13.72%13.20%

Returns By Period

In the year-to-date period, WTDX.DE achieves a 14.70% return, which is significantly higher than XM1D.DE's 8.85% return.


WTDX.DE

1D
4.14%
1M
-1.52%
YTD
14.70%
6M
30.01%
1Y
41.39%
3Y*
32.43%
5Y*
25.02%
10Y*
17.00%

XM1D.DE

1D
4.84%
1M
-2.38%
YTD
8.85%
6M
14.21%
1Y
24.90%
3Y*
15.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTDX.DE vs. XM1D.DE - Expense Ratio Comparison

WTDX.DE has a 0.48% expense ratio, which is higher than XM1D.DE's 0.12% expense ratio.


Return for Risk

WTDX.DE vs. XM1D.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: 8484
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9494
Martin Ratio Rank

XM1D.DE
XM1D.DE Risk / Return Rank: 6969
Overall Rank
XM1D.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XM1D.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XM1D.DE Omega Ratio Rank: 6262
Omega Ratio Rank
XM1D.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XM1D.DE Martin Ratio Rank: 7373
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. XM1D.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 (XM1D.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.DEXM1D.DEDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.20

+0.55

Sortino ratio

Return per unit of downside risk

2.23

1.75

+0.48

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

5.23

2.57

+2.65

Martin ratio

Return relative to average drawdown

15.48

8.42

+7.06

WTDX.DE vs. XM1D.DE - Sharpe Ratio Comparison

The current WTDX.DE Sharpe Ratio is 1.75, which is higher than the XM1D.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of WTDX.DE and XM1D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTDX.DEXM1D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.20

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.92

-0.35

Correlation

The correlation between WTDX.DE and XM1D.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WTDX.DE vs. XM1D.DE - Dividend Comparison

WTDX.DE's dividend yield for the trailing twelve months is around 1.27%, less than XM1D.DE's 1.58% yield.


TTM20252024202320222021202020192018201720162015
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
1.27%1.52%1.39%1.83%2.16%1.26%1.88%1.80%1.82%1.07%1.73%0.05%
XM1D.DE
Xtrackers MSCI Japan UCITS ETF
1.58%1.71%2.68%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTDX.DE vs. XM1D.DE - Drawdown Comparison

The maximum WTDX.DE drawdown since its inception was -34.50%, which is greater than XM1D.DE's maximum drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and XM1D.DE.


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Drawdown Indicators


WTDX.DEXM1D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-16.92%

-17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-11.00%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

Current Drawdown

Current decline from peak

-2.52%

-5.02%

+2.50%

Average Drawdown

Average peak-to-trough decline

-8.04%

-3.06%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.10%

-0.37%

Volatility

WTDX.DE vs. XM1D.DE - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) is 7.88%, while Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a volatility of 8.98%. This indicates that WTDX.DE experiences smaller price fluctuations and is considered to be less risky than XM1D.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.DEXM1D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

8.98%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

14.65%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

20.64%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

17.53%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

17.53%

+2.80%