WTIZ.DE vs. QUEJ.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both Japan Equities funds - WTIZ.DE tracks the WisdomTree Japan Equity while QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 3 years, WTIZ.DE returned 19.46%/yr vs 2.69%/yr for QUEJ.DE. Their correlation of 0.86 suggests significant overlap in exposure. WTIZ.DE charges 0.40%/yr vs 0.25%/yr for QUEJ.DE.
Performance
WTIZ.DE vs. QUEJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly higher than QUEJ.DE's 7.21% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
QUEJ.DE
- 1D
- -0.49%
- 1M
- 3.91%
- YTD
- 7.21%
- 6M
- 6.97%
- 1Y
- 10.48%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
WTIZ.DE vs. QUEJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.52% |
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 8.13% | -12.67% |
Correlation
The correlation between WTIZ.DE and QUEJ.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.86 |
The correlation between WTIZ.DE and QUEJ.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTIZ.DE vs. QUEJ.DE — Risk / Return Rank
WTIZ.DE
QUEJ.DE
WTIZ.DE vs. QUEJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.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.
| WTIZ.DE | QUEJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.00 | +2.19 |
| Martin ratioReturn relative to average drawdown | 10.27 | 2.91 | +7.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WTIZ.DE | QUEJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.60 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.09 | +0.82 |
Drawdowns
WTIZ.DE vs. QUEJ.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, which is greater than QUEJ.DE's maximum drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and QUEJ.DE.
Loading charts...
Drawdown Indicators
| WTIZ.DE | QUEJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -15.02% | -2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -10.45% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -13.94% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -2.50% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -6.33% | +2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.60% | -0.34% |
Volatility
WTIZ.DE vs. QUEJ.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 3.61% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) at 3.38%. This indicates that WTIZ.DE's price experiences larger fluctuations and is considered to be riskier than QUEJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTIZ.DE | QUEJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.38% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 13.72% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 17.39% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 15.36% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 15.36% | +1.24% |
WTIZ.DE vs. QUEJ.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than QUEJ.DE's 0.25% expense ratio.
Dividends
WTIZ.DE vs. QUEJ.DE - Dividend Comparison
Neither WTIZ.DE nor QUEJ.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and QUEJ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUEJ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUEJ.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for WTIZ.DE.
WTIZ.DE tracks WisdomTree Japan Equity, while QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: WisdomTree and BNP Paribas. Their fees differ too: 0.40% for WTIZ.DE and 0.25% for QUEJ.DE.
Find the right allocation for WTIZ.DE and QUEJ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer