WTIZ.DE vs. WTDX.DE

Last updated Jun 5, 2026

WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds from WisdomTree - WTIZ.DE tracks the WisdomTree Japan Equity while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 5 years, WTIZ.DE returned 14.12%/yr vs 26.95%/yr for WTDX.DE. Their correlation of 0.82 suggests significant overlap in exposure. WTIZ.DE charges 0.40%/yr vs 0.48%/yr for WTDX.DE.

Performance

WTIZ.DE vs. WTDX.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly lower than WTDX.DE's 21.75% 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*: —

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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc	17.38%	15.16%	17.99%	21.47%	-4.73%	14.55%	11.02%
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged	21.75%	17.62%	36.61%	36.95%	11.73%	27.31%	6.74%

Correlation

The correlation between WTIZ.DE and WTDX.DE is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020	0.82

The correlation between WTIZ.DE and WTDX.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

Return for Risk

WTIZ.DE vs. WTDX.DE — Risk / Return Rank

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

WTIZ.DE

WTIZ.DE Risk / Return Rank: 57
WTIZ.DE Sharpe Ratio Rank: 53
WTIZ.DE Sortino Ratio Rank: 55
WTIZ.DE Omega Ratio Rank: 54
WTIZ.DE Calmar Ratio Rank: 65
WTIZ.DE Martin Ratio Rank: 59

WTDX.DE

WTDX.DE Risk / Return Rank: 88
WTDX.DE Sharpe Ratio Rank: 86
WTDX.DE Sortino Ratio Rank: 85
WTDX.DE Omega Ratio Rank: 85
WTDX.DE Calmar Ratio Rank: 93
WTDX.DE Martin Ratio Rank: 92

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.

WTIZ.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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	WTDX.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.79	2.79	-1.00
Sortino ratio: Return per unit of downside risk	2.58	3.77	-1.19
Omega ratio: Gain probability vs. loss probability	1.33	1.51	-0.18
Calmar ratio: Return relative to maximum drawdown	3.19	6.61	-3.43
Martin ratio: Return relative to average drawdown	10.27	22.15	-11.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WTIZ.DE Sharpe Ratio is 1.79, which is lower than the WTDX.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of WTIZ.DE and WTDX.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.

Sharpe Ratios by Period

	WTIZ.DE	WTDX.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	2.79	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	1.37	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.59	+0.33

Drawdowns

WTIZ.DE vs. WTDX.DE - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and WTDX.DE.

Drawdown Indicators

	WTIZ.DE	WTDX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.17%	-34.50%	+17.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.49%	-8.09%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	-17.17%	-23.63%	+6.46%
Max Drawdown (5Y) Largest decline over 5 years	-17.17%	-23.63%	+6.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.85%	—
Current Drawdown Current decline from peak	-0.39%	0.00%	-0.39%
Average Drawdown Average peak-to-trough decline	-3.62%	-7.95%	+4.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	2.42%	+0.84%

Volatility

WTIZ.DE vs. WTDX.DE - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) have volatilities of 3.61% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTIZ.DE	WTDX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	3.75%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	15.05%	14.17%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	18.70%	19.25%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	19.43%	-2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	20.00%	-3.40%

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

WTIZ.DE has a 0.40% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.

Dividends

WTIZ.DE vs. WTDX.DE - Dividend Comparison

WTIZ.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY 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%

Frequently Asked Questions

Can I hold both WTIZ.DE and WTDX.DE in my portfolio?

WTIZ.DE and WTDX.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTIZ.DE or WTDX.DE?

On fees, WTIZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTIZ.DE or WTDX.DE?

WTIZ.DE is cheaper with a 0.40% expense ratio, compared with 0.48% for WTDX.DE.

What is the main difference between WTIZ.DE and WTDX.DE?

WTIZ.DE tracks WisdomTree Japan Equity, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. Their fees differ too: 0.40% for WTIZ.DE and 0.48% for WTDX.DE.