WTPI vs. DXJ
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and WisdomTree Japan Hedged Equity Fund (DXJ).
WTPI and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTPI is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both WTPI and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WTPI vs. DXJ - Performance Comparison
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WTPI vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -7.16% | 10.09% |
DXJ WisdomTree Japan Hedged Equity Fund | 10.00% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Returns By Period
In the year-to-date period, WTPI achieves a -1.66% return, which is significantly lower than DXJ's 10.00% return. Over the past 10 years, WTPI has underperformed DXJ with an annualized return of 7.80%, while DXJ has yielded a comparatively higher 17.25% annualized return.
WTPI
- 1D
- 2.60%
- 1M
- -3.50%
- YTD
- -1.66%
- 6M
- 1.99%
- 1Y
- 15.64%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
DXJ
- 1D
- 2.59%
- 1M
- -6.49%
- YTD
- 10.00%
- 6M
- 24.19%
- 1Y
- 46.21%
- 3Y*
- 34.37%
- 5Y*
- 24.33%
- 10Y*
- 17.25%
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WTPI vs. DXJ - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Return for Risk
WTPI vs. DXJ — Risk / Return Rank
WTPI
DXJ
WTPI vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| WTPI | DXJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.04 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.67 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.46 | -1.83 |
Martin ratioReturn relative to average drawdown | 8.70 | 13.69 | -4.99 |
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
| WTPI | DXJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.04 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 1.29 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.84 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.41 | +0.20 |
Correlation
The correlation between WTPI and DXJ is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WTPI vs. DXJ - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.37%, more than DXJ's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | 12.37% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.18% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Drawdowns
WTPI vs. DXJ - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for WTPI and DXJ.
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Drawdown Indicators
| WTPI | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -49.63% | +21.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -12.65% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -22.19% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | -39.14% | +10.74% |
Current DrawdownCurrent decline from peak | -4.73% | -6.79% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -14.44% | +10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 3.31% | -1.46% |
Volatility
WTPI vs. DXJ - Volatility Comparison
The current volatility for WisdomTree Equity Premium Income Fund (WTPI) is 4.77%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 7.80%. This indicates that WTPI experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTPI | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 7.80% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 13.70% | -5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 22.77% | -8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 18.91% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 20.50% | -7.27% |