XEMD.L vs. DXJ
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) and WisdomTree Japan Hedged Equity Fund (DXJ).
XEMD.L and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEMD.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Nov 3, 2021. 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 XEMD.L 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD.L or DXJ.
Key characteristics
| XEMD.L | DXJ | |
|---|---|---|
| YTD Return | 14.94% | 27.72% |
| 1Y Return | 22.79% | 30.57% |
| Sharpe Ratio | 1.17 | 1.36 |
| Sortino Ratio | 1.84 | 1.74 |
| Omega Ratio | 1.21 | 1.26 |
| Calmar Ratio | 0.81 | 1.27 |
| Martin Ratio | 6.55 | 4.56 |
| Ulcer Index | 3.01% | 6.20% |
| Daily Std Dev | 16.25% | 20.84% |
| Max Drawdown | -31.55% | -49.63% |
| Current Drawdown | -3.44% | -5.09% |
Correlation
The correlation between XEMD.L and DXJ is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XEMD.L vs. DXJ - Performance Comparison
In the year-to-date period, XEMD.L achieves a 14.94% return, which is significantly lower than DXJ's 27.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XEMD.L vs. DXJ - Expense Ratio Comparison
XEMD.L has a 0.18% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Risk-Adjusted Performance
XEMD.L vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) 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.
Dividends
XEMD.L vs. DXJ - Dividend Comparison
XEMD.L's dividend yield for the trailing twelve months is around 2.57%, more than DXJ's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEMD.L Xtrackers MSCI Emerging Markets UCITS ETF 1D | 2.57% | 2.15% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.31% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
XEMD.L vs. DXJ - Drawdown Comparison
The maximum XEMD.L drawdown since its inception was -31.55%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for XEMD.L and DXJ. For additional features, visit the drawdowns tool.
Volatility
XEMD.L vs. DXJ - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) has a higher volatility of 6.10% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.66%. This indicates that XEMD.L's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.