WisdomTree Japan Hedged Equity Fund

10-Year Study

DXJ.US · · US · ETF

Executive Summary: WisdomTree Japan Hedged Equity Fund has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 26.5% and an annualized volatility of 20.0%.

1Y CAGR
+53.4%
3Y CAGR
+34.5%
5Y CAGR
+26.0%
10Y CAGR
+17.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +42.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.911.0-6.54.5————————15.0%
20250.1-1.61.5-1.44.61.74.54.23.05.73.73.032.8%
20249.07.75.40.02.42.0-2.8-1.9-1.31.51.14.129.8%
20237.01.91.83.63.111.32.60.82.6-0.63.9-1.742.0%
2022-0.3-0.83.5-1.11.8-2.03.80.2-4.95.06.6-5.36.0%
20211.64.26.5-3.03.30.1-2.11.34.5-0.6-4.56.218.0%
2020-4.1-8.8-10.45.77.2-0.3-4.88.31.0-1.78.85.43.9%
20197.81.8-0.52.7-9.85.10.3-4.48.24.43.00.318.9%
20181.8-5.4-2.02.3-3.1-0.83.0-1.45.7-9.20.4-11.6-19.8%
20170.71.7-0.20.9-0.23.60.6-0.55.26.20.92.122.8%
2016———-6.06.8-10.75.06.1-0.65.29.01.715.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019402.876857208772
2016-05-0110041.196403479073
2016-06-018970.329601188854
2016-07-019421.39276800882
2016-08-019992.749432987683
2016-09-019937.201700587535
2016-10-0110455.946813196031
2016-11-0111393.87656658687
2016-12-0111584.668346481229
2017-01-0111661.847935835478
2017-02-0111858.272387623703
2017-03-0111837.239751083842
2017-04-0111942.462855824571
2017-05-0111923.73721787954
2017-06-0112356.644006148003
2017-07-0112427.921274421979
2017-08-0112370.90545200694
2017-09-0113009.04523215297
2017-10-0113810.532497221115
2017-11-0113938.945431992977
2017-12-0114226.691074911541
2018-01-0114480.85041361189
2018-02-0113699.1374222137
2018-03-0113430.596793571563
2018-04-0113737.51748974584
2018-05-0113313.08967033889
2018-06-0113204.211321071287
2018-07-0113600.505742029618
2018-08-0113409.713962135262
2018-09-0114175.337885411082
2018-10-0112864.213658030903
2018-11-0112915.566847531361
2018-12-0111412.242672283359
2019-01-0112300.317287209342
2019-02-0112521.729230271416
2019-03-0112455.395530414933
2019-04-0112795.003700186058
2019-05-0111542.333424215096
2019-06-0112129.239858943514
2019-07-0112171.574781209647
2019-08-0111633.624654324723
2019-09-0112583.868387228216
2019-10-0113135.001363226442
2019-11-0113529.01874661066
2019-12-0113574.25988788586
2020-01-0113016.445604268847
2020-02-0111873.073131855455
2020-03-0110638.798922601696
2020-04-0111244.580800378708
2020-05-0112049.753270994437
2020-06-0112013.200825725731
2020-07-0111440.885408084083
2020-08-0112393.885554893084
2020-09-0112519.062699428045
2020-10-0112306.998594828128
2020-11-0113385.17588617209
2020-12-0114108.974224533882
2021-01-0114329.337531871035
2021-02-0114933.41163146746
2021-03-0115903.070105792365
2021-04-0115426.030734015048
2021-05-0115928.98638870829
2021-06-0115942.97818538082
2021-07-0115613.766489796773
2021-08-0115814.954743878216
2021-09-0116518.739120404352
2021-10-0116416.751805900523
2021-11-0115676.594750229953
2021-12-0116647.33182130049
2022-01-0116591.424556651797
2022-02-0116466.30733415826
2022-03-0117041.259321622572
2022-04-0116852.295163991646
2022-05-0117161.043482429362
2022-06-0116818.828703856285
2022-07-0117462.72099997903
2022-08-0117503.108455898877
2022-09-0116650.987065827358
2022-10-0117482.43535160756
2022-11-0118632.459170619026
2022-12-0117639.760671366552
2023-01-0118874.484295930994
2023-02-0119242.135981088602
2023-03-0119583.571773123167
2023-04-0120281.393906527606
2023-05-0120904.463293255474
2023-06-0123274.85940791031
2023-07-0123870.334694562378
2023-08-0124057.650996054133
2023-09-0124676.01650253021
2023-10-0124530.615669014613
2023-11-0125478.52244230256
2023-12-0125055.263102703386
2024-01-0127307.882444939136
2024-02-0129406.74182888063
2024-03-0130985.537815302294
2024-04-0130988.41407329065
2024-05-0131730.908088576765
2024-06-0132372.73307427037
2024-07-0131457.393930496426
2024-08-0130851.94162394725
2024-09-0130455.04798257467
2024-10-0130906.111149394637
2024-11-0131250.902575748947
2024-12-0132529.36929055299
2025-01-0132558.880895954364
2025-02-0132025.03542890699
2025-03-0132496.921505121838
2025-04-0132045.678572177592
2025-05-0133529.22847375564
2025-06-0134107.98551085038
2025-07-0135627.27891013791
2025-08-0137140.58010528303
2025-09-0138256.38843864133
2025-10-0140440.66669263288
2025-11-0141946.65739872426
2025-12-0143191.8074584965
2026-01-0145759.46693351949
2026-02-0150807.89892350053
2026-03-0147512.18664517463
2026-04-0149654.39962608646
Annual Return Matrix
YearAnnual Return
20170.22806200828639267
2018-0.19782874231320025
20190.18944718209097844
20200.03939178570797952
20210.17991085364325743
20220.059614889684378
20230.420385659958183
20240.29830483747916325
20250.3277788165121307
20260.14962541620421743
Total Factor Risk
0.20049170811472536
VTI.US Exposure
0.14489687471380128
VEA.US Exposure
0.5398458229312743
VWO.US Exposure
0.042331704582190814
QQQ.US Exposure
0.0830370994037153
VTV.US Exposure
0.05336132813808025
IJR.US Exposure
-0.06762306276988049
QUAL.US Exposure
-0.1536953740477011
SHV.US Exposure
0.12001334954605013
TLT.US Exposure
-0.005873116807909852
LQD.US Exposure
0.010157214189495188
HYG.US Exposure
-0.01080173127481169
GLD.US Exposure
0.0006178834786391235
USO.US Exposure
0.0005639676860202482
VNQ.US Exposure
-0.011309435128207443
BTC-USD.CC Exposure
-0.004873021659590219
CPER.US Exposure
-0.016643310500188354
VIX.INDX Exposure
0.029385728717630663
UUP.US Exposure
0.15164982639725497
TIP.US Exposure
0.0007082404375292634
Idiosyncratic Exposure
0.09425001196660765
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Market Cap$32.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+18.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Japan Hedged Equity Fund a high-risk investment?

WisdomTree Japan Hedged Equity Fund (DXJ.US) has an annualized volatility of 20.0% and experienced a maximum drawdown of 26.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DXJ.US?

Over the past 10 years, DXJ.US has generated a Compound Annual Growth Rate (CAGR) of 17.5%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree Japan Hedged Equity Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest