WisdomTree Japan Hedged SmallCap Equity Fund

10-Year Study

DXJS.US · · US · ETF

Executive Summary: WisdomTree Japan Hedged SmallCap Equity Fund has compounded at 16.6% annually over the last 10 years, with a maximum drawdown of 25.5% and an annualized volatility of 22.7%.

1Y CAGR
+64.9%
3Y CAGR
+36.0%
5Y CAGR
+24.8%
10Y CAGR
+16.6%

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 →
25.5%
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 →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +39.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.012.3-5.22.8————————20.4%
2025-0.2-2.03.5-0.33.33.01.28.14.23.24.53.837.1%
20244.44.33.90.71.91.8-0.2-3.61.1-0.11.43.620.7%
20236.42.12.13.0-1.39.03.52.11.81.12.51.339.0%
2022-2.52.0-2.40.51.11.03.71.1-1.01.93.8-3.95.0%
20211.03.47.8-3.80.90.81.30.22.9-0.6-7.96.111.7%
2020-5.4-11.9-6.25.18.1-1.3-4.97.94.3-3.02.14.0-3.2%
20195.73.1-1.01.1-8.53.41.1-3.97.85.43.20.618.3%
20181.0-4.1-0.83.1-2.0-0.91.9-2.64.4-9.73.0-12.3-18.7%
20170.53.6-0.51.61.54.10.71.74.94.61.22.329.6%
2016———-6.37.7-8.45.11.12.96.27.32.618.3%

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 22.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.3% of variance. Idiosyncratic stock-specific factors contribute 6.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019371.595798479559
2016-05-0110096.167397594156
2016-06-019251.386551486863
2016-07-019722.689702627194
2016-08-019833.282209860474
2016-09-0110122.447626074629
2016-10-0110745.131525496796
2016-11-0111531.963224260713
2016-12-0111834.227303250624
2017-01-0111896.404499970982
2017-02-0112321.364913822403
2017-03-0112260.845775681255
2017-04-0112460.310222760168
2017-05-0112646.676007063328
2017-06-0113171.202838596288
2017-07-0113267.370236190443
2017-08-0113489.384279946611
2017-09-0114156.00673171783
2017-10-0114803.14699518334
2017-11-0114987.93762383625
2017-12-0115332.896711240808
2018-01-0115492.56775241869
2018-02-0114850.650373477694
2018-03-0114725.964368321132
2018-04-0115186.57304162556
2018-05-0114887.210565149267
2018-06-0114754.897490528338
2018-07-0115028.974573671687
2018-08-0114638.418875338866
2018-09-0115278.761098629615
2018-10-0113800.850584051132
2018-11-0114220.422307520123
2018-12-0112466.776651219086
2019-01-0113180.073451995058
2019-02-0113591.023270852158
2019-03-0113448.927650613896
2019-04-0113597.821311026919
2019-05-0112444.061248683915
2019-06-0112869.353274251178
2019-07-0113006.308912893892
2019-08-0112492.891073841638
2019-09-0113471.80885900699
2019-10-0114204.422042230754
2019-11-0114654.66784941512
2019-12-0114742.710759971149
2020-01-0113952.645846977774
2020-02-0112296.328229276342
2020-03-0111539.092876151313
2020-04-0112125.631098546712
2020-05-0113112.83917660811
2020-06-0112939.654958009665
2020-07-0112301.71691965877
2020-08-0113279.639869676595
2020-09-0113854.903293733367
2020-10-0113435.663181980217
2020-11-0113712.973479353026
2020-12-0114267.096656524873
2021-01-0114407.202606468085
2021-02-0114893.345381892343
2021-03-0116049.67543503312
2021-04-0115442.908897971365
2021-05-0115583.263556701459
2021-06-0115702.975386120392
2021-07-0115906.41917378941
2021-08-0115942.56485081618
2021-09-0116400.35482453595
2021-10-0116295.897134045746
2021-11-0115014.13494938776
2021-12-0115930.212314401066
2022-01-0115529.95697337987
2022-02-0115837.19522810741
2022-03-0115450.86757915157
2022-04-0115531.780837817
2022-05-0115701.0686187543
2022-06-0115864.055777090603
2022-07-0116457.39203966076
2022-08-0116631.239481690885
2022-09-0116464.853303267202
2022-10-0116774.99316050836
2022-11-0117412.765393001333
2022-12-0116730.474287656583
2023-01-0117801.745935683906
2023-02-0118177.876524377607
2023-03-0118552.7635691369
2023-04-0119106.472231663945
2023-05-0118858.260862356266
2023-06-0120561.418634920374
2023-07-0121289.389254122347
2023-08-0121740.049575951518
2023-09-0122125.216583901907
2023-10-0122371.769894630375
2023-11-0122941.81043416264
2023-12-0123248.799980103297
2024-01-0124277.542425573894
2024-02-0125314.07774636678
2024-03-0126295.5655223299
2024-04-0126484.08678278604
2024-05-0126994.437213466754
2024-06-0127481.823532825412
2024-07-0127434.568863317938
2024-08-0126450.26238777016
2024-09-0126737.935551263025
2024-10-0126698.473757077838
2024-11-0127076.676918995545
2024-12-0128060.817588685408
2025-01-0128004.02908234748
2025-02-0127452.227187186523
2025-03-0128401.631529641938
2025-04-0128328.59404922776
2025-05-0129269.95680757401
2025-06-0130144.251096391235
2025-07-0130503.469487576993
2025-08-0132980.60900491614
2025-09-0134352.237964567285
2025-10-0135468.02848544639
2025-11-0137070.707908110395
2025-12-0138466.46162008904
2026-01-0142327.74843935236
2026-02-0147545.90749691187
2026-03-0145066.03218291702
2026-04-0146309.57611732423
Annual Return Matrix
YearAnnual Return
20170.295639868859809
2018-0.186926196269262
20190.18255994892869976
2020-0.032260966873042474
20210.11657001406208245
20220.05023548697665969
20230.38960794418457123
20240.20697918226748535
20250.3708246917081761
20260.2038948779510079
Total Factor Risk
0.22721147020633575
VTI.US Exposure
0.05710408112907911
VEA.US Exposure
0.30142696234498717
VWO.US Exposure
0.00501271587091458
QQQ.US Exposure
0.0301920616652652
VTV.US Exposure
-0.00007211917776407488
IJR.US Exposure
-0.008664880820136112
QUAL.US Exposure
-0.06455563957739044
SHV.US Exposure
0.4932419593135471
TLT.US Exposure
-0.0039299364033353506
LQD.US Exposure
0.0021075129772253134
HYG.US Exposure
0.001059042732146259
GLD.US Exposure
0.008839684058470803
USO.US Exposure
-0.0005991169136797938
VNQ.US Exposure
-0.0047155421154908665
BTC-USD.CC Exposure
-0.0013832685934775267
CPER.US Exposure
-0.010338464046944005
VIX.INDX Exposure
0.017869837675616305
UUP.US Exposure
0.11212638946476271
TIP.US Exposure
-0.000037967056390452804
Idiosyncratic Exposure
0.06531668747259393
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.7%

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 →14.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.41%
Market Cap$19.9B
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
$46
Avg Yield on Cost
0.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$45.60.46%Solid

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 →
+3.3%
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 →
+24.9%
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 →
3.0% 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 →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS.US) has an annualized volatility of 22.7% and experienced a maximum drawdown of 25.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DXJS.US has generated a Compound Annual Growth Rate (CAGR) of 16.6%. It has had a positive return in 80% 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.

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