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DXJ: WisdomTree Japan Hedged Equity Fund (ETF)
Basic Info 108.13 0.92(0.86%) May 03
Asset Class: | JAPAN STOCK |
MyPlanIQ Rating: | (14%) |
Start Date: | 06/16/2006 |
Last Dividend Date: | 03/22/2024 |
12-Mo. Yield | 2.93% |
Expenses | 0.48% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/16/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | 23.2 | 54.7 | 25.6 | 19.3 | 13.1 | 11.3 | 7.5 | 42.0 | 6.0 | 18.0 | 4.0 | 18.9 | -19.8 | 22.8 | 1.2 | 7.7 | 8.1 | 41.4 | 19.6 | -16.1 | -1.8 | 1.9 | -20.8 | -7.3 | 10.6 |
Sharpe Ratio | NA | 6.16 | 3.27 | 1.43 | 0.85 | 0.59 | NA | 0.29 | 2.32 | 0.27 | 1.12 | 0.11 | 1.08 | -1.08 | 1.74 | 0.03 | 0.33 | 0.41 | 1.55 | 1.24 | -0.73 | -0.1 | 0.07 | -0.56 | -0.69 | 0.94 |
Draw Down(%) | NA | 4.2 | 8.7 | 11.8 | 34.7 | 39.1 | NA | 49.6 | 8.7 | 11.8 | 8.3 | 33.9 | 13.1 | 26.5 | 8.4 | 24.2 | 20.6 | 11.8 | 19.2 | 18.7 | 25.0 | 19.0 | 27.7 | 41.1 | 14.6 | 9.7 |
Standard Deviation(%) | NA | 14.1 | 16.0 | 16.4 | 20.8 | 20.8 | NA | 22.3 | 16.4 | 17.0 | 16.1 | 33.2 | 16.3 | 19.5 | 12.8 | 27.1 | 23.4 | 19.4 | 26.7 | 15.9 | 22.1 | 19.0 | 25.6 | 38.9 | 15.0 | 18.2 |
Treynor Ratio | NA | 1.24 | 0.73 | 0.39 | 0.22 | 0.13 | NA | 0.08 | 0.59 | 0.09 | 0.22 | 0.03 | 0.16 | -0.21 | 0.3 | 0.01 | 0.06 | 0.07 | 0.32 | 0.2 | -0.19 | -0.02 | 0.02 | -0.29 | -0.14 | 0.27 |
Alpha | NA | 0.26 | 0.15 | 0.1 | 0.06 | 0.03 | NA | 0.02 | 0.1 | 0.07 | 0.06 | -0.08 | -0.03 | -0.02 | 0.0 | 0.0 | -0.01 | 0.07 | 0.03 | 0.04 | -0.01 | -0.05 | -0.03 | 0.04 | -0.03 | 0.04 |
Beta | NA | 0.7 | 0.71 | 0.6 | 0.81 | 0.93 | NA | 0.86 | 0.64 | 0.5 | 0.8 | 1.13 | 1.09 | 1.01 | 0.75 | 1.21 | 1.25 | 1.16 | 1.29 | 0.98 | 0.85 | 0.91 | 0.77 | 0.74 | 0.74 | 0.63 |
RSquared | NA | 0.48 | 0.44 | 0.46 | 0.57 | 0.59 | NA | 0.61 | 0.34 | 0.5 | 0.62 | 0.75 | 0.63 | 0.74 | 0.22 | 0.6 | 0.78 | 0.67 | 0.74 | 0.71 | 0.76 | 0.6 | 0.6 | 0.65 | 0.75 | 0.43 |
Yield(%) | N/A | 0.3 | 3.7 | 3.8 | 3.7 | 4.8 | 4.8 | N/A | 4.7 | 3.1 | 3.1 | 2.5 | 2.8 | 2.3 | 2.7 | 2.0 | 6.0 | 11.5 | 3.3 | 1.7 | 1.9 | 1.1 | 1.8 | 1.6 | 0.9 | 0.4 |
Dividend Growth(%) | N/A | -90.1 | 5.5 | 70.6 | -22.8 | N/A | N/A | N/A | 55.7 | 17.6 | 19.6 | 4.5 | -2.2 | -0.7 | 37.4 | -66.8 | -47.9 | 361.3 | 125.5 | -26.7 | 70.5 | -39.7 | -8.8 | 66.7 | 128.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/16/2006
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