DXJ vs ESGE

Comparison between WISDOMTREE JAPAN HEDGED EQUITY FUND (DXJ, ETF) and ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF).

5-Year PerformanceDXJ has outperformed ESGE, delivering a return of +25.9% compared to +6.8%

DXJ vs ESGE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DXJ(ETF)	ESGE(ETF)
Net Assets	$5.80B	$5.90B
Expense Ratio	0.48%	0.25%
Max Drawdown	51.15%	43.02%
Sharpe Ratio	2.31	2.24
5Y Beta	0.94	0.79
5Y Dividends CAGR	28.07%	6.30%

Net Assets

DXJ

$5.80B

Winner

ESGE

$5.90B

Expense Ratio

DXJ

0.48%

Winner

ESGE

0.25%

Max Drawdown

DXJ

51.15%

Winner

ESGE

43.02%

Sharpe Ratio

Winner

DXJ

2.31

ESGE

2.24

5Y Beta

DXJ

0.94

Winner

ESGE

0.79

5Y Dividends CAGR

Winner

DXJ

28.07%

ESGE

6.30%

DXJ vs ESGE - Historical Returns

Returns include dividend reinvestment.

Period	DXJ	ESGE
1 month	-0.44%	+12.24%
3 months	+0.92%	+11.64%
6 months	+22.89%	+25.05%
1 year	+52.93%	+55.71%
5 years(CAGR)	+25.87%	+6.82%
10 years(CAGR)	+17.86%	+9.61%
Max(CAGR)	+9.28%	+9.61%

DXJ

-0.44%

Winner

ESGE

+12.24%

DXJ

+0.92%

Winner

ESGE

+11.64%

DXJ

+22.89%

Winner

ESGE

+25.05%

DXJ

+52.93%

Winner

ESGE

+55.71%

5Y(CAGR)

Winner

DXJ

+25.87%

ESGE

+6.82%

10Y(CAGR)

Winner

DXJ

+17.86%

ESGE

+9.61%

Max(CAGR)

DXJ

+9.28%

Winner

ESGE

+9.61%

DXJ vs ESGE - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DXJ	ESGE
2026	+14.89%	+19.65%
2025	+32.75%	+36.02%
2024	+29.70%	+8.19%
2023	+41.60%	+8.71%
2022	+5.50%	-22.85%
2021	+20.02%	-3.53%
2020	+2.94%	+16.63%
2019	+18.74%	+20.03%
2018	-19.93%	-16.97%
2017	+20.68%	+38.88%
2016	+3.34%	-0.73%
2015	+6.84%	N/A
2014	+10.26%	N/A
2013	+37.17%	N/A
2012	+17.73%	N/A
2011	-16.75%	N/A
2010	-3.89%	N/A
2009	+0.88%	N/A
2008	-20.38%	N/A
2007	-7.22%	N/A
2006	+10.57%	N/A

DXJ vs ESGE Drawdown Comparison

The maximum drawdown for DXJ was -49.55%, occurring on Mar 9, 2009. Recovery took 1899 trading sessions.

The maximum drawdown for ESGE was -41.04%, occurring on Oct 24, 2022. Recovery took 1147 trading sessions.

The current DXJ drawdown is -2.09%.

Rank	DXJ	ESGE
#1	-49.55% Feb 26, 2007 - Sep 10, 2014	-41.04% Feb 17, 2021 - Sep 11, 2025
#2	-39.12% Jan 17, 2018 - Feb 8, 2021	-36.60% Jan 26, 2018 - Nov 5, 2020
#3	-33.59% Jun 1, 2015 - Oct 3, 2017	-13.90% Feb 25, 2026 - Apr 17, 2026
#4	-22.19% Jul 10, 2024 - Mar 24, 2025	-9.86% Sep 7, 2016 - Feb 10, 2017
#5	-16.57% Mar 25, 2025 - Jun 27, 2025	-5.49% Jan 21, 2021 - Feb 9, 2021
#6	-11.78% Jan 12, 2022 - Mar 24, 2022	-4.97% Nov 22, 2017 - Dec 29, 2017
#7	-11.41% Sep 26, 2014 - Oct 31, 2014	-4.75% Oct 29, 2025 - Jan 2, 2026
#8	-10.98% Feb 25, 2026 - Mar 20, 2026	-4.72% Oct 8, 2025 - Oct 20, 2025
#9	-9.73% Jun 30, 2006 - Aug 15, 2006	-3.63% Jan 28, 2026 - Feb 10, 2026
#10	-9.11% Dec 5, 2014 - Feb 18, 2015	-2.99% May 16, 2017 - May 26, 2017
#11	-8.74% Sep 19, 2023 - Jan 5, 2024	-2.97% Sep 19, 2017 - Oct 5, 2017
#12	-8.53% Mar 8, 2023 - Apr 21, 2023	-2.91% Aug 8, 2017 - Aug 22, 2017
#13	-8.31% Sep 13, 2021 - Jan 4, 2022	-2.69% Nov 27, 2020 - Dec 3, 2020
#14	-6.82% Aug 18, 2022 - Nov 8, 2022	-2.68% Feb 23, 2017 - Mar 15, 2017
#15	-6.68% Jun 7, 2022 - Aug 17, 2022	-2.52% Mar 20, 2017 - Apr 25, 2017

Correlation

Correlation between DXJ and ESGE is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74

-101

Dividend Comparison (2006 - 2025)

DXJ vs ESGE dividend yield comparison.

Year	DXJ	ESGE
2025	1.29%	2.50%
2024	3.48%	2.41%
2023	3.44%	2.65%
2022	3.02%	2.68%
2021	2.64%	2.66%
2020	2.53%	1.31%
2019	2.47%	2.59%
2018	2.92%	2.19%
2017	2.30%	1.86%
2016	1.98%	0.27%
2015	5.95%	0.00%
2014	11.61%	0.00%
2013	2.44%	0.00%
2012	1.50%	0.00%
2011	2.38%	0.00%
2010	1.18%	0.00%
2009	1.86%	0.00%
2008	2.03%	0.00%
2007	0.94%	0.00%
2006	0.38%	0.00%