DXJ vs JMST

Comparison between WISDOMTREE JAPAN HEDGED EQUITY FUND (DXJ, ETF) and JPMorgan Ultra-Short Municipal Income ETF (JMST, ETF).

5-Year PerformanceDXJ has outperformed JMST, delivering a return of +27.3% compared to +2.2%

DXJ vs JMST - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DXJ(ETF)	JMST(ETF)
Net Assets	$6.20B	$6.20B
Expense Ratio	0.48%	0.18%
Max Drawdown	51.15%	2.41%
Sharpe Ratio	2.33	-1.12
5Y Beta	0.94	0.00
5Y Dividends CAGR	28.07%	37.41%

Net Assets

DXJ

$6.20B

JMST

$6.20B

Expense Ratio

DXJ

0.48%

Winner

JMST

0.18%

Max Drawdown

DXJ

51.15%

Winner

JMST

2.41%

Sharpe Ratio

Winner

DXJ

2.33

JMST

-1.12

5Y Beta

DXJ

0.94

Winner

JMST

0.00

5Y Dividends CAGR

DXJ

28.07%

Winner

JMST

37.41%

DXJ vs JMST - Historical Returns

Returns include dividend reinvestment.

Period	DXJ	JMST
1 month	+3.47%	+0.16%
3 months	+2.80%	+0.18%
6 months	+25.29%	+1.22%
1 year	+54.68%	+3.03%
5 years(CAGR)	+27.28%	+2.24%
10 years(CAGR)	+18.20%	N/A
Max(CAGR)	+9.43%	+2.12%

Winner

DXJ

+3.47%

JMST

+0.16%

Winner

DXJ

+2.80%

JMST

+0.18%

Winner

DXJ

+25.29%

JMST

+1.22%

Winner

DXJ

+54.68%

JMST

+3.03%

5Y(CAGR)

Winner

DXJ

+27.28%

JMST

+2.24%

10Y(CAGR)

DXJ

+18.20%

JMST

N/A

Max(CAGR)

Winner

DXJ

+9.43%

JMST

+2.12%

DXJ vs JMST - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DXJ	JMST
2026	+18.30%	+0.76%
2025	+32.75%	+3.33%
2024	+29.70%	+3.33%
2023	+41.60%	+3.57%
2022	+5.50%	+0.09%
2021	+20.02%	+0.33%
2020	+2.94%	+2.00%
2019	+18.74%	+2.07%
2018	-19.93%	+0.70%
2017	+20.68%	N/A
2016	+3.34%	N/A
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 JMST Drawdown Comparison

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

The maximum drawdown for JMST was -2.41%, occurring on Mar 20, 2020. Recovery took 29 trading sessions.

The current JMST drawdown is -0.04%.

Rank	DXJ	JMST
#1	-49.55% Feb 26, 2007 - Sep 10, 2014	-2.41% Mar 9, 2020 - Apr 20, 2020
#2	-39.12% Jan 17, 2018 - Feb 8, 2021	-1.15% Dec 29, 2021 - Dec 13, 2022
#3	-33.59% Jun 1, 2015 - Oct 3, 2017	-0.71% Apr 1, 2025 - May 15, 2025
#4	-22.19% Jul 10, 2024 - Mar 24, 2025	-0.32% May 16, 2023 - Jun 6, 2023
#5	-16.57% Mar 25, 2025 - Jun 27, 2025	-0.26% Jan 31, 2023 - Mar 10, 2023
#6	-11.78% Jan 12, 2022 - Mar 24, 2022	-0.25% Oct 29, 2025 - Nov 6, 2025
#7	-11.41% Sep 26, 2014 - Oct 31, 2014	-0.25% Apr 13, 2023 - May 11, 2023
#8	-10.98% Feb 25, 2026 - May 13, 2026	-0.22% Sep 13, 2023 - Oct 10, 2023
#9	-9.73% Jun 30, 2006 - Aug 15, 2006	-0.21% Mar 17, 2026 - Apr 20, 2026
#10	-9.11% Dec 5, 2014 - Feb 18, 2015	-0.20% Mar 25, 2025 - Apr 1, 2025
#11	-8.74% Sep 19, 2023 - Jan 5, 2024	-0.19% Sep 20, 2021 - Dec 29, 2021
#12	-8.53% Mar 8, 2023 - Apr 21, 2023	-0.18% Aug 21, 2019 - Oct 4, 2019
#13	-8.31% Sep 13, 2021 - Jan 4, 2022	-0.17% Nov 5, 2024 - Nov 8, 2024
#14	-6.82% Aug 18, 2022 - Nov 8, 2022	-0.17% Aug 6, 2024 - Aug 19, 2024
#15	-6.68% Jun 7, 2022 - Aug 17, 2022	-0.16% Jan 31, 2024 - Feb 15, 2024

Correlation

Correlation between DXJ and JMST is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2006 - 2026)

DXJ vs JMST dividend yield comparison.

Year	DXJ	JMST
2026	0.00%	0.86%
2025	1.29%	2.84%
2024	3.48%	3.32%
2023	3.44%	3.09%
2022	3.02%	1.10%
2021	2.64%	0.27%
2020	2.53%	0.87%
2019	2.47%	1.63%
2018	2.92%	0.28%
2017	2.30%	0.00%
2016	1.98%	0.00%
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%