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DXJ vs SPLV

Comparison between WISDOMTREE JAPAN HEDGED EQUITY FUND (DXJ, ETF) and INVESCO S&P 500 LOW VOLATILITY ETF (SPLV, ETF).

5-Year PerformanceDXJ has outperformed SPLV, delivering a return of +26.0% compared to +6.1%

DXJ vs SPLV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DXJ
$6.90B
SPLV
$6.90B
Expense Ratio
DXJ
0.48%
Winner
SPLV
0.25%
Max Drawdown
DXJ
51.15%
Winner
SPLV
36.56%
Sharpe Ratio
Winner
DXJ
2.30
SPLV
0.16
5Y Beta
DXJ
0.95
Winner
SPLV
0.33
P/E Ratio
DXJ
N/A
SPLV
20.96
Forward P/E
DXJ
N/A
SPLV
20.25
PEG Ratio
DXJ
N/A
SPLV
0.86
5Y Dividends CAGR
Winner
DXJ
28.07%
SPLV
10.28%
5Y EPS CAGR
DXJ
N/A
SPLV
11.32%
Debt to Equity
DXJ
N/A
SPLV
57.17%
P/S Ratio
DXJ
N/A
SPLV
3.40
P/B Ratio
DXJ
N/A
SPLV
2.80

DXJ vs SPLV - Historical Returns

Returns include dividend reinvestment.

1M
DXJ
+1.23%
Winner
SPLV
+2.06%
3M
Winner
DXJ
+9.19%
SPLV
+0.44%
6M
Winner
DXJ
+19.84%
SPLV
+5.16%
1Y
Winner
DXJ
+53.34%
SPLV
+4.09%
5Y(CAGR)
Winner
DXJ
+25.96%
SPLV
+6.11%
10Y(CAGR)
Winner
DXJ
+18.61%
SPLV
+8.40%
Max(CAGR)
DXJ
+9.38%
Winner
SPLV
+10.07%

DXJ vs SPLV - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearDXJSPLV
2026+18.06%+5.54%
2025+32.75%+4.53%
2024+29.70%+12.93%
2023+41.60%+0.57%
2022+5.50%-3.95%
2021+20.02%+25.59%
2020+2.94%-0.65%
2019+18.74%+29.84%
2018-19.93%+0.54%
2017+20.68%+17.18%
2016+3.34%+11.86%
2015+6.84%+3.90%
2014+10.26%+18.78%
2013+37.17%+20.63%
2012+17.73%+10.55%
2011-16.75%+6.95%
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 SPLV Drawdown Comparison

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

The maximum drawdown for SPLV was -36.25%, occurring on Mar 23, 2020. Recovery took 297 trading sessions.

The current DXJ drawdown is -1.34%. The current SPLV drawdown is -3.31%.

RankDXJSPLV
#1-49.55%
Feb 26, 2007 - Sep 10, 2014
-36.25%
Feb 14, 2020 - Apr 21, 2021
#2-39.12%
Jan 17, 2018 - Feb 8, 2021
-17.26%
Apr 20, 2022 - Jun 24, 2024
#3-33.59%
Jun 1, 2015 - Oct 3, 2017
-12.49%
Jul 7, 2011 - Oct 27, 2011
#4-22.19%
Jul 10, 2024 - Mar 24, 2025
-11.51%
Dec 3, 2018 - Feb 8, 2019
#5-16.57%
Mar 25, 2025 - Jun 27, 2025
-11.30%
Aug 18, 2015 - Oct 28, 2015
#6-11.78%
Jan 12, 2022 - Mar 24, 2022
-9.10%
Mar 3, 2025 - Aug 20, 2025
#7-11.41%
Sep 26, 2014 - Oct 31, 2014
-9.02%
Dec 31, 2021 - Apr 6, 2022
#8-10.98%
Feb 25, 2026 - May 13, 2026
-8.91%
Jan 26, 2018 - Jul 26, 2018
#9-9.73%
Jun 30, 2006 - Aug 15, 2006
-8.59%
Nov 29, 2024 - Mar 3, 2025
#10-9.11%
Dec 5, 2014 - Feb 18, 2015
-7.72%
Jul 22, 2016 - Feb 16, 2017
#11-8.74%
Sep 19, 2023 - Jan 5, 2024
-7.52%
Dec 29, 2015 - Mar 11, 2016
#12-8.53%
Mar 8, 2023 - Apr 21, 2023
-7.41%
Mar 2, 2026 - Jun 1, 2026
#13-8.31%
Sep 13, 2021 - Jan 4, 2022
-7.13%
May 17, 2013 - Jul 18, 2013
#14-6.82%
Aug 18, 2022 - Nov 8, 2022
-6.02%
Sep 13, 2018 - Nov 30, 2018
#15-6.68%
Jun 7, 2022 - Aug 17, 2022
-6.02%
Oct 27, 2011 - Dec 20, 2011

Correlation

Correlation between DXJ and SPLV is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86
-101

Dividend Comparison (2006 - 2026)

DXJ vs SPLV dividend yield comparison.

YearDXJSPLV
20260.00%0.91%
20251.29%2.04%
20243.48%1.88%
20233.44%2.45%
20223.02%2.11%
20212.64%1.51%
20202.53%2.12%
20192.47%2.08%
20182.92%2.18%
20172.30%2.03%
20161.98%2.03%
20155.95%2.28%
201411.61%2.20%
20132.44%2.60%
20121.50%3.01%
20112.38%2.11%
20101.18%0.00%
20091.86%0.00%
20082.03%0.00%
20070.94%0.00%
20060.38%0.00%

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