FXE vs DFJ

Comparison between Invesco CurrencyShares Euro Trust (FXE, ETF) and WISDOMTREE JAPAN SMALLCAP DIVIDEND FUND (DFJ, ETF).

5-Year PerformanceDFJ has outperformed FXE, delivering a return of +10.2% compared to +0.1%

FXE vs DFJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXE(ETF)	DFJ(ETF)
Net Assets	$374M	$374M
Expense Ratio	0.40%	0.58%
Max Drawdown	44.67%	46.70%
Sharpe Ratio	-0.77	1.35
5Y Beta	-0.00	0.48
5Y Dividends CAGR	N/A	18.84%

Net Assets

Winner

FXE

$374M

DFJ

$374M

Expense Ratio

Winner

FXE

0.40%

DFJ

0.58%

Max Drawdown

Winner

FXE

44.67%

DFJ

46.70%

Sharpe Ratio

FXE

-0.77

Winner

DFJ

1.35

5Y Beta

Winner

FXE

-0.00

DFJ

0.48

5Y Dividends CAGR

FXE

N/A

DFJ

18.84%

FXE vs DFJ - Historical Returns

Returns include dividend reinvestment.

Period	FXE	DFJ
1 month	-0.12%	-0.73%
3 months	-2.58%	+4.70%
6 months	-2.10%	+7.11%
1 year	-1.75%	+27.77%
5 years(CAGR)	+0.10%	+10.21%
10 years(CAGR)	+0.31%	+8.91%
Max(CAGR)	+0.08%	+5.94%

Winner

FXE

-0.12%

DFJ

-0.73%

FXE

-2.58%

Winner

DFJ

+4.70%

FXE

-2.10%

Winner

DFJ

+7.11%

FXE

-1.75%

Winner

DFJ

+27.77%

5Y(CAGR)

FXE

+0.10%

Winner

DFJ

+10.21%

10Y(CAGR)

FXE

+0.31%

Winner

DFJ

+8.91%

Max(CAGR)

FXE

+0.08%

Winner

DFJ

+5.94%

FXE vs DFJ - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	FXE	DFJ
2026	-2.28%	+11.19%
2025	+15.55%	+32.00%
2024	-3.36%	+3.57%
2023	+6.37%	+21.71%
2022	-5.88%	-8.90%
2021	-8.08%	+1.91%
2020	+8.40%	+0.11%
2019	-1.97%	+16.27%
2018	-5.78%	-18.93%
2017	+14.54%	+31.33%
2016	-3.55%	+13.37%
2015	-9.98%	+18.01%
2014	-11.81%	-2.00%
2013	+3.90%	+16.59%
2012	+0.72%	+5.09%
2011	-2.84%	-4.39%
2010	-7.48%	+15.08%
2009	+3.32%	-0.91%
2008	-2.02%	-12.90%
2007	+14.49%	-10.73%
2006	+12.27%	+1.74%
2005	-0.88%	N/A

FXE vs DFJ Drawdown Comparison

The maximum drawdown for FXE was -43.32%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The maximum drawdown for DFJ was -45.97%, occurring on Oct 10, 2008. Recovery took 1531 trading sessions.

The current FXE drawdown is -29.11%. The current DFJ drawdown is -4.57%.

Rank	FXE	DFJ
#1	-43.32% Jul 11, 2008 - Sep 27, 2022	-45.97% Feb 26, 2007 - Mar 26, 2013
#2	-3.60% Nov 26, 2007 - Jan 14, 2008	-40.00% Jan 26, 2018 - Mar 19, 2021
#3	-3.54% Jan 23, 2006 - Apr 4, 2006	-29.72% Sep 16, 2021 - Mar 6, 2024
#4	-3.49% Apr 22, 2008 - Jul 2, 2008	-15.24% May 8, 2013 - Jan 17, 2014
#5	-3.04% Jun 2, 2006 - Aug 4, 2006	-13.83% Aug 10, 2015 - Jun 6, 2016
#6	-3.01% Dec 1, 2006 - Mar 15, 2007	-13.03% Feb 27, 2026 - Mar 20, 2026
#7	-2.74% Jan 30, 2008 - Feb 26, 2008	-12.59% Mar 19, 2025 - Apr 21, 2025
#8	-2.73% Jul 20, 2007 - Sep 7, 2007	-12.12% Jul 28, 2014 - Mar 16, 2015
#9	-2.63% Aug 21, 2006 - Nov 9, 2006	-10.77% Jul 31, 2024 - Aug 27, 2024
#10	-2.25% Apr 27, 2007 - Jul 2, 2007	-10.61% Aug 18, 2006 - Jan 24, 2007
#11	-2.09% Mar 17, 2008 - Mar 26, 2008	-9.84% Jun 30, 2006 - Aug 18, 2006
#12	-1.72% Jan 14, 2008 - Jan 30, 2008	-9.62% Sep 26, 2024 - Mar 17, 2025
#13	-1.52% Apr 5, 2006 - Apr 18, 2006	-8.89% Jan 21, 2014 - Jun 18, 2014
#14	-1.51% May 12, 2006 - Jun 2, 2006	-8.53% Mar 22, 2021 - Sep 7, 2021
#15	-1.47% Dec 16, 2005 - Jan 3, 2006	-6.78% Sep 16, 2025 - Dec 15, 2025

Correlation

Correlation between FXE and DFJ is -0.67 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.67

-101

Dividend Comparison (2006 - 2026)

FXE vs DFJ dividend yield comparison.

Year	FXE	DFJ
2026	0.44%	1.25%
2025	0.94%	2.68%
2024	2.28%	2.46%
2023	1.49%	2.43%
2022	0.01%	2.62%
2021	0.00%	2.07%
2020	0.00%	2.59%
2019	0.00%	2.24%
2018	0.00%	1.89%
2017	0.00%	1.60%
2016	0.00%	1.76%
2015	0.00%	1.23%
2014	0.00%	1.63%
2013	0.00%	2.20%
2012	0.00%	2.23%
2011	0.23%	2.15%
2010	0.01%	1.70%
2009	0.34%	1.88%
2008	3.57%	1.18%
2007	3.01%	1.37%
2006	1.97%	0.10%