HEDJ vs SPY
Comparison between WISDOMTREE EUROPE HEDGED EQUITY FUND (HEDJ, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed HEDJ, delivering a return of +13.2% compared to +10.9%
HEDJ vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HEDJ
$1.80B
Winner
SPY
$781B
Expense Ratio
HEDJ
0.58%
Winner
SPY
0.09%
Max Drawdown
Winner
HEDJ
38.18%
SPY
56.47%
Sharpe Ratio
HEDJ
1.09
Winner
SPY
1.43
5Y Beta
Winner
HEDJ
0.78
SPY
1.00
P/E Ratio
HEDJ
N/A
SPY
26.48
Forward P/E
HEDJ
N/A
SPY
20.89
PEG Ratio
HEDJ
N/A
SPY
0.30
5Y Dividends CAGR
Winner
HEDJ
11.89%
SPY
6.00%
5Y EPS CAGR
HEDJ
N/A
SPY
26.40%
Debt to Equity
HEDJ
N/A
SPY
48.17%
P/S Ratio
HEDJ
N/A
SPY
3.72
P/B Ratio
HEDJ
N/A
SPY
5.55
HEDJ vs SPY - Holdings Comparison
HEDJ and SPY have 1 common holdings. Overlap is 0.00%
HEDJ's top 25 holdings weight is 62.96%. SPY's top 25 holdings weight is 51.49%.
| Rank | HEDJ | SPY |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 7.01% | NVIDIA CORP (NVDA) - 7.76% |
| #2 | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 6.57% | APPLE INC (AAPL) - 7.44% |
| #3 | BANCO SANTANDER SA (n/a) - 4.61% | MICROSOFT CORP (MSFT) - 4.56% |
| #4 | LVMH MOET HENNESSY LOUIS VUITTON SE (n/a) - 4.24% | AMAZON.COM INC (AMZN) - 3.74% |
| #5 | SIEMENS AG (n/a) - 4.22% | ALPHABET INC CLASS A (GOOGL) - 3.14% |
| #6 | DEUTSCHE TELEKOM AG (n/a) - 3.74% | BROADCOM INC (AVGO) - 2.83% |
| #7 | SANOFI SA (n/a) - 3.62% | ALPHABET INC CLASS C (GOOG) - 2.53% |
| #8 | L'OREAL SA (n/a) - 3.18% | META PLATFORMS INC CLASS A (META) - 2.18% |
| #9 | ANHEUSER-BUSCH INBEV SA/NV (n/a) - 2.66% | MICRON TECHNOLOGY INC (MU) - 1.69% |
| #10 | BASF SE (n/a) - 2.01% | TESLA INC (TSLA) - 1.65% |
| #11 | SCHNEIDER ELECTRIC SE (n/a) - 1.90% | ELI LILLY AND CO (LLY) - 1.44% |
| #12 | n/a (n/a) - 1.72% | JPMORGAN CHASE & CO (JPM) - 1.43% |
| #13 | DAIMLER TRUCK HOLDING AG ORDINARY SHARES (n/a) - 1.67% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.39% |
| #14 | BAYERISCHE MOTOREN WERKE AG (n/a) - 1.59% | ADVANCED MICRO DEVICES INC (AMD) - 1.37% |
| #15 | TENARIS SA (n/a) - 1.51% | EXXONMOBIL HOLDINGS CORP (XOM) - 0.97% |
| #16 | AIR LIQUIDE SA (n/a) - 1.49% | JOHNSON & JOHNSON (JNJ) - 0.93% |
| #17 | DANONE SA (n/a) - 1.47% | VISA INC CLASS A (V) - 0.91% |
| #18 | SAP SE (n/a) - 1.44% | INTEL CORP (INTC) - 0.77% |
| #19 | HEINEKEN NV (n/a) - 1.35% | WALMART INC (WMT) - 0.75% |
| #20 | MAPFRE SA (n/a) - 1.28% | ABBVIE INC (ABBV) - 0.70% |
| #21 | FERROVIAL NV (n/a) - 1.20% | APPLIED MATERIALS INC (AMAT) - 0.69% |
| #22 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 1.17% | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #23 | KONE OYJ CLASS B (n/a) - 1.14% | MASTERCARD INC CLASS A (MA) - 0.67% |
| #24 | AEGON LTD (n/a) - 1.10% | COSTCO WHOLESALE CORP (COST) - 0.64% |
| #25 | KONINKLIJKE PHILIPS NV (n/a) - 1.07% | CATERPILLAR INC (CAT) - 0.63% |
| Total Holdings | 133 | 505 |
HEDJ vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
HEDJ
+1.12%
Winner
SPY
+2.30%
3M
HEDJ
+4.94%
Winner
SPY
+5.00%
6M
HEDJ
+7.44%
Winner
SPY
+11.88%
1Y
HEDJ
+21.40%
Winner
SPY
+22.80%
5Y(CAGR)
HEDJ
+10.93%
Winner
SPY
+13.20%
10Y(CAGR)
HEDJ
+10.98%
Winner
SPY
+15.26%
Max(CAGR)
Winner
HEDJ
+9.06%
SPY
+8.59%
HEDJ vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | HEDJ | SPY |
|---|---|---|
| 2026 | +10.07% | +13.10% |
| 2025 | +23.50% | +18.00% |
| 2024 | +5.60% | +25.59% |
| 2023 | +23.15% | +26.72% |
| 2022 | -11.43% | -18.64% |
| 2021 | +22.25% | +30.52% |
| 2020 | -4.98% | +17.28% |
| 2019 | +27.10% | +31.09% |
| 2018 | -9.15% | -5.24% |
| 2017 | +12.11% | +20.78% |
| 2016 | +11.53% | +13.59% |
| 2015 | +5.16% | +1.31% |
| 2014 | +6.74% | +14.56% |
| 2013 | +19.10% | +29.00% |
| 2012 | +18.69% | +14.17% |
| 2011 | -10.30% | +0.85% |
| 2010 | +1.41% | +13.14% |
| 2009 | +0.00% | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
HEDJ vs SPY Drawdown Comparison
The maximum drawdown for HEDJ was -38.18%, occurring on Mar 16, 2020. Recovery took 270 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current HEDJ drawdown is -0.13%. The current SPY drawdown is -0.36%.
| Rank | HEDJ | SPY |
|---|---|---|
| #1 | -38.18% Feb 12, 2020 - Mar 10, 2021 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -26.09% Apr 10, 2015 - Mar 9, 2017 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -22.22% Jan 4, 2022 - Feb 15, 2023 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -21.93% Feb 17, 2011 - Dec 6, 2012 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -16.93% May 22, 2018 - Apr 5, 2019 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -15.93% Mar 19, 2025 - May 16, 2025 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -13.36% Apr 14, 2010 - Jan 12, 2011 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -12.12% Apr 1, 2024 - Jan 30, 2025 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -12.04% Jun 19, 2014 - Dec 3, 2014 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -11.90% Feb 25, 2026 - May 26, 2026 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -11.01% May 21, 2013 - Aug 13, 2013 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -10.52% Jul 28, 2023 - Dec 5, 2023 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -10.14% Jan 19, 2010 - Mar 29, 2010 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -8.96% Jan 23, 2018 - May 16, 2018 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -8.61% Jul 24, 2019 - Oct 23, 2019 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between HEDJ and SPY is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (1999 - 2026)
HEDJ vs SPY dividend yield comparison.
| Year | HEDJ | SPY |
|---|---|---|
| 2026 | 1.70% | 0.48% |
| 2025 | 1.63% | 1.07% |
| 2024 | 3.28% | 1.21% |
| 2023 | 3.31% | 1.40% |
| 2022 | 2.83% | 1.65% |
| 2021 | 2.08% | 1.20% |
| 2020 | 2.65% | 1.52% |
| 2019 | 1.82% | 1.75% |
| 2018 | 2.73% | 2.04% |
| 2017 | 2.27% | 1.80% |
| 2016 | 2.74% | 2.03% |
| 2015 | 9.44% | 2.06% |
| 2014 | 5.83% | 1.87% |
| 2013 | 1.85% | 1.81% |
| 2012 | 2.27% | 2.18% |
| 2011 | 3.39% | 2.05% |
| 2010 | 3.53% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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