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SPLV vs DXJ

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

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

SPLV vs DXJ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

SPLV vs DXJ - Historical Returns

Returns include dividend reinvestment.

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

SPLV vs DXJ - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearSPLVDXJ
2026+5.54%+18.06%
2025+4.53%+32.75%
2024+12.93%+29.70%
2023+0.57%+41.60%
2022-3.95%+5.50%
2021+25.59%+20.02%
2020-0.65%+2.94%
2019+29.84%+18.74%
2018+0.54%-19.93%
2017+17.18%+20.68%
2016+11.86%+3.34%
2015+3.90%+6.84%
2014+18.78%+10.26%
2013+20.63%+37.17%
2012+10.55%+17.73%
2011+6.95%-16.75%
2010N/A-3.89%
2009N/A+0.88%
2008N/A-20.38%
2007N/A-7.22%
2006N/A+10.57%

SPLV vs DXJ Drawdown Comparison

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

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

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

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

Correlation

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

0.86
-101

Dividend Comparison (2006 - 2026)

SPLV vs DXJ dividend yield comparison.

YearSPLVDXJ
20260.91%0.00%
20252.04%1.29%
20241.88%3.48%
20232.45%3.44%
20222.11%3.02%
20211.51%2.64%
20202.12%2.53%
20192.08%2.47%
20182.18%2.92%
20172.03%2.30%
20162.03%1.98%
20152.28%5.95%
20142.20%11.61%
20132.60%2.44%
20123.01%1.50%
20112.11%2.38%
20100.00%1.18%
20090.00%1.86%
20080.00%2.03%
20070.00%0.94%
20060.00%0.38%

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