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WisdomTree Japan SmallCap Dividend Fund (DFJ)

75.34 +0.56 (+0.74%)
At close: November 21 at 3:58 PM EST

ETF Summary

Under normal circumstances, at least 95% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in constituent securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such constituent securities. The index is a fundamentally weighted index that is comprised of dividend-paying small capitalization companies in Japan. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 1.74%
5y Average Return 2.98%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.72
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DFJCategory AverageDFJCategory AverageDFJCategory Average
Alpha 1.12 1.99 -0.96 1.45 2.69 3.05
BETA 0.72 0.78 0.62 0.7 0.67 0.73
Mean Annual Return 0.36 0.43 0.37 0.6 0.6 0.65
R-squared 69.72 68.61 53.42 60.09 57.22 57.42
Standard Deviation 14.34 15.51 14.74 15.7 13.39 14.61
Sharpe Ratio 0.03 0.14 0.13 0.32 0.4 0.41
Treynor Ratio -0.86 4.92 1.37 7.04 6.96 7.47

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