DXJ vs VWO ETF Comparison
Compare DXJ and VWO across fund costs, diversification, holdings, performance, income, risk and current AlgovestIQ evidence.
What is the main difference between DXJ and VWO?
DXJ is WisdomTree Japan Hedged Equity Fund, while VWO is Vanguard FTSE Emerging Markets ETF. DXJ is tied to International Equity; VWO is tied to Emerging Markets Equity. VWO is broader by holdings count, with 4,555 positions versus 426 for DXJ. DXJ is more concentrated at the top, based on top-10 holdings weight.
| Metric | DXJ | VWO | Type |
|---|---|---|---|
| Expense ratio | 0.48% | 0.06% | Fund |
| Assets under management | $7.3B | $162.3B | Fund |
| Holdings | 426 | 4,555 | Fund |
| Top-10 concentration | 37.8% | 27.1% | Fund |
| Average volume | 546,604 | 10,944,892 | Fund |
| Underlying exposure | International Equity | Emerging Markets Equity | Fund |
| Annualized volatility | 18.2% | 17.6% | Risk |
| Max drawdown | -11% | -11.2% | Risk |
| Beta | 0.84 | 1.10 | Risk |
| Sharpe ratio | 1.87 | 0.82 | Risk |
| Sortino ratio | 2.58 | 1.16 | Risk |
| AIQ Score | 56/100 | 69/100 | AlgovestIQ |
| AIQ Edge Score | 6/10 | 10/10 | AlgovestIQ |
| Momentum | 56/100 | 70/100 | AlgovestIQ |
| Risk Resilience | 66/100 | 80/100 | AlgovestIQ |
AlgovestIQ AIQ Comparison
WisdomTree Japan Hedged Equity Fund vs Vanguard FTSE Emerging Markets ETF
VWO leads
VWO leads by 13 AIQ points, primarily on Quality and Momentum, and the lead has widened from 10 points over 30 sessions.
Stable: 2 of 4 evidence groups support VWO, its lead is widening, and its signal state is cleanly positive.
WisdomTree Japan Hedged Equity Fund
Vanguard FTSE Emerging Markets ETF
The Algovestiq AIQ Score currently favors VWO over DXJ, 69 versus 56 as of Sep 5, 2026. VWO's advantage is driven primarily by stronger quality and momentum. VWO also shows the stronger technical structure relative to its 50-day moving average. 2 of 4 covered evidence groups favor VWO today, and the comparison is rated Stable on stability: only 2 of 4 covered evidence groups agree. VWO lead: Strengthening — the AIQ differential moved from 10 to 13 points over 30 sessions.
Compare WisdomTree Japan Hedged Equity Fund and Vanguard FTSE Emerging Markets ETF across performance, expense ratio, dividend yield, drawdown, volatility and the Algovestiq AIQ Score.
Compare DXJ and VWO against another ticker
Open a multi-ticker workspace without changing this focused pair page.
AIQ Factor Divergence
Where the two separate, on the four dimensions behind the AIQ Score. Bars read outward from a shared zero: further from the centre is a wider gap.
- Quality30%53 vs 74VWO +21
- Momentum25%56 vs 70VWO +14
- Risk Resilience15%66 vs 80VWO +14
- Value30%55 vs 57Even
2 of 4 evidence groups favor VWO. VWO’s edge is concentrated in quality and momentum.
What changed since the last close
Latest scored session 2026-09-03, compared against the prior scored session 2026-09-02.
Largest factor move: Momentum +1
No new signals fired.
Largest factor move: Momentum +4
No new signals fired.
VWO's lead widened by 1 AIQ points in the latest snapshot.
Deeper signal detail for each name lives on its own signals page — DXJ and VWO both carry a full feed there.
The central trade-off
VWO (Vanguard FTSE Emerging Markets ETF): the stronger current systematic profile, led by quality and momentum.
DXJ (WisdomTree Japan Hedged Equity Fund): the counter-case, on technicals.
Which one fits your objective
The same two names rank differently depending on what you are optimizing for. All six reads are shown at once — none of them is hidden behind a toggle.
Balanced
VWOVWO on the overall AIQ Score, which weights Quality and Value at 30% each.
Growth
EvenGrowth figures are not covered for both names.
Value
EvenThe two are level on Value.
Momentum
VWOVWO on the Momentum factor, by 14 points.
Lower downside
VWOVWO on Risk Resilience, by 14 points.
Analyst upside
EvenAnalyst targets are level or not covered for both names.
Fund facts, side by side
Two funds tracking overlapping universes are separated by cost and risk far more than by holdings. Those lead here.
| Measure | DXJ | VWO | Why it matters |
|---|---|---|---|
| Expense ratio | 0.48% | 0.06% | Lower is better — it compounds against you every year you hold. |
| Assets under management | $7.3B | $162.3B | Larger funds generally carry tighter spreads. |
| Holdings | 441 | 5,942 | More holdings means broader diversification, not better returns. |
| Average volume | 546,604 | 10,944,892 | Liquidity — matters most if you trade size. |
| Annualized volatility | 18.2% | 17.6% | Lower is a steadier ride for the same exposure. |
| Max drawdown | -11% | -11.2% | The worst peak-to-trough loss on record for the fund. |
| Sharpe ratio | 1.87 | 0.82 | Return per unit of risk. Higher is better. |
| Beta | 0.84 | 1.10 | Sensitivity to the broad market. Neither direction is better — it depends on the role in your portfolio. |
Where the exposure actually sits
DXJ and VWO share 0% of their weighted exposure across 0 common holdings.
DXJ is the more concentrated of the two: its ten largest positions are 37.84% of the fund, against 27.1% for VWO (426 holdings vs 4555). Concentration cuts both ways — it is what drives outperformance when the top names work, and what makes the drawdown deeper when they do not.
426 holdings are unique to DXJ and 4555 to VWO. Owning both is genuinely additive — most of the capital sits in different securities.
ETF comparison questions
Short answers to the fund-specific questions behind this comparison.
Which ETF is more diversified, DXJ or VWO?
VWO currently has more reported holdings, with 4,555 positions versus 426.
Which has the lower expense ratio?
VWO has the lower reported expense ratio in the current fund profile.
Which ETF has the higher distribution yield?
The current dataset does not show a higher-yield winner.
Which ETF has been more volatile?
DXJ has the higher annualized volatility in the current risk snapshot.
Which ETF has had the smaller drawdown?
DXJ has the less severe max drawdown in the current risk snapshot.
Which ETF has the stronger current AlgovestIQ evidence?
VWO currently leads on supporting AlgovestIQ evidence, 69 to 56.
AIQ Agreement Matrix
2 of 4 covered evidence groups favor VWO. A wide gap backed by one group is a weaker case than a narrow gap backed by five.
| Evidence group | Favors | Reading |
|---|---|---|
| AIQ Score | VWO | 56 vs 69 |
| Fundamentals | Not covered | Not covered |
| Valuation | Even | Value 55 vs 57 |
| Technicals | DXJ | Price vs 50-day 1.8% vs 3.3%; vs 200-day 10.6% vs 6.4% |
| Risk Resilience | VWO | Risk Resilience 66 vs 80 |
| Analyst expectations | Not covered | Not covered |
✓ agrees with the overall verdict · ✕ points the other way. Groups marked “not covered” lack data on one or both of DXJ and VWO and are excluded from the count.
AIQ Decision Stability
The conclusion rests on a wide gap and broad agreement. It is unlikely to turn on a single session.
- The AIQ gap is wide at 13 points. (supports the conclusion holding)
- Only 2 of 4 covered evidence groups agree. (argues the conclusion is provisional)
- The leader's advantage has been widening. (supports the conclusion holding)
- The lead has been steady session to session. (supports the conclusion holding)
- The leader's signal state is cleanly positive. (supports the conclusion holding)
Stability combines the score gap, how broadly the evidence agrees, how steady the lead has been across daily snapshots, the current signal state on both names, and analyst dispersion on VWO.
How the comparison changed
120 daily snapshots · Apr 22 – Sep 3VWO lead: Strengthening — the AIQ differential moved from 10 to 13 points over 30 sessions.
- Today
- VWO +13
- 56 vs 69
- 7 sessions ago
- VWO +10
- 58 vs 68
- 30 sessions ago
- VWO +10
- 60 vs 70
- 90 sessions ago
- VWO +7
- 59 vs 66
The lead has not changed hands in this window.
AIQ Signal Divergence
Only the signals that bear on the head-to-head. A conflicted name is carrying bullish and bearish rules at the same time — the technical evidence is not pointing one way.
5 bullish / 0 bearish / 1 neutral
- Golden Cross Active — bullish, trend, long horizon (8.55%)
- EMA Ribbon Expansion Bullish — bullish, trend, medium horizon
- 52-Week High Proximity — bullish, risk, long horizon (1.3%)
5 bullish / 0 bearish / 2 neutral
- Golden Cross Active — bullish, trend, long horizon (3.75%)
- Bollinger Band Squeeze — neutral, volatility, short horizon
- EMA Ribbon Expansion Bullish — bullish, trend, medium horizon
Price vs model alignment
Whether the latest session's price move confirms what the model did over the same session, or contradicts it.
Neither the price nor the AIQ Score moved enough in the latest session to confirm or contradict the other (price -0.04%, AIQ 0 points).
Price and the AIQ Score both moved up over the latest session (price +0.74%, AIQ +1 points).
What would flip this result
A state, not a forecast. These are the specific, observable changes that would reverse the verdict — not a price prediction.
- 1DXJ closes the Quality gap — currently 21 points behind, the largest single contributor to VWO's edge.
- 2DXJ's existing bullish trend signals translate into factor-score gains — the rules are already firing, but the scores have not yet followed.
- 3VWO's Golden Cross Active breaks down — it is the strongest rule currently supporting the verdict.
- 4A regime shift changes factor weighting — the composite weights Quality and Value at 30% each, so a rotation toward either would move the result most.
The full evidence
Every number behind the verdict. The leader is called above each group so you are not left to solve it from the table.
Technicals
DXJ has the stronger structure| Metric | DXJ | VWO |
|---|---|---|
| RSI (14) | 42.9 | 60.1 |
| ADX (14) | 11.2 | 11.6 |
| Price vs 50-day | 1.8% | 3.3% |
| Price vs 200-day | 10.6% | 6.4% |
| Volatility (1M, annualized) | 13.1% | 9.4% |
Risk
VWO is the more resilient| Metric | DXJ | VWO |
|---|---|---|
| Beta | 0.84 | 1.1 |
| Sharpe ratio | 1.87 | 0.82 |
| Sortino ratio | 2.58 | 1.16 |
| Max drawdown | -11% | -11.2% |
| Current drawdown | -1.4% | -0.4% |
| Annualized volatility | 18.2% | 17.6% |
| Value at risk (95%) | -1.8% | -1.7% |
Straight answers
Each answer is regenerated from the current snapshot, not written once and left to age.
Which is better, DXJ or VWO?
On the Algovestiq AIQ Score, VWO is the stronger of the two as of Sep 5, 2026, scoring 69 against DXJ's 56. The edge comes from quality and momentum. This is a systematic score, not a recommendation: it ranks the two on the same evidence, it does not know your holding period or tax position.
Is DXJ or VWO the better buy right now?
VWO carries the stronger systematic profile as of Sep 5, 2026, and the comparison is rated Stable — 2 of 4 covered evidence groups agree. A Stable rating means the gap is wide and the evidence is broad, so the conclusion is unlikely to turn on a single session.
Why does the AIQ Score favor VWO over DXJ?
The composite weights Quality at 30%, Value at 30%, Momentum at 25% and Risk Resilience at 15%. VWO leads Quality by 21 points; VWO leads Momentum by 14 points; VWO leads Risk Resilience by 14 points. Where the two split, the factor with the larger weight carries the result.
Which is better value, DXJ or VWO?
Neither name separates on the peer-relative Value factor. The two are level on Value. The Value factor reads valuation relative to sector peers and to the company's own fundamental quality, so it is not the same as simply having the lower multiple.
Which has stronger growth, DXJ or VWO?
Growth figures are not covered for both names. Growth here is measured on reported revenue and earnings, not on forward estimates — it describes what the businesses have delivered, not what the Street expects next.
Which has stronger momentum, DXJ or VWO?
VWO on the Momentum factor, by 14 points. Momentum carries 25% of the AIQ composite. It has documented persistence over three- to twelve-month horizons, which makes it a timing input rather than a reason to hold something indefinitely.
Which is riskier, DXJ or VWO?
VWO is the more resilient of the two, so the other name carries the higher downside risk. VWO on Risk Resilience, by 14 points. The Risk Resilience factor weights 15% of the composite; position sizing usually responds to it more usefully than the buy/avoid decision does.
Is DXJ more profitable than VWO?
Margin data is not comparable for both names in the current snapshot.
Is VWO's lead over DXJ getting stronger or weaker?
VWO lead: Strengthening — the AIQ differential moved from 10 to 13 points over 30 sessions. This is measured from 120 daily comparison snapshots between 2026-04-22 and 2026-09-03. The lead has not changed hands in that window.
What would change the DXJ vs VWO verdict?
The result is a state, not a forecast, so it changes when the underlying evidence changes. Concretely: DXJ closes the Quality gap — currently 21 points behind, the largest single contributor to VWO's edge; DXJ's existing bullish trend signals translate into factor-score gains — the rules are already firing, but the scores have not yet followed; VWO's Golden Cross Active breaks down — it is the strongest rule currently supporting the verdict; a regime shift changes factor weighting — the composite weights Quality and Value at 30% each, so a rotation toward either would move the result most.
What do the current signals say about DXJ and VWO?
DXJ: 5 bullish / 0 bearish / 1 neutral. VWO: 5 bullish / 0 bearish / 2 neutral. The most decision-relevant rule on DXJ is Golden Cross Active (bullish, long horizon). On VWO it is Golden Cross Active (bullish, long horizon).
Compare DXJ and VWO with others
How this comparison is scored
The Algovestiq AIQ Score composites four factors — Quality (30%), Value (30%), Momentum (25%) and Risk (15%). Sentiment is reported separately as SentimentPulse and is not folded into the composite. Scores refresh every trading day, and this page regenerates from the latest snapshot rather than being written once.
The verdict names a leader, states how broadly six independent evidence groups agree, and rates how durable that conclusion is given the score gap, its recent trajectory and the current signal state on both names.
How to use side-by-side comparison →This comparison is informational and educational, not investment advice. AIQ scores update daily; re-check after earnings, guidance or macro data that materially changes either name’s factor profile.