PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFMXYX26
WKNA2PLS8
IssuerVanguard
Inception DateSep 24, 2019
CategoryJapan Equities
Leveraged1x
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VJPB.L has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for VJPB.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: VJPB.L vs. VFEG.L, VJPB.L vs. LCJP.L, VJPB.L vs. PRIJ.L, VJPB.L vs. VUAG.L, VJPB.L vs. VJPA.L, VJPB.L vs. VOO, VJPB.L vs. VUAA.L, VJPB.L vs. XDEQ.L, VJPB.L vs. XDJP.L, VJPB.L vs. DXJG.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Vanguard FTSE Japan UCITS ETF Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.32%
11.27%
VJPB.L (Vanguard FTSE Japan UCITS ETF Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Japan UCITS ETF Accumulating had a return of 7.06% year-to-date (YTD) and 11.17% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.06%25.45%
1 month-1.26%2.91%
6 months0.32%14.05%
1 year11.17%35.64%
5 years (annualized)5.05%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of VJPB.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.39%3.85%3.66%-4.09%-0.35%0.95%2.20%-0.78%-1.87%-1.90%7.06%
20234.23%-2.09%2.42%-1.61%1.84%2.72%1.88%-1.52%2.07%-2.16%1.80%3.37%13.45%
2022-5.15%0.88%-0.27%-3.04%-0.16%-3.87%5.79%1.00%-4.07%-2.07%5.88%-1.12%-6.68%
2021-1.22%0.21%2.07%-1.88%-1.06%1.55%-0.93%2.90%4.79%-4.62%-0.76%1.44%2.19%
2020-2.26%-7.30%-1.37%3.11%8.74%0.56%-7.40%5.03%5.62%-1.98%8.04%2.30%12.11%
2019-0.80%-1.69%1.85%-1.42%-2.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VJPB.L is 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VJPB.L is 2121
Combined Rank
The Sharpe Ratio Rank of VJPB.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of VJPB.L is 1717Sortino Ratio Rank
The Omega Ratio Rank of VJPB.L is 1919Omega Ratio Rank
The Calmar Ratio Rank of VJPB.L is 3333Calmar Ratio Rank
The Martin Ratio Rank of VJPB.L is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VJPB.L
Sharpe ratio
The chart of Sharpe ratio for VJPB.L, currently valued at 0.72, compared to the broader market-2.000.002.004.006.000.72
Sortino ratio
The chart of Sortino ratio for VJPB.L, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.0012.001.04
Omega ratio
The chart of Omega ratio for VJPB.L, currently valued at 1.15, compared to the broader market1.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for VJPB.L, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Martin ratio
The chart of Martin ratio for VJPB.L, currently valued at 2.59, compared to the broader market0.0020.0040.0060.0080.00100.002.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current Vanguard FTSE Japan UCITS ETF Accumulating Sharpe ratio is 0.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Japan UCITS ETF Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.72
2.07
VJPB.L (Vanguard FTSE Japan UCITS ETF Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE Japan UCITS ETF Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.70%
0
VJPB.L (Vanguard FTSE Japan UCITS ETF Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Japan UCITS ETF Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE Japan UCITS ETF Accumulating was 24.65%, occurring on Mar 12, 2020. Recovery took 124 trading sessions.

The current Vanguard FTSE Japan UCITS ETF Accumulating drawdown is 4.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.65%Feb 7, 202025Mar 12, 2020124Sep 11, 2020149
-18.32%Sep 22, 2021185Jun 20, 2022393Jan 10, 2024578
-12.68%Mar 25, 202492Aug 5, 2024
-9.37%Feb 16, 202160May 13, 202179Sep 3, 2021139
-5.44%Dec 24, 201926Jan 31, 20204Feb 6, 202030

Volatility

Volatility Chart

The current Vanguard FTSE Japan UCITS ETF Accumulating volatility is 3.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.56%
3.86%
VJPB.L (Vanguard FTSE Japan UCITS ETF Accumulating)
Benchmark (^GSPC)