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Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFMXZJ56
WKNA2PV51
IssuerVanguard
Inception DateJan 31, 2020
CategoryJapan Equities
Leveraged1x
Index TrackedFTSE Japan (USD Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VJPU.L has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for VJPU.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: VJPU.L vs. IJPN.L, VJPU.L vs. VIG, VJPU.L vs. XLK, VJPU.L vs. DBJP, VJPU.L vs. DXJ, VJPU.L vs. VOW3.DE, VJPU.L vs. VOO, VJPU.L vs. EWJ

Performance

Performance Chart

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


30.00%40.00%50.00%60.00%70.00%80.00%AprilMayJuneJulyAugustSeptember
55.33%
47.98%
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Japan UCITS ETF USD Hedged Acc had a return of 12.63% year-to-date (YTD) and 13.27% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date12.63%17.95%
1 month0.53%3.13%
6 months-1.45%9.95%
1 year13.27%24.88%
5 years (annualized)N/A13.37%
10 years (annualized)N/A10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.25%5.91%4.93%-0.72%1.58%3.03%-2.62%-1.24%12.63%
20235.70%1.14%2.48%2.68%3.54%9.51%1.81%-0.28%1.30%-0.82%4.10%0.13%35.64%
20223.21%0.64%-3.85%4.11%3.64%-5.64%1.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VJPU.L is 24, indicating that it is in the bottom 24% 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 VJPU.L is 2424
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc)
The Sharpe Ratio Rank of VJPU.L is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of VJPU.L is 2020Sortino Ratio Rank
The Omega Ratio Rank of VJPU.L is 2525Omega Ratio Rank
The Calmar Ratio Rank of VJPU.L is 3030Calmar Ratio Rank
The Martin Ratio Rank of VJPU.L is 2424Martin 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 USD Hedged Acc (VJPU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VJPU.L
Sharpe ratio
The chart of Sharpe ratio for VJPU.L, currently valued at 0.55, compared to the broader market0.002.004.000.55
Sortino ratio
The chart of Sortino ratio for VJPU.L, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.0012.000.87
Omega ratio
The chart of Omega ratio for VJPU.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for VJPU.L, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.51
Martin ratio
The chart of Martin ratio for VJPU.L, currently valued at 2.54, compared to the broader market0.0020.0040.0060.0080.00100.002.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.009.70

Sharpe Ratio

The current Vanguard FTSE Japan UCITS ETF USD Hedged Acc Sharpe ratio is 0.55. 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 USD Hedged Acc 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 Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
0.55
2.03
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE Japan UCITS ETF USD Hedged Acc 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.72%
-0.73%
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Japan UCITS ETF USD Hedged Acc. 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 USD Hedged Acc was 25.40%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Vanguard FTSE Japan UCITS ETF USD Hedged Acc drawdown is 12.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.4%Jul 11, 202418Aug 5, 2024
-8.36%Nov 28, 202226Jan 5, 202341Mar 3, 202367
-8.04%Mar 10, 20234Mar 15, 202322Apr 18, 202326
-7.79%Sep 20, 202311Oct 4, 202332Nov 17, 202343
-6.48%Aug 19, 202226Sep 27, 202232Nov 10, 202258

Volatility

Volatility Chart

The current Vanguard FTSE Japan UCITS ETF USD Hedged Acc volatility is 7.64%, 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.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
7.64%
4.36%
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc)
Benchmark (^GSPC)