^DJAT vs. FVSJ.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Asian Titans 50 Index (^DJAT) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE).

FVSJ.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Asia ex Japan ex China. It was launched on Sep 27, 2018.

Performance

^DJAT vs. FVSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Asian Titans 50 Index (^DJAT) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

^DJAT vs. FVSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
^DJAT Dow Jones Asian Titans 50 Index	5.63%	29.68%	15.27%	11.88%	-18.15%	0.37%	21.07%	21.01%	-11.93%
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	9.81%	30.29%	7.49%	11.65%	-12.67%	4.74%	5.75%	11.43%	-7.14%

Different Trading Currencies

^DJAT is traded in USD, while FVSJ.DE is traded in EUR. To make them comparable, the FVSJ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^DJAT achieves a 5.63% return, which is significantly lower than FVSJ.DE's 9.86% return.

^DJAT

• 1D: 5.64%
• 1M: -7.33%
• YTD: 5.63%
• 6M: 10.08%
• 1Y: 34.41%
• 3Y*: 18.92%
• 5Y*: 6.34%
• 10Y*: 9.87%

FVSJ.DE

• 1D: 4.66%
• 1M: -7.33%
• YTD: 9.86%
• 6M: 18.76%
• 1Y: 47.98%
• 3Y*: 18.06%
• 5Y*: 8.09%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DJAT vs. FVSJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJAT

^DJAT Risk / Return Rank: 78
^DJAT Sharpe Ratio Rank: 82
^DJAT Sortino Ratio Rank: 82
^DJAT Omega Ratio Rank: 86
^DJAT Calmar Ratio Rank: 69
^DJAT Martin Ratio Rank: 73

FVSJ.DE

FVSJ.DE Risk / Return Rank: 87
FVSJ.DE Sharpe Ratio Rank: 87
FVSJ.DE Sortino Ratio Rank: 87
FVSJ.DE Omega Ratio Rank: 84
FVSJ.DE Calmar Ratio Rank: 89
FVSJ.DE Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJAT vs. FVSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Asian Titans 50 Index (^DJAT) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^DJAT	FVSJ.DE	Difference
Sharpe ratio Return per unit of total volatility	1.31	2.26	-0.96
Sortino ratio Return per unit of downside risk	1.77	2.94	-1.17
Omega ratio Gain probability vs. loss probability	1.28	1.42	-0.14
Calmar ratio Return relative to maximum drawdown	1.72	3.42	-1.70
Martin ratio Return relative to average drawdown	6.53	13.59	-7.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJAT vs. FVSJ.DE - Sharpe Ratio Comparison

The current ^DJAT Sharpe Ratio is 1.31, which is lower than the FVSJ.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ^DJAT and FVSJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJAT	FVSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	2.26	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.50	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.42	-0.30

Correlation

The correlation between ^DJAT and FVSJ.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^DJAT vs. FVSJ.DE - Drawdown Comparison

The maximum ^DJAT drawdown since its inception was -58.24%, which is greater than FVSJ.DE's maximum drawdown of -29.33%. Use the drawdown chart below to compare losses from any high point for ^DJAT and FVSJ.DE.

Drawdown Indicators

	^DJAT	FVSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-58.24%	-26.95%	-31.29%
Max Drawdown (1Y) Largest decline over 1 year	-13.84%	-13.08%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-45.58%	-21.76%	-23.82%
Max Drawdown (10Y) Largest decline over 10 years	-46.54%	—	—
Current Drawdown Current decline from peak	-8.98%	-8.16%	-0.82%
Average Drawdown Average peak-to-trough decline	-23.12%	-5.23%	-17.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	3.16%	+0.49%

Volatility

^DJAT vs. FVSJ.DE - Volatility Comparison

Dow Jones Asian Titans 50 Index (^DJAT) has a higher volatility of 10.04% compared to Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) at 8.91%. This indicates that ^DJAT's price experiences larger fluctuations and is considered to be riskier than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJAT	FVSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.04%	8.91%	+1.13%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	15.23%	+1.04%
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	21.11%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.84%	16.12%	+25.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.42%	17.81%	+16.61%