CSJP.L vs. VGEK.DE
CSJP.L (iShares MSCI Japan UCITS ETF USD (Acc)) and VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) are both exchange-traded funds - CSJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while VGEK.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan. Both are passively managed. Over the past 5 years, CSJP.L returned 10.06%/yr vs 12.99%/yr for VGEK.DE. A 0.55 correlation means they provide meaningful diversification when combined. CSJP.L charges 0.48%/yr vs 0.15%/yr for VGEK.DE.
Performance
CSJP.L vs. VGEK.DE - Performance Comparison
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Different Trading Currencies
CSJP.L is traded in GBp, while VGEK.DE is traded in EUR. To make them comparable, the VGEK.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSJP.L achieves a 16.41% return, which is significantly lower than VGEK.DE's 48.35% return.
CSJP.L
- 1D
- -0.24%
- 1M
- 6.26%
- YTD
- 16.41%
- 6M
- 15.60%
- 1Y
- 34.17%
- 3Y*
- 15.57%
- 5Y*
- 10.06%
- 10Y*
- 10.09%
VGEK.DE
- 1D
- -3.10%
- 1M
- 10.46%
- YTD
- 48.35%
- 6M
- 54.20%
- 1Y
- 84.79%
- 3Y*
- 25.02%
- 5Y*
- 12.99%
- 10Y*
- —
CSJP.L vs. VGEK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 16.41% | 17.48% | 9.01% | 13.68% | -7.33% | 1.76% | 12.16% | -2.32% |
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating | 48.35% | 31.53% | -3.38% | 4.30% | -2.29% | 1.67% | 14.33% | 2.47% |
Correlation
The correlation between CSJP.L and VGEK.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.55 |
The correlation between CSJP.L and VGEK.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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Return for Risk
CSJP.L vs. VGEK.DE — Risk / Return Rank
CSJP.L
VGEK.DE
CSJP.L vs. VGEK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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.
| CSJP.L | VGEK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.73 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 6.41 | -3.17 |
| Martin ratioReturn relative to average drawdown | 10.33 | 23.93 | -13.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSJP.L | VGEK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 4.14 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.80 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.69 | -0.06 |
Drawdowns
CSJP.L vs. VGEK.DE - Drawdown Comparison
The maximum CSJP.L drawdown since its inception was -24.31%, smaller than the maximum VGEK.DE drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for CSJP.L and VGEK.DE.
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Drawdown Indicators
| CSJP.L | VGEK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.31% | -30.89% | +6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -13.16% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -18.00% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.68% | -18.90% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -24.31% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -3.57% | +3.33% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -5.87% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.53% | -0.23% |
Volatility
CSJP.L vs. VGEK.DE - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) is 3.77%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.12%. This indicates that CSJP.L experiences smaller price fluctuations and is considered to be less risky than VGEK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSJP.L | VGEK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 10.12% | -6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 18.17% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 20.41% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 16.11% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 18.91% | -2.95% |
CSJP.L vs. VGEK.DE - Expense Ratio Comparison
CSJP.L has a 0.48% expense ratio, which is higher than VGEK.DE's 0.15% expense ratio.
Dividends
CSJP.L vs. VGEK.DE - Dividend Comparison
Neither CSJP.L nor VGEK.DE has paid dividends to shareholders.
Frequently Asked Questions
CSJP.L and VGEK.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGEK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for CSJP.L.
CSJP.L is categorized as Japan Equities, while VGEK.DE is Asia Pacific Equities. CSJP.L tracks TOPIX TR JPY, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for CSJP.L and 0.15% for VGEK.DE.
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