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DBJP vs. VJPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBJP vs. VJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

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DBJP vs. VJPU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
9.63%29.51%25.53%36.21%0.52%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
9.61%31.52%23.80%35.64%1.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with DBJP having a 9.63% return and VJPU.L slightly lower at 9.61%.


DBJP

1D
2.73%
1M
-2.62%
YTD
9.63%
6M
22.76%
1Y
45.69%
3Y*
29.91%
5Y*
19.11%
10Y*
15.47%

VJPU.L

1D
4.83%
1M
-2.60%
YTD
9.61%
6M
22.73%
1Y
47.06%
3Y*
30.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBJP vs. VJPU.L - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.


Return for Risk

DBJP vs. VJPU.L — Risk / Return Rank

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

DBJP
DBJP Risk / Return Rank: 9191
Overall Rank
DBJP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DBJP Sortino Ratio Rank: 9090
Sortino Ratio Rank
DBJP Omega Ratio Rank: 8989
Omega Ratio Rank
DBJP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DBJP Martin Ratio Rank: 9393
Martin Ratio Rank

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9292
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9696
Martin Ratio Rank
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.

DBJP vs. VJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). 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.


DBJPVJPU.LDifference

Sharpe ratio

Return per unit of total volatility

1.94

2.18

-0.24

Sortino ratio

Return per unit of downside risk

2.62

2.88

-0.26

Omega ratio

Gain probability vs. loss probability

1.39

1.42

-0.04

Calmar ratio

Return relative to maximum drawdown

3.69

4.95

-1.26

Martin ratio

Return relative to average drawdown

14.11

17.82

-3.71

DBJP vs. VJPU.L - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 1.94, which is comparable to the VJPU.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of DBJP and VJPU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBJPVJPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.18

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.40

-0.75

Correlation

The correlation between DBJP and VJPU.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBJP vs. VJPU.L - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.57%, while VJPU.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.57%2.81%2.80%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBJP vs. VJPU.L - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, which is greater than VJPU.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for DBJP and VJPU.L.


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Drawdown Indicators


DBJPVJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-25.40%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.93%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-4.71%

-4.73%

+0.02%

Average Drawdown

Average peak-to-trough decline

-7.35%

-2.98%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.66%

+0.50%

Volatility

DBJP vs. VJPU.L - Volatility Comparison

The current volatility for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) is 7.74%, while Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a volatility of 8.44%. This indicates that DBJP experiences smaller price fluctuations and is considered to be less risky than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBJPVJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

8.44%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

15.04%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

21.49%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

19.49%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

19.49%

+0.29%