EEJG.L vs. VJPB.L
Compare and contrast key facts about iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L).
EEJG.L and VJPB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEJG.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Mar 8, 2019. VJPB.L is a passively managed fund by Vanguard that tracks the performance of the TOPIX TR JPY. It was launched on Sep 24, 2019. Both EEJG.L and VJPB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EEJG.L vs. VJPB.L - Performance Comparison
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EEJG.L vs. VJPB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 8.17% | 17.60% | 6.43% | 13.48% | -8.04% | 1.83% | 19.79% |
VJPB.L Vanguard FTSE Japan UCITS ETF Accumulating | 8.98% | 17.98% | 8.49% | 13.45% | -6.28% | 1.76% | 18.69% |
Returns By Period
In the year-to-date period, EEJG.L achieves a 8.17% return, which is significantly lower than VJPB.L's 8.98% return.
EEJG.L
- 1D
- 4.46%
- 1M
- -3.37%
- YTD
- 8.17%
- 6M
- 13.38%
- 1Y
- 28.39%
- 3Y*
- 13.76%
- 5Y*
- 7.51%
- 10Y*
- —
VJPB.L
- 1D
- 4.28%
- 1M
- -2.95%
- YTD
- 8.98%
- 6M
- 13.78%
- 1Y
- 30.06%
- 3Y*
- 14.82%
- 5Y*
- 8.35%
- 10Y*
- —
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EEJG.L vs. VJPB.L - Expense Ratio Comparison
Both EEJG.L and VJPB.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EEJG.L vs. VJPB.L — Risk / Return Rank
EEJG.L
VJPB.L
EEJG.L vs. VJPB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.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.
| EEJG.L | VJPB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.61 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.23 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.94 | -0.33 |
Martin ratioReturn relative to average drawdown | 9.53 | 10.75 | -1.22 |
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
| EEJG.L | VJPB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.61 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.48 | +0.12 |
Correlation
The correlation between EEJG.L and VJPB.L is 0.98, 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
EEJG.L vs. VJPB.L - Dividend Comparison
EEJG.L's dividend yield for the trailing twelve months is around 1.45%, while VJPB.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 1.45% | 1.57% | 1.81% | 1.74% | 2.10% | 1.69% | 1.64% |
VJPB.L Vanguard FTSE Japan UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EEJG.L vs. VJPB.L - Drawdown Comparison
The maximum EEJG.L drawdown since its inception was -19.37%, smaller than the maximum VJPB.L drawdown of -24.65%. Use the drawdown chart below to compare losses from any high point for EEJG.L and VJPB.L.
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Drawdown Indicators
| EEJG.L | VJPB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -24.65% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -10.67% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -18.32% | -1.05% |
Current DrawdownCurrent decline from peak | -5.94% | -5.37% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -5.39% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.92% | +0.20% |
Volatility
EEJG.L vs. VJPB.L - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) has a higher volatility of 8.86% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) at 8.39%. This indicates that EEJG.L's price experiences larger fluctuations and is considered to be riskier than VJPB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEJG.L | VJPB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.86% | 8.39% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 14.19% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 18.64% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 15.37% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.65% | -0.77% |