EEJG.L vs. VJPN.L
Compare and contrast key facts about iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L).
EEJG.L and VJPN.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. VJPN.L is a passively managed fund by Vanguard that tracks the performance of the TOPIX TR JPY. It was launched on May 21, 2013. Both EEJG.L and VJPN.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEJG.L or VJPN.L.
Key characteristics
| EEJG.L | VJPN.L | |
|---|---|---|
| YTD Return | 3.90% | 6.51% |
| 1Y Return | 7.81% | 11.10% |
| 3Y Return (Ann) | -0.16% | 3.31% |
| Sharpe Ratio | 0.46 | 0.70 |
| Sortino Ratio | 0.71 | 1.01 |
| Omega Ratio | 1.10 | 1.15 |
| Calmar Ratio | 0.56 | 0.87 |
| Martin Ratio | 1.43 | 2.55 |
| Ulcer Index | 5.16% | 4.23% |
| Daily Std Dev | 15.87% | 15.35% |
| Max Drawdown | -20.99% | -25.19% |
| Current Drawdown | -6.69% | -5.18% |
Correlation
The correlation between EEJG.L and VJPN.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.
Performance
EEJG.L vs. VJPN.L - Performance Comparison
In the year-to-date period, EEJG.L achieves a 3.90% return, which is significantly lower than VJPN.L's 6.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EEJG.L vs. VJPN.L - Expense Ratio Comparison
Both EEJG.L and VJPN.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%.
Risk-Adjusted Performance
EEJG.L vs. VJPN.L - Risk-Adjusted Performance 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 Distributing (VJPN.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.
Dividends
EEJG.L vs. VJPN.L - Dividend Comparison
EEJG.L has not paid dividends to shareholders, while VJPN.L's dividend yield for the trailing twelve months is around 2.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.14% | 2.40% | 2.62% | 2.33% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% | 2.31% | 1.05% |
Drawdowns
EEJG.L vs. VJPN.L - Drawdown Comparison
The maximum EEJG.L drawdown since its inception was -20.99%, smaller than the maximum VJPN.L drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for EEJG.L and VJPN.L. For additional features, visit the drawdowns tool.
Volatility
EEJG.L vs. VJPN.L - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) have volatilities of 4.79% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.