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EUNN.DE vs. VJPA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUNN.DE vs. VJPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE). The values are adjusted to include any dividend payments, if applicable.

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EUNN.DE vs. VJPA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
7.15%13.46%12.90%15.16%-11.47%3.09%
VJPA.DE
Vanguard FTSE Japan UCITS ETF Accumulating
6.92%13.28%13.06%15.86%-11.63%3.39%

Returns By Period

The year-to-date returns for both stocks are quite close, with EUNN.DE having a 7.15% return and VJPA.DE slightly lower at 6.92%.


EUNN.DE

1D
-1.71%
1M
0.54%
YTD
7.15%
6M
12.24%
1Y
24.48%
3Y*
14.53%
5Y*
7.47%
10Y*
8.83%

VJPA.DE

1D
-14.29%
1M
0.50%
YTD
6.92%
6M
12.14%
1Y
24.40%
3Y*
14.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUNN.DE vs. VJPA.DE - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than VJPA.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EUNN.DE vs. VJPA.DE — Risk / Return Rank

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

EUNN.DE
EUNN.DE Risk / Return Rank: 7474
Overall Rank
EUNN.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 8383
Martin Ratio Rank

VJPA.DE
VJPA.DE Risk / Return Rank: 5959
Overall Rank
VJPA.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VJPA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
VJPA.DE Omega Ratio Rank: 6161
Omega Ratio Rank
VJPA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
VJPA.DE Martin Ratio Rank: 8080
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.

EUNN.DE vs. VJPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.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.


EUNN.DEVJPA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.78

+0.46

Sortino ratio

Return per unit of downside risk

1.78

1.36

+0.42

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

3.21

2.16

+1.06

Martin ratio

Return relative to average drawdown

11.05

10.32

+0.73

EUNN.DE vs. VJPA.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.24, which is higher than the VJPA.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of EUNN.DE and VJPA.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.


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Sharpe Ratios by Period


EUNN.DEVJPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.78

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.40

+0.11

Correlation

The correlation between EUNN.DE and VJPA.DE is 0.99, 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

EUNN.DE vs. VJPA.DE - Dividend Comparison

Neither EUNN.DE nor VJPA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUNN.DE vs. VJPA.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.55%, which is greater than VJPA.DE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and VJPA.DE.


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Drawdown Indicators


EUNN.DEVJPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-18.92%

-9.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-14.29%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-5.95%

-14.29%

+8.34%

Average Drawdown

Average peak-to-trough decline

-6.90%

-5.92%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.99%

-0.20%

Volatility

EUNN.DE vs. VJPA.DE - Volatility Comparison

The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 8.47%, while Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) has a volatility of 25.42%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than VJPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNN.DEVJPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

25.42%

-16.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

27.54%

-13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

31.22%

-11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

19.34%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

19.34%

-3.21%