EUNN.DE vs. VJPN.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) are both Japan Equities funds - EUNN.DE tracks the MSCI Japan IMI while VJPN.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.05%/yr vs 9.12%/yr for VJPN.DE. Their correlation of 0.83 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.15%/yr for VJPN.DE.
Performance
EUNN.DE vs. VJPN.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EUNN.DE having a 16.53% return and VJPN.DE slightly lower at 16.51%. Both investments have delivered pretty close results over the past 10 years, with EUNN.DE having a 9.05% annualized return and VJPN.DE not far ahead at 9.12%.
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
VJPN.DE
- 1D
- -0.36%
- 1M
- 5.91%
- YTD
- 16.51%
- 6M
- 16.72%
- 1Y
- 30.41%
- 3Y*
- 15.46%
- 5Y*
- 9.91%
- 10Y*
- 9.12%
EUNN.DE vs. VJPN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 16.51% | 13.28% | 13.05% | 15.88% | -11.76% | 9.73% | 4.96% | 21.66% | -10.15% | 8.00% |
Correlation
The correlation between EUNN.DE and VJPN.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.83 |
The correlation between EUNN.DE and VJPN.DE shifts across timeframes, from 0.83 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUNN.DE vs. VJPN.DE — Risk / Return Rank
EUNN.DE
VJPN.DE
EUNN.DE vs. VJPN.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 Distributing (VJPN.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.DE | VJPN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.12 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.51 | 10.42 | +0.09 |
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
| EUNN.DE | VJPN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.67 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.61 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.02 |
Drawdowns
EUNN.DE vs. VJPN.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, roughly equal to the maximum VJPN.DE drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and VJPN.DE.
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Drawdown Indicators
| EUNN.DE | VJPN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -28.32% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -9.71% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -16.03% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -18.86% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -28.32% | -0.23% |
Current DrawdownCurrent decline from peak | -0.27% | -0.36% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.87% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.91% | -0.05% |
Volatility
EUNN.DE vs. VJPN.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) has a volatility of 3.35%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than VJPN.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.DE | VJPN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.35% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 14.54% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 18.10% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 16.18% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 17.28% | -1.20% |
EUNN.DE vs. VJPN.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than VJPN.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%.
Dividends
EUNN.DE vs. VJPN.DE - Dividend Comparison
EUNN.DE has not paid dividends to shareholders, while VJPN.DE's dividend yield for the trailing twelve months is around 1.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 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.DE Vanguard FTSE Japan UCITS ETF Distributing | 1.66% | 1.91% | 1.93% | 1.91% | 2.22% | 1.65% | 1.62% | 1.80% | 1.94% | 1.49% | 1.55% | 1.29% |
Frequently Asked Questions
With a correlation of 1.00, EUNN.DE and VJPN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for VJPN.DE.
EUNN.DE tracks MSCI Japan IMI, while VJPN.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for EUNN.DE and 0.15% for VJPN.DE.
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