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FVSJ.DE vs. ^DJAT
Performance
Return for Risk
Drawdowns
Volatility

Performance

FVSJ.DE vs. ^DJAT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Dow Jones Asian Titans 50 Index (^DJAT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FVSJ.DE is traded in EUR, while ^DJAT is traded in USD. To make them comparable, the ^DJAT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVSJ.DE achieves a 45.45% return, which is significantly higher than ^DJAT's 29.94% return.


FVSJ.DE

1D
-1.75%
1M
10.08%
YTD
45.45%
6M
49.69%
1Y
73.97%
3Y*
25.93%
5Y*
14.63%
10Y*

^DJAT

1D
-2.15%
1M
11.75%
YTD
29.94%
6M
30.94%
1Y
50.33%
3Y*
22.70%
5Y*
11.35%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVSJ.DE vs. ^DJAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
45.45%15.41%14.01%8.23%-7.58%13.71%-3.67%13.83%-5.82%
^DJAT
Dow Jones Asian Titans 50 Index
29.94%14.29%22.87%8.52%-13.07%7.87%11.09%23.75%-10.83%

Correlation

The correlation between FVSJ.DE and ^DJAT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.44

The correlation between FVSJ.DE and ^DJAT shifts across timeframes, from 0.33 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FVSJ.DE vs. ^DJAT — Risk / Return Rank

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

FVSJ.DE
FVSJ.DE Risk / Return Rank: 9393
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9292
Martin Ratio Rank

^DJAT
^DJAT Risk / Return Rank: 7474
Overall Rank
^DJAT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^DJAT Sortino Ratio Rank: 7272
Sortino Ratio Rank
^DJAT Omega Ratio Rank: 8080
Omega Ratio Rank
^DJAT Calmar Ratio Rank: 7272
Calmar Ratio Rank
^DJAT Martin Ratio Rank: 7474
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.

FVSJ.DE vs. ^DJAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Dow Jones Asian Titans 50 Index (^DJAT). 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.


FVSJ.DE^DJATDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.64

1.39

+0.25

Calmar ratioReturn relative to maximum drawdown

6.17

3.29

+2.88

Martin ratioReturn relative to average drawdown

23.31

11.77

+11.54

FVSJ.DE vs. ^DJAT - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 3.60, which is higher than the ^DJAT Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FVSJ.DE and ^DJAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FVSJ.DE^DJATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.60

2.06

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.25

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.18

+0.46

Drawdowns

FVSJ.DE vs. ^DJAT - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -26.95%, smaller than the maximum ^DJAT drawdown of -52.33%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and ^DJAT.


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Drawdown Indicators


FVSJ.DE^DJATDifference

Max Drawdown

Largest peak-to-trough decline

-26.95%

-52.33%

+25.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-11.85%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-20.27%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-43.62%

+21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.62%

Current Drawdown

Current decline from peak

-2.76%

-2.15%

-0.61%

Average Drawdown

Average peak-to-trough decline

-5.16%

-18.21%

+13.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.60%

-0.44%

Volatility

FVSJ.DE vs. ^DJAT - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 9.05% compared to Dow Jones Asian Titans 50 Index (^DJAT) at 5.34%. This indicates that FVSJ.DE's price experiences larger fluctuations and is considered to be riskier than ^DJAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVSJ.DE^DJATDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

5.34%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

17.39%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

18.94%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

42.05%

-26.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

31.91%

-14.75%

Frequently Asked Questions


FVSJ.DE and ^DJAT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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