FVSJ.DE vs. ^DJAT

Last updated Apr 3, 2026

Compare and contrast key facts about Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Dow Jones Asian Titans 50 Index (^DJAT).

FVSJ.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Asia ex Japan ex China. It was launched on Sep 27, 2018.

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.

FVSJ.DE vs. ^DJAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	9.25%	15.41%	14.01%	8.23%	-7.58%	13.71%	-3.67%	13.83%	-5.82%
^DJAT Dow Jones Asian Titans 50 Index	4.72%	14.29%	22.87%	8.52%	-13.07%	7.87%	11.09%	23.75%	-10.83%

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 9.25% return, which is significantly higher than ^DJAT's 4.72% return.

FVSJ.DE

• 1D: -1.84%
• 1M: -3.06%
• YTD: 9.25%
• 6M: 17.23%
• 1Y: 35.32%
• 3Y*: 14.87%
• 5Y*: 8.03%
• 10Y*: —

^DJAT

• 1D: -2.18%
• 1M: -5.55%
• YTD: 4.72%
• 6M: 7.39%
• 1Y: 22.72%
• 3Y*: 15.50%
• 5Y*: 6.18%
• 10Y*: 9.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 85
FVSJ.DE Sharpe Ratio Rank: 84
FVSJ.DE Sortino Ratio Rank: 84
FVSJ.DE Omega Ratio Rank: 81
FVSJ.DE Calmar Ratio Rank: 89
FVSJ.DE Martin Ratio Rank: 90

^DJAT

^DJAT Risk / Return Rank: 72
^DJAT Sharpe Ratio Rank: 79
^DJAT Sortino Ratio Rank: 74
^DJAT Omega Ratio Rank: 82
^DJAT Calmar Ratio Rank: 62
^DJAT Martin Ratio Rank: 62

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	^DJAT	Difference
Sharpe ratio Return per unit of total volatility	1.75	0.88	+0.87
Sortino ratio Return per unit of downside risk	2.34	1.25	+1.09
Omega ratio Gain probability vs. loss probability	1.33	1.19	+0.14
Calmar ratio Return relative to maximum drawdown	3.43	1.83	+1.59
Martin ratio Return relative to average drawdown	13.35	6.39	+6.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FVSJ.DE vs. ^DJAT - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 1.75, which is higher than the ^DJAT Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FVSJ.DE and ^DJAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FVSJ.DE	^DJAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	0.88	+0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.14	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.13	+0.30

Correlation

The correlation between FVSJ.DE and ^DJAT is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 -52.37%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and ^DJAT.

Drawdown Indicators

	FVSJ.DE	^DJAT	Difference
Max Drawdown Largest peak-to-trough decline	-26.95%	-58.24%	+31.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-13.84%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-45.58%	+23.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.54%	—
Current Drawdown Current decline from peak	-9.85%	-11.37%	+1.52%
Average Drawdown Average peak-to-trough decline	-5.24%	-23.12%	+17.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	3.71%	-0.65%

Volatility

FVSJ.DE vs. ^DJAT - Volatility Comparison

The current volatility for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) is 8.27%, while Dow Jones Asian Titans 50 Index (^DJAT) has a volatility of 10.58%. This indicates that FVSJ.DE experiences smaller price fluctuations and is considered to be less risky than ^DJAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FVSJ.DE	^DJAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.27%	10.58%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	14.61%	16.15%	-1.54%
Volatility (1Y) Calculated over the trailing 1-year period	20.12%	20.86%	-0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	42.04%	-27.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.71%	31.91%	-15.20%