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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 49.53% return, which is significantly higher than ^DJAT's 32.51% return.


FVSJ.DE

1D
1.21%
1M
5.17%
YTD
49.53%
6M
52.61%
1Y
73.10%
3Y*
28.24%
5Y*
15.20%
10Y*

^DJAT

1D
1.83%
1M
5.90%
YTD
32.51%
6M
34.09%
1Y
54.54%
3Y*
24.20%
5Y*
11.77%
10Y*
11.62%
*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
49.53%15.41%13.98%8.23%-7.56%13.74%-3.71%13.83%-18.50%
^DJAT
Dow Jones Asian Titans 50 Index
32.51%14.29%22.87%8.16%-12.79%7.88%11.09%23.62%-9.91%

Correlation

The correlation between FVSJ.DE and ^DJAT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.46

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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: 9595
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9393
Martin Ratio Rank

^DJAT
^DJAT Risk / Return Rank: 8888
Overall Rank
^DJAT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
^DJAT Sortino Ratio Rank: 8787
Sortino Ratio Rank
^DJAT Omega Ratio Rank: 8888
Omega Ratio Rank
^DJAT Calmar Ratio Rank: 9090
Calmar Ratio Rank
^DJAT Martin Ratio Rank: 8989
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.78

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.57

1.42

+0.15

Calmar ratioReturn relative to maximum drawdown

6.11

4.62

+1.48

Martin ratioReturn relative to average drawdown

21.52

16.29

+5.23

FVSJ.DE vs. ^DJAT - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 3.24, which is higher than the ^DJAT Sharpe Ratio of 2.46. 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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Drawdowns

FVSJ.DE vs. ^DJAT - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -30.47%, 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

-30.47%

-52.33%

+21.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.85%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.79%

-20.41%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

-22.33%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-27.45%

Current Drawdown

Current decline from peak

-4.39%

-1.81%

-2.58%

Average Drawdown

Average peak-to-trough decline

-7.27%

-14.93%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.36%

+0.03%

Volatility

FVSJ.DE vs. ^DJAT - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 10.93% compared to Dow Jones Asian Titans 50 Index (^DJAT) at 9.64%. 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

10.93%

9.64%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

19.52%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

22.28%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

18.55%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

16.95%

+1.31%

Frequently Asked Questions


FVSJ.DE and ^DJAT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FVSJ.DE and ^DJAT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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