FVSJ.DE vs. ^DJAT
FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) is Asia Pacific Equities fund tracking the FTSE Asia ex Japan ex China, while ^DJAT (Dow Jones Asian Titans 50 Index) is an index. Over the past 5 years, FVSJ.DE returned 13.76%/yr vs 11.48%/yr for ^DJAT. At a 0.47 correlation, their price movements are largely independent.
Performance
FVSJ.DE vs. ^DJAT - Performance Comparison
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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 38.87% return, which is significantly higher than ^DJAT's 29.42% return.
FVSJ.DE
- 1D
- -0.93%
- 1M
- -6.25%
- 6M
- 31.23%
- YTD
- 38.87%
- 1Y
- 57.55%
- 3Y*
- 24.79%
- 5Y*
- 13.76%
- 10Y*
- —
^DJAT
- 1D
- 2.04%
- 1M
- 0.02%
- 6M
- 20.68%
- YTD
- 29.42%
- 1Y
- 49.30%
- 3Y*
- 23.15%
- 5Y*
- 11.48%
- 10Y*
- 10.64%
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 | 38.87% | 15.41% | 13.98% | 8.23% | -7.56% | 13.74% | -3.71% | 13.83% | -18.50% |
^DJAT Dow Jones Asian Titans 50 Index | 29.42% | 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 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
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 | 0.47 |
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Return for Risk
FVSJ.DE vs. ^DJAT — Risk / Return Rank
FVSJ.DE
^DJAT
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 | ^DJAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 4.18 | +0.63 |
| Martin ratioReturn relative to average drawdown | 14.67 | 13.90 | +0.78 |
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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 | ^DJAT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.21% | -4.10% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -14.96% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 3.56% | +0.35% |
Volatility
FVSJ.DE vs. ^DJAT - Volatility Comparison
Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 11.21% compared to Dow Jones Asian Titans 50 Index (^DJAT) at 8.41%. 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 | ^DJAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.21% | 8.41% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 20.16% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 23.01% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 18.70% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.43% | 17.01% | +1.42% |
Frequently Asked Questions
FVSJ.DE and ^DJAT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for FVSJ.DE and ^DJAT
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