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 14.63%/yr vs 11.35%/yr for ^DJAT. At a 0.44 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 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%
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 | 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
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.
| FVSJ.DE | ^DJAT | Difference | |
|---|---|---|---|
| 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 |
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
| FVSJ.DE | ^DJAT | Difference | |
|---|---|---|---|
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 | ^DJAT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.76% | -2.15% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -18.21% | +13.05% |
Ulcer IndexDepth 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 | ^DJAT | Difference | |
|---|---|---|---|
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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