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IJPE.L vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJPE.L vs. VXUS

Last updated Jun 5, 2026

IJPE.L (iShares MSCI Japan EUR Hedged UCITS ETF Accumulating) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - IJPE.L is a Japan Equities fund tracking the MSCI Japan Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, IJPE.L returned 13.77%/yr vs 9.36%/yr for VXUS. A 0.57 correlation means they provide meaningful diversification when combined. IJPE.L charges 0.64%/yr vs 0.05%/yr for VXUS.

Performance

IJPE.L vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IJPE.L is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IJPE.L achieves a 18.88% return, which is significantly higher than VXUS's 15.75% return. Over the past 10 years, IJPE.L has outperformed VXUS with an annualized return of 13.77%, while VXUS has yielded a comparatively lower 9.36% annualized return.

IJPE.L

1D
-0.41%
1M
4.83%
YTD
18.88%
6M
20.41%
1Y
49.67%
3Y*
26.45%
5Y*
18.92%
10Y*
13.77%

VXUS

1D
0.00%
1M
1.90%
YTD
15.75%
6M
16.91%
1Y
29.28%
3Y*
15.98%
5Y*
9.50%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPE.L vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating		18.88%27.34%22.07%32.82%-5.43%11.46%8.93%15.39%-16.93%18.75%
VXUS
Vanguard Total International Stock ETF		12.34%16.64%12.01%12.39%-10.88%17.14%1.54%24.50%-10.41%11.79%

Correlation

The correlation between IJPE.L and VXUS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.55

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

0.52

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2011

0.57

The correlation between IJPE.L and VXUS has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

IJPE.L vs. VXUS - Sectors Allocation Comparison

Sectors
IJPE.L
VXUS

Industrials

26.0%
16.1%

Technology

19.1%
18.1%

Financial Services

17.5%
22.3%

Consumer Cyclical

12.2%
8.4%

Communication Services

7.9%
4.4%

Healthcare

6.3%
7.1%

Consumer Defensive

3.6%
5.0%

Basic Materials

3.0%
7.6%

Real Estate

2.3%
2.6%

Utilities

1.1%
3.2%

Energy

1.1%
5.2%

Industrials

IJPE.L
26.0%
VXUS
16.1%

Technology

IJPE.L
19.1%
VXUS
18.1%

Financial Services

IJPE.L
17.5%
VXUS
22.3%

Consumer Cyclical

IJPE.L
12.2%
VXUS
8.4%

Communication Services

IJPE.L
7.9%
VXUS
4.4%

Healthcare

IJPE.L
6.3%
VXUS
7.1%

Consumer Defensive

IJPE.L
3.6%
VXUS
5.0%

Basic Materials

IJPE.L
3.0%
VXUS
7.6%

Real Estate

IJPE.L
2.3%
VXUS
2.6%

Utilities

IJPE.L
1.1%
VXUS
3.2%

Energy

IJPE.L
1.1%
VXUS
5.2%

Compare stocks, funds, or ETFs

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iShares MSCI Japan EUR Hedged UCITS ETF Accumulating

Vanguard Total International Stock ETF

Often compared with IJPE.L:
IJPE.L vs. IJPA.LIJPE.L vs. IJPD.LIJPE.L vs. EUNN.DEIJPE.L vs. HPJS.LIJPE.L vs. PAJS.LIJPE.L vs. JARI.LIJPE.L vs. XDJP.L
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

IJPE.L vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJPE.L
IJPE.L Risk / Return Rank: 8383
Overall Rank
IJPE.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IJPE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IJPE.L Omega Ratio Rank: 8181
Omega Ratio Rank
IJPE.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
IJPE.L Martin Ratio Rank: 8585
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 5050
Overall Rank
VXUS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5151
Omega Ratio Rank
VXUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5454
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.

IJPE.L vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and Vanguard Total International Stock ETF (VXUS). 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.

IJPE.LVXUSDifference
Sharpe ratioReturn per unit of total volatility
2.53
2.19

+0.33

Sortino ratioReturn per unit of downside risk
3.59
2.98

+0.61

Omega ratioGain probability vs. loss probability

1.48

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

5.07

3.15

+1.92

Martin ratioReturn relative to average drawdown

17.32

13.24

+4.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJPE.L vs. VXUS - Sharpe Ratio Comparison

The current IJPE.L Sharpe Ratio is 2.53, which is comparable to the VXUS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IJPE.L and VXUS, 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

IJPE.LVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.19

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.70

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.59

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.48

+0.08

Drawdowns

IJPE.L vs. VXUS - Drawdown Comparison

The maximum IJPE.L drawdown since its inception was -34.53%, roughly equal to the maximum VXUS drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IJPE.L and VXUS.

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Drawdown Indicators

IJPE.LVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-34.53%

-33.67%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-9.33%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-16.06%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-16.80%

-4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

-33.67%

-0.86%

Current Drawdown

Current decline from peak

-0.41%

-0.68%

+0.27%

Average Drawdown

Average peak-to-trough decline

-9.04%

-5.65%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.22%

+0.61%

Volatility

IJPE.L vs. VXUS - Volatility Comparison

iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.90% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJPE.LVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.06%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

11.27%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

13.40%

+5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

13.69%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

16.00%

+2.83%

IJPE.L vs. VXUS - Expense Ratio Comparison

IJPE.L has a 0.64% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

IJPE.L vs. VXUS - Dividend Comparison

IJPE.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.75%.

PositionTTM20252024202320222021202020192018201720162015
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF		2.75%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

IJPE.L and VXUS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.64% for IJPE.L.

IJPE.L is categorized as Japan Equities, while VXUS is Global Equities. IJPE.L tracks MSCI Japan Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.64% for IJPE.L and 0.05% for VXUS.

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