IJPN.L vs. VJPU.L
Compare and contrast key facts about iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L).
IJPN.L and VJPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJPN.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Oct 1, 2004. VJPU.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan (USD Hedged). It was launched on Jan 31, 2020. Both IJPN.L and VJPU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJPN.L or VJPU.L.
Key characteristics
| IJPN.L | VJPU.L | |
|---|---|---|
| YTD Return | 7.15% | 21.25% |
| 1Y Return | 11.36% | 21.54% |
| Sharpe Ratio | 0.71 | 0.92 |
| Sortino Ratio | 1.03 | 1.32 |
| Omega Ratio | 1.15 | 1.22 |
| Calmar Ratio | 0.90 | 0.85 |
| Martin Ratio | 2.56 | 3.73 |
| Ulcer Index | 4.38% | 5.80% |
| Daily Std Dev | 15.65% | 23.52% |
| Max Drawdown | -39.73% | -25.40% |
| Current Drawdown | -5.45% | -6.03% |
Correlation
The correlation between IJPN.L and VJPU.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IJPN.L vs. VJPU.L - Performance Comparison
In the year-to-date period, IJPN.L achieves a 7.15% return, which is significantly lower than VJPU.L's 21.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IJPN.L vs. VJPU.L - Expense Ratio Comparison
IJPN.L has a 0.59% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.
Risk-Adjusted Performance
IJPN.L vs. VJPU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). 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.
Dividends
IJPN.L vs. VJPU.L - Dividend Comparison
IJPN.L's dividend yield for the trailing twelve months is around 1.99%, while VJPU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPN.L iShares MSCI Japan UCITS ETF (Dist) | 1.99% | 1.81% | 2.10% | 1.66% | 1.75% | 1.90% | 1.89% | 1.53% | 1.55% | 0.87% | 2.70% | 1.20% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJPN.L vs. VJPU.L - Drawdown Comparison
The maximum IJPN.L drawdown since its inception was -39.73%, which is greater than VJPU.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for IJPN.L and VJPU.L. For additional features, visit the drawdowns tool.
Volatility
IJPN.L vs. VJPU.L - Volatility Comparison
iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) has a higher volatility of 4.53% compared to Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) at 4.06%. This indicates that IJPN.L's price experiences larger fluctuations and is considered to be riskier than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.