QUEJ.DE vs. VJPA.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both Japan Equities funds - QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while VJPA.DE tracks the FTSE Japan. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 15.52%/yr for VJPA.DE. Their correlation of 0.92 suggests significant overlap in exposure. QUEJ.DE charges 0.25%/yr vs 0.15%/yr for VJPA.DE.
Performance
QUEJ.DE vs. VJPA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QUEJ.DE achieves a 7.21% return, which is significantly lower than VJPA.DE's 16.61% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
VJPA.DE
- 1D
- -0.22%
- 1M
- 3.68%
- YTD
- 16.61%
- 6M
- 16.99%
- 1Y
- 31.69%
- 3Y*
- 15.52%
- 5Y*
- 9.95%
- 10Y*
- —
QUEJ.DE vs. VJPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 8.13% | -12.67% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 16.61% | 13.28% | 13.06% | 15.86% | -7.54% |
Correlation
The correlation between QUEJ.DE and VJPA.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.92 |
The correlation between QUEJ.DE and VJPA.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QUEJ.DE vs. VJPA.DE — Risk / Return Rank
QUEJ.DE
VJPA.DE
QUEJ.DE vs. VJPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE). 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.
| QUEJ.DE | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.09 | -2.10 |
| Martin ratioReturn relative to average drawdown | 2.91 | 10.36 | -7.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QUEJ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.68 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.57 | -0.48 |
Drawdowns
QUEJ.DE vs. VJPA.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum VJPA.DE drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and VJPA.DE.
Loading charts...
Drawdown Indicators
| QUEJ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -18.92% | +3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.85% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -16.01% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.92% | — |
Current DrawdownCurrent decline from peak | -2.50% | -0.22% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -5.81% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.95% | +0.65% |
Volatility
QUEJ.DE vs. VJPA.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) have volatilities of 3.38% and 3.34%, 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.
Loading charts...
Volatility by Period
| QUEJ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.34% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 14.61% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 18.16% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 16.16% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.16% | -0.80% |
QUEJ.DE vs. VJPA.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than VJPA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QUEJ.DE vs. VJPA.DE - Dividend Comparison
Neither QUEJ.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
QUEJ.DE and VJPA.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while VJPA.DE tracks FTSE Japan. They also come from different issuers: BNP Paribas and Vanguard. Their fees differ too: 0.25% for QUEJ.DE and 0.15% for VJPA.DE.
Find the right allocation for QUEJ.DE and VJPA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer