SPY4.DE vs. VJPA.DE
SPY4.DE (SPDR S&P 400 US Mid Cap UCITS ETF) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both exchange-traded funds - SPY4.DE is a Mid Cap Blend Equities fund tracking the S&P MidCap 400, while VJPA.DE is a Japan Equities fund tracking the FTSE Japan. Both are passively managed. Over the past 5 years, SPY4.DE returned 8.81%/yr vs 9.95%/yr for VJPA.DE. A 0.53 correlation means they provide meaningful diversification when combined. SPY4.DE charges 0.30%/yr vs 0.15%/yr for VJPA.DE.
Performance
SPY4.DE vs. VJPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY4.DE achieves a 14.09% return, which is significantly lower than VJPA.DE's 16.61% return.
SPY4.DE
- 1D
- 0.26%
- 1M
- 2.42%
- YTD
- 14.09%
- 6M
- 13.87%
- 1Y
- 23.49%
- 3Y*
- 12.93%
- 5Y*
- 8.81%
- 10Y*
- 10.43%
VJPA.DE
- 1D
- -0.22%
- 1M
- 3.68%
- YTD
- 16.61%
- 6M
- 16.99%
- 1Y
- 31.69%
- 3Y*
- 15.52%
- 5Y*
- 9.95%
- 10Y*
- —
SPY4.DE vs. VJPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPY4.DE SPDR S&P 400 US Mid Cap UCITS ETF | 14.09% | -3.63% | 18.67% | 13.23% | -8.82% | 13.33% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 16.61% | 13.28% | 13.06% | 15.86% | -11.63% | 3.39% |
Correlation
The correlation between SPY4.DE and VJPA.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.53 |
The correlation between SPY4.DE and VJPA.DE has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.
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Return for Risk
SPY4.DE vs. VJPA.DE — Risk / Return Rank
SPY4.DE
VJPA.DE
SPY4.DE vs. VJPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.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.
| SPY4.DE | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.09 | +0.69 |
| Martin ratioReturn relative to average drawdown | 11.31 | 10.36 | +0.95 |
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
| SPY4.DE | VJPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.68 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.61 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.57 | +0.08 |
Drawdowns
SPY4.DE vs. VJPA.DE - Drawdown Comparison
The maximum SPY4.DE drawdown since its inception was -42.72%, which is greater than VJPA.DE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and VJPA.DE.
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Drawdown Indicators
| SPY4.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -18.92% | -23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.07% | -9.85% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -29.11% | -16.01% | -13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -18.92% | -10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -5.81% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.95% | -0.92% |
Volatility
SPY4.DE vs. VJPA.DE - Volatility Comparison
SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) has a higher volatility of 3.51% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 3.34%. This indicates that SPY4.DE's price experiences larger fluctuations and is considered to be riskier than VJPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPY4.DE | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.34% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 14.61% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 18.16% | -3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 16.16% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 16.16% | +3.34% |
SPY4.DE vs. VJPA.DE - Expense Ratio Comparison
SPY4.DE has a 0.30% expense ratio, which is higher than VJPA.DE's 0.15% expense ratio.
Dividends
SPY4.DE vs. VJPA.DE - Dividend Comparison
Neither SPY4.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY4.DE and VJPA.DE have a correlation of 0.51, 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 0.30% for SPY4.DE.
SPY4.DE is categorized as Mid Cap Blend Equities, while VJPA.DE is Japan Equities. SPY4.DE tracks S&P MidCap 400, while VJPA.DE tracks FTSE Japan. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for SPY4.DE and 0.15% for VJPA.DE.
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