PortfoliosLab logoPortfoliosLab logo
SPY4.DE vs. VJPN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY4.DE vs. VJPN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPY4.DE achieves a 16.24% return, which is significantly lower than VJPN.DE's 18.13% return.


SPY4.DE

1D
0.04%
1M
-0.17%
6M
11.60%
YTD
16.24%
1Y
22.55%
3Y*
11.60%
5Y*
9.06%
10Y*
9.95%
ALL TIME*
12.22%

VJPN.DE

1D
2.05%
1M
-2.36%
6M
13.81%
YTD
18.13%
1Y
35.94%
3Y*
16.71%
5Y*
9.99%
10Y*
ALL TIME*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY4.DE vs. VJPN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
16.24%-3.63%18.67%13.23%-8.82%35.58%2.35%29.20%-8.77%4.21%
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
18.13%13.29%13.05%15.88%-11.56%9.49%4.96%21.66%-10.15%0.18%

Correlation

The correlation between SPY4.DE and VJPN.DE is 0.52, 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

0.52

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.58

The correlation between SPY4.DE and VJPN.DE has been stable across timeframes, ranging from 0.51 to 0.58 - 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

SPY4.DE vs. VJPN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPY4.DE
SPY4.DE Risk / Return Rank: 7171
Overall Rank
SPY4.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPY4.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY4.DE Omega Ratio Rank: 6161
Omega Ratio Rank
SPY4.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPY4.DE Martin Ratio Rank: 7979
Martin Ratio Rank

VJPN.DE
VJPN.DE Risk / Return Rank: 8181
Overall Rank
VJPN.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 7878
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 8383
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.

SPY4.DE vs. VJPN.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 Distributing (VJPN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPY4.DEVJPN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratioReturn relative to maximum drawdown

3.70

3.68

+0.02

Martin ratioReturn relative to average drawdown

11.08

12.02

-0.93

SPY4.DE vs. VJPN.DE - Sharpe Ratio Comparison

The current SPY4.DE Sharpe Ratio is 1.58, which is comparable to the VJPN.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SPY4.DE and VJPN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPY4.DE vs. VJPN.DE - Drawdown Comparison

The maximum SPY4.DE drawdown since its inception was -42.71%, which is greater than VJPN.DE's maximum drawdown of -28.35%. Use the drawdown chart below to compare losses from any high point for SPY4.DE and VJPN.DE.


Loading charts...

Drawdown Indicators


SPY4.DEVJPN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-28.35%

-14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-9.71%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-29.11%

-16.02%

-13.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-18.85%

-10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

Current Drawdown

Current decline from peak

-2.39%

-3.38%

+0.99%

Average Drawdown

Average peak-to-trough decline

-5.83%

-5.79%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.98%

-0.95%

Volatility

SPY4.DE vs. VJPN.DE - Volatility Comparison

The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPY4.DE) is 4.17%, while Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) has a volatility of 6.75%. This indicates that SPY4.DE experiences smaller price fluctuations and is considered to be less risky than VJPN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPY4.DEVJPN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

6.75%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

15.81%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

19.17%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

16.41%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

16.91%

+2.57%

SPY4.DE vs. VJPN.DE - Expense Ratio Comparison

SPY4.DE has a 0.30% expense ratio, which is higher than VJPN.DE's 0.15% expense ratio.


Dividends

SPY4.DE vs. VJPN.DE - Dividend Comparison

SPY4.DE has not paid dividends to shareholders, while VJPN.DE's dividend yield for the trailing twelve months is around 1.71%.


PositionTTM202520242023202220212020201920182017
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
1.71%1.91%1.93%1.91%2.22%1.66%1.62%1.80%1.94%0.59%

Frequently Asked Questions


SPY4.DE and VJPN.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VJPN.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VJPN.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 VJPN.DE is Japan Equities. SPY4.DE tracks S&P MidCap 400, while VJPN.DE tracks TOPIX TR JPY. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for SPY4.DE and 0.15% for VJPN.DE.

Portfolio Optimizer

Find the right allocation for SPY4.DE and VJPN.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