SXRW.DE vs. VJPA.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while VJPA.DE is a Japan Equities fund tracking the FTSE Japan. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.64%/yr vs 9.76%/yr for VJPA.DE. A 0.57 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.15%/yr for VJPA.DE.
Performance
SXRW.DE vs. VJPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly lower than VJPA.DE's 15.84% return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
VJPA.DE
- 1D
- 2.35%
- 1M
- 1.03%
- YTD
- 15.84%
- 6M
- 16.53%
- 1Y
- 31.52%
- 3Y*
- 14.11%
- 5Y*
- 9.76%
- 10Y*
- —
SXRW.DE vs. VJPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 8.35% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 15.84% | 13.28% | 13.06% | 15.84% | -11.43% | 9.42% | 4.85% | -6.04% |
Correlation
The correlation between SXRW.DE and VJPA.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.57 |
The correlation between SXRW.DE and VJPA.DE has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. VJPA.DE — Risk / Return Rank
SXRW.DE
VJPA.DE
SXRW.DE vs. VJPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
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.
| SXRW.DE | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.15 | -0.61 |
| Martin ratioReturn relative to average drawdown | 9.30 | 10.55 | -1.25 |
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Drawdowns
SXRW.DE vs. VJPA.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than VJPA.DE's maximum drawdown of -30.84%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and VJPA.DE.
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Drawdown Indicators
| SXRW.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -30.84% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.84% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -16.01% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -18.90% | +2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.87% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -6.55% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.95% | -0.79% |
Volatility
SXRW.DE vs. VJPA.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 4.21%. This indicates that SXRW.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
| SXRW.DE | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.21% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 14.88% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 18.39% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.24% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.89% | -0.99% |
SXRW.DE vs. VJPA.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than VJPA.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. VJPA.DE - Dividend Comparison
Neither SXRW.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and VJPA.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VJPA.DE.
SXRW.DE is categorized as Europe Equities, while VJPA.DE is Japan Equities. SXRW.DE tracks FTSE 100, while VJPA.DE tracks FTSE Japan. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRW.DE and 0.15% for VJPA.DE.
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