SXRZ.DE vs. VJPA.DE
SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both Japan Equities funds - SXRZ.DE tracks the Nikkei 225® while VJPA.DE tracks the FTSE Japan. Both are passively managed. Over the past 5 years, SXRZ.DE returned 11.98%/yr vs 9.95%/yr for VJPA.DE. Their correlation of 0.90 suggests significant overlap in exposure. SXRZ.DE charges 0.48%/yr vs 0.15%/yr for VJPA.DE.
Performance
SXRZ.DE vs. VJPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRZ.DE achieves a 32.06% return, which is significantly higher than VJPA.DE's 16.61% return.
SXRZ.DE
- 1D
- -1.49%
- 1M
- 7.63%
- YTD
- 32.06%
- 6M
- 30.08%
- 1Y
- 60.04%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
VJPA.DE
- 1D
- -0.22%
- 1M
- 3.68%
- YTD
- 16.61%
- 6M
- 16.99%
- 1Y
- 31.69%
- 3Y*
- 15.52%
- 5Y*
- 9.95%
- 10Y*
- —
SXRZ.DE vs. VJPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 17.70% | -15.73% | -2.46% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 16.61% | 13.28% | 13.06% | 15.86% | -11.63% | 3.39% |
Correlation
The correlation between SXRZ.DE and VJPA.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.90 |
The correlation between SXRZ.DE and VJPA.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
SXRZ.DE vs. VJPA.DE — Risk / Return Rank
SXRZ.DE
VJPA.DE
SXRZ.DE vs. VJPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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.
| SXRZ.DE | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 3.09 | +1.47 |
| Martin ratioReturn relative to average drawdown | 13.83 | 10.36 | +3.47 |
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
| SXRZ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.68 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.61 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | +0.01 |
Drawdowns
SXRZ.DE vs. VJPA.DE - Drawdown Comparison
The maximum SXRZ.DE drawdown since its inception was -29.90%, 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 SXRZ.DE and VJPA.DE.
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Drawdown Indicators
| SXRZ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.90% | -18.92% | -10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -9.85% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -16.01% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -18.92% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.90% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -0.22% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -5.81% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.95% | +1.33% |
Volatility
SXRZ.DE vs. VJPA.DE - Volatility Comparison
iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a higher volatility of 6.62% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 3.34%. This indicates that SXRZ.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
| SXRZ.DE | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.34% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 18.37% | 14.61% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.34% | 18.16% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 16.16% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 16.16% | +1.61% |
SXRZ.DE vs. VJPA.DE - Expense Ratio Comparison
SXRZ.DE has a 0.48% expense ratio, which is higher than VJPA.DE's 0.15% expense ratio.
Dividends
SXRZ.DE vs. VJPA.DE - Dividend Comparison
Neither SXRZ.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRZ.DE and VJPA.DE have a correlation of 0.84, 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 0.48% for SXRZ.DE.
SXRZ.DE tracks Nikkei 225®, while VJPA.DE tracks FTSE Japan. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for SXRZ.DE and 0.15% for VJPA.DE.
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