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VCPA.L vs. IJPN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCPA.L vs. IJPN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) and iShares MSCI Japan UCITS ETF (Dist) (IJPN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VCPA.L is traded in GBP, while IJPN.L is traded in GBp. To make them comparable, the IJPN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VCPA.L achieves a 0.51% return, which is significantly lower than IJPN.L's 16.83% return.


VCPA.L

1D
0.29%
1M
1.41%
YTD
0.51%
6M
0.27%
1Y
-98.93%
3Y*
-77.87%
5Y*
-59.47%
10Y*

IJPN.L

1D
-0.35%
1M
6.24%
YTD
16.83%
6M
16.02%
1Y
34.98%
3Y*
16.17%
5Y*
10.52%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCPA.L vs. IJPN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.51%-99.00%4.58%2.13%-4.89%-0.13%5.86%10.80%
IJPN.L
iShares MSCI Japan UCITS ETF (Dist)
16.83%18.18%9.39%14.03%-7.13%2.20%12.46%10.77%

Correlation

The correlation between VCPA.L and IJPN.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.12

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Return for Risk

VCPA.L vs. IJPN.L — Risk / Return Rank

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

VCPA.L
VCPA.L Risk / Return Rank: 22
Overall Rank
VCPA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VCPA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
VCPA.L Omega Ratio Rank: 00
Omega Ratio Rank
VCPA.L Calmar Ratio Rank: 00
Calmar Ratio Rank
VCPA.L Martin Ratio Rank: 33
Martin Ratio Rank

IJPN.L
IJPN.L Risk / Return Rank: 6060
Overall Rank
IJPN.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IJPN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IJPN.L Omega Ratio Rank: 5959
Omega Ratio Rank
IJPN.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IJPN.L Martin Ratio Rank: 6060
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.

VCPA.L vs. IJPN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) and iShares MSCI Japan UCITS ETF (Dist) (IJPN.L). 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.


VCPA.LIJPN.LDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.31

1.36

-1.05

Calmar ratioReturn relative to maximum drawdown

-1.00

3.22

-4.22

Martin ratioReturn relative to average drawdown

-1.21

10.52

-11.73

VCPA.L vs. IJPN.L - Sharpe Ratio Comparison

The current VCPA.L Sharpe Ratio is -1.00, which is lower than the IJPN.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VCPA.L and IJPN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VCPA.LIJPN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

1.88

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-1.32

0.66

-1.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.24

0.42

-1.65

Drawdowns

VCPA.L vs. IJPN.L - Drawdown Comparison

The maximum VCPA.L drawdown since its inception was -99.06%, which is greater than IJPN.L's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for VCPA.L and IJPN.L.


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Drawdown Indicators


VCPA.LIJPN.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.06%

-39.73%

-59.33%

Max Drawdown (1Y)

Largest decline over 1 year

-99.02%

-10.80%

-88.22%

Max Drawdown (3Y)

Largest decline over 3 years

-99.04%

-14.09%

-84.95%

Max Drawdown (5Y)

Largest decline over 5 years

-99.04%

-18.57%

-80.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

Current Drawdown

Current decline from peak

-99.03%

-0.35%

-98.68%

Average Drawdown

Average peak-to-trough decline

-17.55%

-10.09%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

81.78%

3.32%

+78.46%

Volatility

VCPA.L vs. IJPN.L - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) is 1.53%, while iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) has a volatility of 3.88%. This indicates that VCPA.L experiences smaller price fluctuations and is considered to be less risky than IJPN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCPA.LIJPN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

3.88%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

15.00%

-10.59%

Volatility (1Y)

Calculated over the trailing 1-year period

98.63%

18.54%

+80.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.54%

15.88%

+29.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.64%

15.98%

+24.66%

VCPA.L vs. IJPN.L - Expense Ratio Comparison

VCPA.L has a 0.09% expense ratio, which is lower than IJPN.L's 0.59% expense ratio.


Dividends

VCPA.L vs. IJPN.L - Dividend Comparison

VCPA.L has not paid dividends to shareholders, while IJPN.L's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
IJPN.L
iShares MSCI Japan UCITS ETF (Dist)
2.03%2.25%1.95%1.81%2.10%1.66%1.75%1.90%1.89%1.53%1.55%0.87%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VCPA.L and IJPN.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCPA.L is cheaper with a 0.09% expense ratio, compared with 0.59% for IJPN.L.

VCPA.L is categorized as Corporate Bonds, while IJPN.L is Japan Equities. VCPA.L tracks Bloomberg US Corp Bond TR USD, while IJPN.L tracks TOPIX TR JPY. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VCPA.L and 0.59% for IJPN.L.

Portfolio Optimizer

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