VDPG.L vs. VJPA.DE

Last updated Jun 14, 2026

VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both exchange-traded funds - VDPG.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while VJPA.DE is a Japan Equities fund tracking the FTSE Japan. Both are passively managed. Over the past 5 years, VDPG.L returned 12.82%/yr vs 9.89%/yr for VJPA.DE. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

VDPG.L vs. VJPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VDPG.L is traded in GBP, while VJPA.DE is traded in EUR. To make them comparable, the VJPA.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDPG.L achieves a 47.65% return, which is significantly higher than VJPA.DE's 14.60% return.

VDPG.L

• 1D: 4.17%
• 1M: 2.70%
• YTD: 47.65%
• 6M: 52.89%
• 1Y: 80.98%
• 3Y*: 24.13%
• 5Y*: 12.82%
• 10Y*: —

VJPA.DE

• 1D: 2.33%
• 1M: 0.48%
• YTD: 14.60%
• 6M: 14.53%
• 1Y: 33.34%
• 3Y*: 14.42%
• 5Y*: 9.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. VJPA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc	47.65%	30.58%	-3.06%	4.10%	-1.89%	1.95%	15.56%	-19.58%
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating	14.60%	19.17%	8.13%	13.52%	-6.58%	1.70%	10.77%	-9.04%

Correlation

The correlation between VDPG.L and VJPA.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019	0.54

The correlation between VDPG.L and VJPA.DE has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

Return for Risk

VDPG.L vs. VJPA.DE — Risk / Return Rank

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

VDPG.L

VDPG.L Risk / Return Rank: 94
VDPG.L Sharpe Ratio Rank: 96
VDPG.L Sortino Ratio Rank: 94
VDPG.L Omega Ratio Rank: 95
VDPG.L Calmar Ratio Rank: 93
VDPG.L Martin Ratio Rank: 92

VJPA.DE

VJPA.DE Risk / Return Rank: 63
VJPA.DE Sharpe Ratio Rank: 57
VJPA.DE Sortino Ratio Rank: 62
VJPA.DE Omega Ratio Rank: 60
VJPA.DE Calmar Ratio Rank: 70
VJPA.DE Martin Ratio Rank: 65

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.

VDPG.L vs. VJPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) 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.

	VDPG.L	VJPA.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.62	1.82	+1.80
Sortino ratio: Return per unit of downside risk	4.28	2.64	+1.64
Omega ratio: Gain probability vs. loss probability	1.65	1.34	+0.31
Calmar ratio: Return relative to maximum drawdown	5.87	3.10	+2.77
Martin ratio: Return relative to average drawdown	20.42	10.19	+10.23

VDPG.L vs. VJPA.DE - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 3.62, which is higher than the VJPA.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VDPG.L and VJPA.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.

Drawdowns

VDPG.L vs. VJPA.DE - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -40.69%, which is greater than VJPA.DE's maximum drawdown of -30.31%. Use the drawdown chart below to compare losses from any high point for VDPG.L and VJPA.DE.

Drawdown Indicators

	VDPG.L	VJPA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.69%	-30.31%	-10.38%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-10.64%	-2.81%
Max Drawdown (3Y) Largest decline over 3 years	-26.18%	-14.14%	-12.04%
Max Drawdown (5Y) Largest decline over 5 years	-26.18%	-18.56%	-7.62%
Current Drawdown Current decline from peak	-4.74%	-1.04%	-3.70%
Average Drawdown Average peak-to-trough decline	-11.24%	-6.54%	-4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.87%	3.24%	+0.63%

Volatility

VDPG.L vs. VJPA.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 11.04% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 4.39%. This indicates that VDPG.L'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.

Volatility by Period

	VDPG.L	VJPA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.04%	4.39%	+6.65%
Volatility (6M) Calculated over the trailing 6-month period	19.69%	14.79%	+4.90%
Volatility (1Y) Calculated over the trailing 1-year period	21.82%	18.15%	+3.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.25%	15.64%	+5.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.27%	17.28%	+5.99%

VDPG.L vs. VJPA.DE - Expense Ratio Comparison

Both VDPG.L and VJPA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VDPG.L vs. VJPA.DE - Dividend Comparison

Neither VDPG.L nor VJPA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VDPG.L and VJPA.DE in my portfolio?

VDPG.L and VJPA.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDPG.L or VJPA.DE?

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VDPG.L or VJPA.DE?

VDPG.L and VJPA.DE have the same expense ratio: 0.15% per year.

What is the main difference between VDPG.L and VJPA.DE?

VDPG.L is categorized as Asia Pacific Equities, while VJPA.DE is Japan Equities. VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while VJPA.DE tracks FTSE Japan.