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VDPG.L vs. XDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDPG.L vs. XDJP.L - 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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDPG.L is traded in GBP, while XDJP.L is traded in GBp. To make them comparable, the XDJP.L 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 35.40% return, which is significantly higher than XDJP.L's 30.27% return.


VDPG.L

1D
-2.45%
1M
-10.88%
6M
28.76%
YTD
35.40%
1Y
56.81%
3Y*
21.54%
5Y*
11.00%
10Y*

XDJP.L

1D
-1.87%
1M
-3.97%
6M
22.43%
YTD
30.27%
1Y
57.42%
3Y*
21.91%
5Y*
12.72%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. XDJP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
35.40%30.58%-3.06%4.10%-1.89%1.95%15.56%-19.58%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
30.27%21.04%9.68%15.52%-10.26%-3.79%21.77%0.09%

Correlation

The correlation between VDPG.L and XDJP.L is 0.69, 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

0.69

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

0.59

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

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.64

The correlation between VDPG.L and XDJP.L has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.

VDPG.L vs. XDJP.L - Sectors Allocation Comparison


Sectors
VDPG.L
XDJP.L

Technology

39.9%
33.3%

Financial Services

21.4%
2.9%

Industrials

10.4%
18.2%

Basic Materials

8.9%
4.1%

Consumer Cyclical

5.2%
16.6%

Real Estate

4.2%
1.2%

Healthcare

2.6%
6.1%

Consumer Defensive

2.1%
2.9%

Communication Services

2.0%
14.3%

Energy

1.8%
0.3%

Utilities

1.6%
0.1%

Technology

VDPG.L
39.9%
XDJP.L
33.3%

Financial Services

VDPG.L
21.4%
XDJP.L
2.9%

Industrials

VDPG.L
10.4%
XDJP.L
18.2%

Basic Materials

VDPG.L
8.9%
XDJP.L
4.1%

Consumer Cyclical

VDPG.L
5.2%
XDJP.L
16.6%

Real Estate

VDPG.L
4.2%
XDJP.L
1.2%

Healthcare

VDPG.L
2.6%
XDJP.L
6.1%

Consumer Defensive

VDPG.L
2.1%
XDJP.L
2.9%

Communication Services

VDPG.L
2.0%
XDJP.L
14.3%

Energy

VDPG.L
1.8%
XDJP.L
0.3%

Utilities

VDPG.L
1.6%
XDJP.L
0.1%

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Return for Risk

VDPG.L vs. XDJP.L — 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: 8282
Overall Rank
VDPG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 7979
Martin Ratio Rank

XDJP.L
XDJP.L Risk / Return Rank: 8585
Overall Rank
XDJP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7979
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.

VDPG.L vs. XDJP.L - 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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.

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.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

3.81

4.26

-0.45

Martin ratioReturn relative to average drawdown

12.06

12.05

+0.01

VDPG.L vs. XDJP.L - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 2.22, which is comparable to the XDJP.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of VDPG.L and XDJP.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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Drawdowns

VDPG.L vs. XDJP.L - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -40.69%, smaller than the maximum XDJP.L drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for VDPG.L and XDJP.L.


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Drawdown Indicators


VDPG.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.69%

-99.99%

+59.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.83%

-13.40%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-26.18%

-18.82%

-7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-20.61%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

Current Drawdown

Current decline from peak

-14.83%

-99.97%

+85.14%

Average Drawdown

Average peak-to-trough decline

-11.19%

-99.40%

+88.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

4.75%

-0.05%

Volatility

VDPG.L vs. XDJP.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 13.58% compared to Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) at 10.17%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDPG.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

10.17%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

20.40%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.45%

24.88%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

18.38%

+3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

17.47%

+6.23%

VDPG.L vs. XDJP.L - Expense Ratio Comparison

VDPG.L has a 0.15% expense ratio, which is higher than XDJP.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDPG.L vs. XDJP.L - Dividend Comparison

VDPG.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
1.05%1.33%1.41%1.60%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions


VDPG.L and XDJP.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.15% for VDPG.L.

VDPG.L is categorized as Asia Pacific Equities, while XDJP.L is Japan Equities. VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while XDJP.L tracks TOPIX TR JPY. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.15% for VDPG.L and 0.09% for XDJP.L.

Portfolio Optimizer

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