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VDST.L vs. SJPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDST.L vs. SJPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDST.L is traded in USD, while SJPA.L is traded in GBp. To make them comparable, the SJPA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDST.L achieves a 1.46% return, which is significantly lower than SJPA.L's 16.02% return.


VDST.L

1D
0.04%
1M
0.31%
YTD
1.46%
6M
1.75%
1Y
3.95%
3Y*
4.71%
5Y*
3.36%
10Y*

SJPA.L

1D
-0.05%
1M
5.42%
YTD
16.02%
6M
16.78%
1Y
32.63%
3Y*
18.62%
5Y*
8.87%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDST.L vs. SJPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
1.46%4.26%5.24%4.98%0.95%0.01%0.03%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
16.02%27.11%6.55%18.71%-16.24%0.70%16.71%

Correlation

The correlation between VDST.L and SJPA.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

0.07

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.07

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Return for Risk

VDST.L vs. SJPA.L — Risk / Return Rank

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

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.L Martin Ratio Rank: 9999
Martin Ratio Rank

SJPA.L
SJPA.L Risk / Return Rank: 6060
Overall Rank
SJPA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 6262
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 5959
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.

VDST.L vs. SJPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.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.


VDST.LSJPA.LDifference
Sharpe ratioReturn per unit of total volatility

+7.64

Sortino ratioReturn per unit of downside risk

+19.70

Omega ratioGain probability vs. loss probability

4.88

1.32

+3.56

Calmar ratioReturn relative to maximum drawdown

36.06

2.59

+33.47

Martin ratioReturn relative to average drawdown

244.57

8.80

+235.77

VDST.L vs. SJPA.L - Sharpe Ratio Comparison

The current VDST.L Sharpe Ratio is 9.31, which is higher than the SJPA.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VDST.L and SJPA.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


VDST.LSJPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.31

1.68

+7.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.05

0.51

+7.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

7.83

0.47

+7.36

Drawdowns

VDST.L vs. SJPA.L - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum SJPA.L drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for VDST.L and SJPA.L.


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Drawdown Indicators


VDST.LSJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.36%

-32.52%

+32.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-12.53%

+12.42%

Max Drawdown (3Y)

Largest decline over 3 years

-0.15%

-14.25%

+14.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-32.52%

+32.16%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

Current Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.03%

-8.31%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

3.70%

-3.68%

Volatility

VDST.L vs. SJPA.L - Volatility Comparison

The current volatility for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) is 0.12%, while iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) has a volatility of 4.33%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than SJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDST.LSJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

4.33%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.33%

15.69%

-15.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

19.38%

-18.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.47%

17.52%

-17.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

16.76%

-16.30%

VDST.L vs. SJPA.L - Expense Ratio Comparison

VDST.L has a 0.05% expense ratio, which is lower than SJPA.L'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

VDST.L vs. SJPA.L - Dividend Comparison

Neither VDST.L nor SJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VDST.L and SJPA.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, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDST.L is cheaper with a 0.05% expense ratio, compared with 0.15% for SJPA.L.

VDST.L is categorized as Government Bonds, while SJPA.L is Japan Equities. VDST.L tracks Bloomberg Short Treasury Index, while SJPA.L tracks TOPIX TR JPY. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDST.L and 0.15% for SJPA.L.

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