VGEK.DE vs. FVSJ.DE

Last updated Jun 5, 2026

VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) and FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) are both Asia Pacific Equities funds - VGEK.DE tracks the FTSE Developed Asia Pacific ex Japan while FVSJ.DE tracks the FTSE Asia ex Japan ex China. Both are passively managed. Over the past 5 years, VGEK.DE returned 12.83%/yr vs 14.63%/yr for FVSJ.DE. Their correlation of 0.80 suggests significant overlap in exposure. VGEK.DE charges 0.15%/yr vs 0.14%/yr for FVSJ.DE.

Performance

VGEK.DE vs. FVSJ.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 (USD) Accumulating (VGEK.DE) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than FVSJ.DE's 45.45% return.

VGEK.DE

• 1D: -3.21%
• 1M: 6.68%
• YTD: 49.52%
• 6M: 54.00%
• 1Y: 77.62%
• 3Y*: 24.83%
• 5Y*: 12.83%
• 10Y*: —

FVSJ.DE

• 1D: -1.75%
• 1M: 7.20%
• YTD: 45.45%
• 6M: 48.21%
• 1Y: 72.24%
• 3Y*: 25.93%
• 5Y*: 14.63%
• 10Y*: —

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

VGEK.DE vs. FVSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating	49.52%	25.03%	1.02%	6.43%	-7.37%	9.39%	8.22%	6.27%
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	45.45%	15.41%	14.01%	8.23%	-7.58%	13.71%	-3.67%	5.01%

Correlation

The correlation between VGEK.DE and FVSJ.DE is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.80

The correlation between VGEK.DE and FVSJ.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Return for Risk

VGEK.DE vs. FVSJ.DE — Risk / Return Rank

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

VGEK.DE

VGEK.DE Risk / Return Rank: 93
VGEK.DE Sharpe Ratio Rank: 95
VGEK.DE Sortino Ratio Rank: 93
VGEK.DE Omega Ratio Rank: 94
VGEK.DE Calmar Ratio Rank: 92
VGEK.DE Martin Ratio Rank: 93

FVSJ.DE

FVSJ.DE Risk / Return Rank: 93
FVSJ.DE Sharpe Ratio Rank: 94
FVSJ.DE Sortino Ratio Rank: 93
FVSJ.DE Omega Ratio Rank: 93
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 92

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.

VGEK.DE vs. FVSJ.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 (USD) Accumulating (VGEK.DE) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.

	VGEK.DE	FVSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.77	3.60	+0.17
Sortino ratio: Return per unit of downside risk	4.68	4.52	+0.16
Omega ratio: Gain probability vs. loss probability	1.66	1.64	+0.02
Calmar ratio: Return relative to maximum drawdown	6.17	6.17	0.00
Martin ratio: Return relative to average drawdown	24.03	23.31	+0.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGEK.DE vs. FVSJ.DE - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.77, which is comparable to the FVSJ.DE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of VGEK.DE and FVSJ.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.

Sharpe Ratios by Period

	VGEK.DE	FVSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.77	3.60	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.94	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.65	+0.04

Drawdowns

VGEK.DE vs. FVSJ.DE - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.64%, which is greater than FVSJ.DE's maximum drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and FVSJ.DE.

Drawdown Indicators

	VGEK.DE	FVSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.64%	-26.95%	-9.69%
Max Drawdown (1Y) Largest decline over 1 year	-12.88%	-11.93%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-19.68%	-21.76%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-19.68%	-21.76%	+2.08%
Current Drawdown Current decline from peak	-3.76%	-2.76%	-1.00%
Average Drawdown Average peak-to-trough decline	-6.08%	-5.16%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.16%	+0.16%

Volatility

VGEK.DE vs. FVSJ.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) at 9.05%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGEK.DE	FVSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.20%	9.05%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	18.52%	17.69%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	21.09%	20.43%	+0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.60%	15.44%	+1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.60%	17.16%	+2.44%

VGEK.DE vs. FVSJ.DE - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than FVSJ.DE's 0.14% 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

VGEK.DE vs. FVSJ.DE - Dividend Comparison

Neither VGEK.DE nor FVSJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VGEK.DE and FVSJ.DE in my portfolio?

VGEK.DE and FVSJ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VGEK.DE or FVSJ.DE?

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VGEK.DE or FVSJ.DE?

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for VGEK.DE.

What is the main difference between VGEK.DE and FVSJ.DE?

VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: Vanguard and Franklin Templeton. Their fees differ too: 0.15% for VGEK.DE and 0.14% for FVSJ.DE.