VJPA.DE vs. I500.DE
VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) and I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) are both exchange-traded funds - VJPA.DE is a Japan Equities fund tracking the FTSE Japan, while I500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VJPA.DE returned 9.95%/yr vs 15.00%/yr for I500.DE. A 0.55 correlation means they provide meaningful diversification when combined. VJPA.DE charges 0.15%/yr vs 0.07%/yr for I500.DE.
Performance
VJPA.DE vs. I500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VJPA.DE achieves a 16.61% return, which is significantly higher than I500.DE's 11.45% return.
VJPA.DE
- 1D
- -0.22%
- 1M
- 6.10%
- YTD
- 16.61%
- 6M
- 16.85%
- 1Y
- 30.62%
- 3Y*
- 15.52%
- 5Y*
- 9.95%
- 10Y*
- —
I500.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.45%
- 6M
- 11.48%
- 1Y
- 25.79%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
VJPA.DE vs. I500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 16.61% | 13.28% | 13.06% | 15.86% | -11.63% | 3.39% |
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 23.46% |
Correlation
The correlation between VJPA.DE and I500.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.55 |
The correlation between VJPA.DE and I500.DE has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
VJPA.DE vs. I500.DE — Risk / Return Rank
VJPA.DE
I500.DE
VJPA.DE vs. I500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| VJPA.DE | I500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.60 | -0.51 |
| Martin ratioReturn relative to average drawdown | 10.36 | 12.82 | -2.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VJPA.DE | I500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.20 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.98 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.13 | -0.56 |
Drawdowns
VJPA.DE vs. I500.DE - Drawdown Comparison
The maximum VJPA.DE drawdown since its inception was -18.92%, smaller than the maximum I500.DE drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for VJPA.DE and I500.DE.
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Drawdown Indicators
| VJPA.DE | I500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.92% | -23.24% | +4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -7.12% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -23.24% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -23.24% | +4.32% |
Current DrawdownCurrent decline from peak | -0.22% | -0.46% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -4.06% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.01% | +0.94% |
Volatility
VJPA.DE vs. I500.DE - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) has a higher volatility of 3.34% compared to iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) at 2.65%. This indicates that VJPA.DE's price experiences larger fluctuations and is considered to be riskier than I500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPA.DE | I500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.65% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 7.60% | +7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 11.65% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 15.19% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 15.13% | +1.03% |
VJPA.DE vs. I500.DE - Expense Ratio Comparison
VJPA.DE has a 0.15% expense ratio, which is higher than I500.DE's 0.07% 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
VJPA.DE vs. I500.DE - Dividend Comparison
Neither VJPA.DE nor I500.DE has paid dividends to shareholders.
Frequently Asked Questions
VJPA.DE and I500.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VJPA.DE.
VJPA.DE is categorized as Japan Equities, while I500.DE is S&P 500. VJPA.DE tracks FTSE Japan, while I500.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VJPA.DE and 0.07% for I500.DE.
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