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VJPA.DE vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VJPA.DE and SPYL.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

VJPA.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.17%
8.59%
VJPA.DE
SPYL.DE

Key characteristics

Sharpe Ratio

VJPA.DE:

0.55

SPYL.DE:

2.21

Sortino Ratio

VJPA.DE:

0.84

SPYL.DE:

3.06

Omega Ratio

VJPA.DE:

1.11

SPYL.DE:

1.44

Calmar Ratio

VJPA.DE:

0.74

SPYL.DE:

3.38

Martin Ratio

VJPA.DE:

2.56

SPYL.DE:

14.72

Ulcer Index

VJPA.DE:

3.57%

SPYL.DE:

1.89%

Daily Std Dev

VJPA.DE:

16.60%

SPYL.DE:

12.63%

Max Drawdown

VJPA.DE:

-28.42%

SPYL.DE:

-8.25%

Current Drawdown

VJPA.DE:

-0.65%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, VJPA.DE achieves a 3.23% return, which is significantly lower than SPYL.DE's 3.51% return.


VJPA.DE

YTD

3.23%

1M

3.40%

6M

6.36%

1Y

8.93%

5Y*

6.98%

10Y*

N/A

SPYL.DE

YTD

3.51%

1M

1.21%

6M

16.86%

1Y

28.87%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VJPA.DE vs. SPYL.DE - Expense Ratio Comparison

VJPA.DE has a 0.15% expense ratio, which is higher than SPYL.DE's 0.03% 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%.


VJPA.DE
Vanguard FTSE Japan UCITS ETF Accumulating
Expense ratio chart for VJPA.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VJPA.DE vs. SPYL.DE — Risk-Adjusted Performance Rank

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

VJPA.DE
The Risk-Adjusted Performance Rank of VJPA.DE is 2424
Overall Rank
The Sharpe Ratio Rank of VJPA.DE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VJPA.DE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VJPA.DE is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VJPA.DE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VJPA.DE is 2929
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8888
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VJPA.DE vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for VJPA.DE, currently valued at 0.33, compared to the broader market0.002.004.000.332.01
The chart of Sortino ratio for VJPA.DE, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.0012.000.562.78
The chart of Omega ratio for VJPA.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.37
The chart of Calmar ratio for VJPA.DE, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.483.04
The chart of Martin ratio for VJPA.DE, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.001.2112.22
VJPA.DE
SPYL.DE

The current VJPA.DE Sharpe Ratio is 0.55, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VJPA.DE and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
0.33
2.01
VJPA.DE
SPYL.DE

Dividends

VJPA.DE vs. SPYL.DE - Dividend Comparison

Neither VJPA.DE nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VJPA.DE vs. SPYL.DE - Drawdown Comparison

The maximum VJPA.DE drawdown since its inception was -28.42%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for VJPA.DE and SPYL.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.04%
-0.54%
VJPA.DE
SPYL.DE

Volatility

VJPA.DE vs. SPYL.DE - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) is 3.05%, while SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a volatility of 3.69%. This indicates that VJPA.DE experiences smaller price fluctuations and is considered to be less risky than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.05%
3.69%
VJPA.DE
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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