VJPA.DE vs. SXR5.DE
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE).
VJPA.DE and SXR5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan. It was launched on Sep 24, 2019. SXR5.DE is a passively managed fund by iShares that tracks the performance of the MSCI Japan. It was launched on Jan 11, 2010. Both VJPA.DE and SXR5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VJPA.DE vs. SXR5.DE - Performance Comparison
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VJPA.DE vs. SXR5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 8.74% | 13.28% | 13.06% | 15.86% | -11.63% | 3.39% |
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 8.74% | 12.72% | 13.72% | 16.13% | -12.71% | 3.76% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with VJPA.DE at 8.74% and SXR5.DE at 8.74%.
VJPA.DE
- 1D
- 4.68%
- 1M
- -2.57%
- YTD
- 8.74%
- 6M
- 13.94%
- 1Y
- 25.22%
- 3Y*
- 15.22%
- 5Y*
- —
- 10Y*
- —
SXR5.DE
- 1D
- 5.07%
- 1M
- -2.31%
- YTD
- 8.74%
- 6M
- 14.25%
- 1Y
- 24.91%
- 3Y*
- 15.33%
- 5Y*
- 7.81%
- 10Y*
- 8.93%
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VJPA.DE vs. SXR5.DE - Expense Ratio Comparison
VJPA.DE has a 0.15% expense ratio, which is higher than SXR5.DE's 0.12% 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%.
Return for Risk
VJPA.DE vs. SXR5.DE — Risk / Return Rank
VJPA.DE
SXR5.DE
VJPA.DE vs. SXR5.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 MSCI Japan UCITS ETF USD (Acc) (SXR5.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 | SXR5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.20 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.74 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.57 | +0.12 |
Martin ratioReturn relative to average drawdown | 9.10 | 8.30 | +0.80 |
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 | SXR5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.20 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.45 | +0.05 |
Correlation
The correlation between VJPA.DE and SXR5.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VJPA.DE vs. SXR5.DE - Dividend Comparison
Neither VJPA.DE nor SXR5.DE has paid dividends to shareholders.
Drawdowns
VJPA.DE vs. SXR5.DE - Drawdown Comparison
The maximum VJPA.DE drawdown since its inception was -18.92%, smaller than the maximum SXR5.DE drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for VJPA.DE and SXR5.DE.
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Drawdown Indicators
| VJPA.DE | SXR5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.92% | -28.03% | +9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -11.15% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.03% | — |
Current DrawdownCurrent decline from peak | -4.57% | -4.84% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -7.32% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.14% | -0.23% |
Volatility
VJPA.DE vs. SXR5.DE - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) have volatilities of 8.67% and 8.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPA.DE | SXR5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 8.99% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 14.86% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 20.72% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.47% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 16.45% | -0.40% |