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

Correlation

The correlation between VJPA.DE and VWCE.DE is 0.74, 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.


-0.50.00.51.00.7

Performance

VJPA.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
-2.29%
5.52%
VJPA.DE
VWCE.DE

Key characteristics

Sharpe Ratio

VJPA.DE:

0.55

VWCE.DE:

2.14

Sortino Ratio

VJPA.DE:

0.84

VWCE.DE:

2.91

Omega Ratio

VJPA.DE:

1.11

VWCE.DE:

1.42

Calmar Ratio

VJPA.DE:

0.74

VWCE.DE:

2.94

Martin Ratio

VJPA.DE:

2.56

VWCE.DE:

13.80

Ulcer Index

VJPA.DE:

3.57%

VWCE.DE:

1.72%

Daily Std Dev

VJPA.DE:

16.60%

VWCE.DE:

11.16%

Max Drawdown

VJPA.DE:

-28.42%

VWCE.DE:

-33.43%

Current Drawdown

VJPA.DE:

-0.65%

VWCE.DE:

-0.29%

Returns By Period

In the year-to-date period, VJPA.DE achieves a 3.23% return, which is significantly lower than VWCE.DE's 4.46% return.


VJPA.DE

YTD

3.23%

1M

2.80%

6M

5.54%

1Y

7.60%

5Y*

6.98%

10Y*

N/A

VWCE.DE

YTD

4.46%

1M

1.22%

6M

13.97%

1Y

21.84%

5Y*

11.47%

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. VWCE.DE - Expense Ratio Comparison

VJPA.DE has a 0.15% expense ratio, which is lower than VWCE.DE's 0.22% 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%.


VWCE.DE
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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%

Risk-Adjusted Performance

VJPA.DE vs. VWCE.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 2525
Overall Rank
The Sharpe Ratio Rank of VJPA.DE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VJPA.DE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VJPA.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VJPA.DE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VJPA.DE is 2929
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8686
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8888
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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 market0.002.004.000.331.78
The chart of Sortino ratio for VJPA.DE, currently valued at 0.56, compared to the broader market0.005.0010.000.562.48
The chart of Omega ratio for VJPA.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.32
The chart of Calmar ratio for VJPA.DE, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.482.58
The chart of Martin ratio for VJPA.DE, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.001.2110.27
VJPA.DE
VWCE.DE

The current VJPA.DE Sharpe Ratio is 0.55, which is lower than the VWCE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VJPA.DE and VWCE.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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.33
1.78
VJPA.DE
VWCE.DE

Dividends

VJPA.DE vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VJPA.DE vs. VWCE.DE - Drawdown Comparison

The maximum VJPA.DE drawdown since its inception was -28.42%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for VJPA.DE and VWCE.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.04%
0
VJPA.DE
VWCE.DE

Volatility

VJPA.DE vs. VWCE.DE - Volatility Comparison

Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 3.05% and 3.07%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.05%
3.07%
VJPA.DE
VWCE.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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