VJPA.DE vs. WTIZ.DE
VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - VJPA.DE tracks the FTSE Japan while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, VJPA.DE returned 9.95%/yr vs 14.12%/yr for WTIZ.DE. Their correlation of 0.95 suggests significant overlap in exposure. VJPA.DE charges 0.15%/yr vs 0.40%/yr for WTIZ.DE.
Performance
VJPA.DE vs. WTIZ.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with VJPA.DE having a 16.61% return and WTIZ.DE slightly higher at 17.38%.
VJPA.DE
- 1D
- -0.22%
- 1M
- 3.68%
- YTD
- 16.61%
- 6M
- 16.99%
- 1Y
- 31.69%
- 3Y*
- 15.52%
- 5Y*
- 9.95%
- 10Y*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
VJPA.DE vs. WTIZ.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% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 5.00% |
Correlation
The correlation between VJPA.DE and WTIZ.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.95 |
The correlation between VJPA.DE and WTIZ.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VJPA.DE vs. WTIZ.DE — Risk / Return Rank
VJPA.DE
WTIZ.DE
VJPA.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.19 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.36 | 10.27 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VJPA.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.79 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.82 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.91 | -0.34 |
Drawdowns
VJPA.DE vs. WTIZ.DE - Drawdown Comparison
The maximum VJPA.DE drawdown since its inception was -18.92%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for VJPA.DE and WTIZ.DE.
Loading charts...
Drawdown Indicators
| VJPA.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.92% | -17.17% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -10.49% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -17.17% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -17.17% | -1.75% |
Current DrawdownCurrent decline from peak | -0.22% | -0.39% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.62% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.26% | -0.31% |
Volatility
VJPA.DE vs. WTIZ.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) is 3.34%, while WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a volatility of 3.61%. This indicates that VJPA.DE experiences smaller price fluctuations and is considered to be less risky than WTIZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VJPA.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.61% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 15.05% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.70% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.95% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 16.60% | -0.44% |
VJPA.DE vs. WTIZ.DE - Expense Ratio Comparison
VJPA.DE has a 0.15% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
VJPA.DE vs. WTIZ.DE - Dividend Comparison
Neither VJPA.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, VJPA.DE and WTIZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VJPA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPA.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for WTIZ.DE.
VJPA.DE tracks FTSE Japan, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.15% for VJPA.DE and 0.40% for WTIZ.DE.
Find the right allocation for VJPA.DE and WTIZ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer