VJPA.L vs. SPY5.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L).
VJPA.L and SPY5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPA.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan Index. It was launched on Sep 24, 2019. SPY5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both VJPA.L and SPY5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VJPA.L or SPY5.L.
Key characteristics
| VJPA.L | SPY5.L | |
|---|---|---|
| YTD Return | 6.17% | 26.49% |
| 1Y Return | 12.76% | 34.55% |
| 3Y Return (Ann) | 1.04% | 9.98% |
| 5Y Return (Ann) | 4.51% | 15.44% |
| Sharpe Ratio | 0.77 | 2.99 |
| Sortino Ratio | 1.12 | 4.15 |
| Omega Ratio | 1.15 | 1.57 |
| Calmar Ratio | 0.93 | 4.49 |
| Martin Ratio | 3.48 | 19.33 |
| Ulcer Index | 3.69% | 1.77% |
| Daily Std Dev | 16.64% | 11.61% |
| Max Drawdown | -32.06% | -33.89% |
| Current Drawdown | -6.82% | -0.21% |
Correlation
The correlation between VJPA.L and SPY5.L is 0.65, 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.
Performance
VJPA.L vs. SPY5.L - Performance Comparison
In the year-to-date period, VJPA.L achieves a 6.17% return, which is significantly lower than SPY5.L's 26.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VJPA.L vs. SPY5.L - Expense Ratio Comparison
VJPA.L has a 0.15% expense ratio, which is higher than SPY5.L'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%.
Risk-Adjusted Performance
VJPA.L vs. SPY5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L). 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.
Dividends
VJPA.L vs. SPY5.L - Dividend Comparison
VJPA.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 1.03%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VJPA.L Vanguard FTSE Japan UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY5.L SPDR® S&P 500 UCITS ETF (Dist) | 1.03% | 1.19% | 1.40% | 0.99% | 1.28% | 1.71% | 2.20% | 2.29% | 1.64% | 1.73% | 1.49% | 1.48% |
Drawdowns
VJPA.L vs. SPY5.L - Drawdown Comparison
The maximum VJPA.L drawdown since its inception was -32.06%, smaller than the maximum SPY5.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for VJPA.L and SPY5.L. For additional features, visit the drawdowns tool.
Volatility
VJPA.L vs. SPY5.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) has a higher volatility of 4.33% compared to SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) at 3.73%. This indicates that VJPA.L's price experiences larger fluctuations and is considered to be riskier than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.