PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VJPB.L vs. DXJG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VJPB.LDXJG.L
YTD Return7.41%12.59%
1Y Return13.78%20.20%
3Y Return (Ann)5.14%11.49%
Sharpe Ratio1.031.39
Daily Std Dev13.35%14.56%
Max Drawdown-24.65%-29.26%
Current Drawdown-4.38%-3.55%

Correlation

-0.50.00.51.01.0

The correlation between VJPB.L and DXJG.L is 0.96, 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.

Performance

VJPB.L vs. DXJG.L - Performance Comparison

In the year-to-date period, VJPB.L achieves a 7.41% return, which is significantly lower than DXJG.L's 12.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%FebruaryMarchAprilMayJuneJuly
31.37%
54.25%
VJPB.L
DXJG.L

Compare stocks, funds, or ETFs

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


Vanguard FTSE Japan UCITS ETF Accumulating

WisdomTree Japan Equity UCITS ETF JPY Acc

VJPB.L vs. DXJG.L - Expense Ratio Comparison

VJPB.L has a 0.15% expense ratio, which is lower than DXJG.L's 0.40% expense ratio.


DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
Expense ratio chart for DXJG.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VJPB.L: 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

VJPB.L vs. DXJG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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.


VJPB.L
Sharpe ratio
The chart of Sharpe ratio for VJPB.L, currently valued at 0.93, compared to the broader market0.002.004.006.000.93
Sortino ratio
The chart of Sortino ratio for VJPB.L, currently valued at 1.36, compared to the broader market0.005.0010.001.36
Omega ratio
The chart of Omega ratio for VJPB.L, currently valued at 1.16, compared to the broader market1.002.003.001.16
Calmar ratio
The chart of Calmar ratio for VJPB.L, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for VJPB.L, currently valued at 3.13, compared to the broader market0.0050.00100.00150.003.13
DXJG.L
Sharpe ratio
The chart of Sharpe ratio for DXJG.L, currently valued at 1.27, compared to the broader market0.002.004.006.001.27
Sortino ratio
The chart of Sortino ratio for DXJG.L, currently valued at 1.81, compared to the broader market0.005.0010.001.81
Omega ratio
The chart of Omega ratio for DXJG.L, currently valued at 1.22, compared to the broader market1.002.003.001.22
Calmar ratio
The chart of Calmar ratio for DXJG.L, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.05
Martin ratio
The chart of Martin ratio for DXJG.L, currently valued at 4.82, compared to the broader market0.0050.00100.00150.004.82

VJPB.L vs. DXJG.L - Sharpe Ratio Comparison

The current VJPB.L Sharpe Ratio is 1.03, which roughly equals the DXJG.L Sharpe Ratio of 1.39. The chart below compares the 12-month rolling Sharpe Ratio of VJPB.L and DXJG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
0.93
1.27
VJPB.L
DXJG.L

Dividends

VJPB.L vs. DXJG.L - Dividend Comparison

Neither VJPB.L nor DXJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VJPB.L vs. DXJG.L - Drawdown Comparison

The maximum VJPB.L drawdown since its inception was -24.65%, smaller than the maximum DXJG.L drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for VJPB.L and DXJG.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.62%
-3.69%
VJPB.L
DXJG.L

Volatility

VJPB.L vs. DXJG.L - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) is 4.15%, while WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) has a volatility of 4.89%. This indicates that VJPB.L experiences smaller price fluctuations and is considered to be less risky than DXJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
4.15%
4.89%
VJPB.L
DXJG.L