VJPB.L vs. QDVF.DE
VJPB.L (Vanguard FTSE Japan UCITS ETF Accumulating) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - VJPB.L is a Japan Equities fund tracking the TOPIX TR JPY, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, VJPB.L returned 10.09%/yr vs 21.61%/yr for QDVF.DE. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
VJPB.L vs. QDVF.DE - Performance Comparison
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Different Trading Currencies
VJPB.L is traded in GBP, while QDVF.DE is traded in EUR. To make them comparable, the QDVF.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VJPB.L achieves a 16.20% return, which is significantly lower than QDVF.DE's 31.66% return.
VJPB.L
- 1D
- -0.19%
- 1M
- 6.30%
- YTD
- 16.20%
- 6M
- 15.61%
- 1Y
- 33.91%
- 3Y*
- 15.55%
- 5Y*
- 10.09%
- 10Y*
- —
QDVF.DE
- 1D
- -0.40%
- 1M
- -0.08%
- YTD
- 31.66%
- 6M
- 28.30%
- 1Y
- 47.79%
- 3Y*
- 13.91%
- 5Y*
- 21.61%
- 10Y*
- 10.03%
VJPB.L vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VJPB.L Vanguard FTSE Japan UCITS ETF Accumulating | 16.20% | 17.98% | 8.49% | 13.45% | -6.28% | 1.76% | 12.11% | -2.09% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 31.66% | 2.39% | 4.44% | -5.62% | 81.56% | 56.07% | -36.87% | -1.30% |
Correlation
The correlation between VJPB.L and QDVF.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.23 |
The correlation between VJPB.L and QDVF.DE shifts across timeframes, from -0.09 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VJPB.L vs. QDVF.DE — Risk / Return Rank
VJPB.L
QDVF.DE
VJPB.L vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.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.
| VJPB.L | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.78 | +0.39 |
| Martin ratioReturn relative to average drawdown | 10.23 | 8.72 | +1.51 |
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
| VJPB.L | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.99 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.81 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.36 | +0.17 |
Drawdowns
VJPB.L vs. QDVF.DE - Drawdown Comparison
The maximum VJPB.L drawdown since its inception was -24.65%, smaller than the maximum QDVF.DE drawdown of -62.63%. Use the drawdown chart below to compare losses from any high point for VJPB.L and QDVF.DE.
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Drawdown Indicators
| VJPB.L | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.65% | -62.63% | +37.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -17.13% | +6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -13.60% | -23.90% | +10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -23.90% | +5.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.63% | — |
Current DrawdownCurrent decline from peak | -0.19% | -9.34% | +9.15% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -15.94% | +10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 5.46% | -2.15% |
Volatility
VJPB.L vs. QDVF.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) is 3.88%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.81%. This indicates that VJPB.L experiences smaller price fluctuations and is considered to be less risky than QDVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPB.L | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 7.81% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 20.37% | -5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 23.95% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 26.47% | -11.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 28.15% | -11.46% |
VJPB.L vs. QDVF.DE - Expense Ratio Comparison
Both VJPB.L and QDVF.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VJPB.L vs. QDVF.DE - Dividend Comparison
Neither VJPB.L nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
VJPB.L and QDVF.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VJPB.L and QDVF.DE have the same expense ratio: 0.15% per year.
VJPB.L is categorized as Japan Equities, while QDVF.DE is Energy Equities. VJPB.L tracks TOPIX TR JPY, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Vanguard and iShares.
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