VJPB.L vs. XDEQ.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
VJPB.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPB.L is a passively managed fund by Vanguard that tracks the performance of the TOPIX TR JPY. It was launched on Sep 24, 2019. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both VJPB.L and XDEQ.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: VJPB.L or XDEQ.L.
Key characteristics
| VJPB.L | XDEQ.L | |
|---|---|---|
| YTD Return | 7.41% | 14.57% |
| 1Y Return | 13.78% | 25.59% |
| 3Y Return (Ann) | 5.14% | 10.75% |
| Sharpe Ratio | 1.03 | 2.42 |
| Daily Std Dev | 13.35% | 10.60% |
| Max Drawdown | -24.65% | -23.79% |
| Current Drawdown | -4.38% | -1.35% |
Correlation
The correlation between VJPB.L and XDEQ.L is 0.70, 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
VJPB.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, VJPB.L achieves a 7.41% return, which is significantly lower than XDEQ.L's 14.57% 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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VJPB.L vs. XDEQ.L - Expense Ratio Comparison
VJPB.L has a 0.15% expense ratio, which is lower than XDEQ.L's 0.25% 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%.
Risk-Adjusted Performance
VJPB.L vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
VJPB.L vs. XDEQ.L - Dividend Comparison
Neither VJPB.L nor XDEQ.L has paid dividends to shareholders.
Drawdowns
VJPB.L vs. XDEQ.L - Drawdown Comparison
The maximum VJPB.L drawdown since its inception was -24.65%, roughly equal to the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for VJPB.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
VJPB.L vs. XDEQ.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) has a higher volatility of 4.15% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.66%. This indicates that VJPB.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.