VJPN.DE vs. 4GLD.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and 4GLD.DE (Xetra-Gold) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 13.36%/yr for 4GLD.DE. At a 0.07 correlation, their price movements are largely independent. VJPN.DE charges 0.15%/yr vs 0.00%/yr for 4GLD.DE.
Performance
VJPN.DE vs. 4GLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VJPN.DE achieves a 16.51% return, which is significantly higher than 4GLD.DE's 2.80% return. Over the past 10 years, VJPN.DE has underperformed 4GLD.DE with an annualized return of 9.12%, while 4GLD.DE has yielded a comparatively higher 13.36% annualized return.
VJPN.DE
- 1D
- -0.36%
- 1M
- 3.70%
- YTD
- 16.51%
- 6M
- 16.78%
- 1Y
- 31.52%
- 3Y*
- 15.46%
- 5Y*
- 9.91%
- 10Y*
- 9.12%
4GLD.DE
- 1D
- 0.57%
- 1M
- -3.60%
- YTD
- 2.80%
- 6M
- 6.23%
- 1Y
- 31.21%
- 3Y*
- 28.18%
- 5Y*
- 19.85%
- 10Y*
- 13.36%
VJPN.DE vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 16.51% | 13.28% | 13.05% | 15.88% | -11.76% | 9.73% | 4.96% | 21.66% | -10.15% | 8.00% |
4GLD.DE Xetra-Gold | 2.80% | 49.32% | 34.57% | 9.32% | 7.12% | 4.03% | 13.05% | 21.25% | 3.20% | -1.67% |
Correlation
The correlation between VJPN.DE and 4GLD.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.07 |
The correlation between VJPN.DE and 4GLD.DE shifts across timeframes, from 0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VJPN.DE vs. 4GLD.DE — Risk / Return Rank
VJPN.DE
4GLD.DE
VJPN.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and Xetra-Gold (4GLD.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.
| VJPN.DE | 4GLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.82 | +1.30 |
| Martin ratioReturn relative to average drawdown | 10.42 | 4.63 | +5.79 |
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
| VJPN.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.31 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.23 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.92 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.65 | -0.10 |
Drawdowns
VJPN.DE vs. 4GLD.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and 4GLD.DE.
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Drawdown Indicators
| VJPN.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -36.79% | +8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -16.54% | +6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -16.54% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -16.54% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -18.23% | -10.09% |
Current DrawdownCurrent decline from peak | -0.36% | -14.95% | +14.59% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -11.83% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 6.52% | -3.61% |
Volatility
VJPN.DE vs. 4GLD.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Xetra-Gold (4GLD.DE) has a volatility of 5.09%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPN.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.09% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 20.09% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 23.06% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.00% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 14.37% | +2.91% |
VJPN.DE vs. 4GLD.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is higher than 4GLD.DE's 0.00% 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%.
Dividends
VJPN.DE vs. 4GLD.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while 4GLD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 1.66% | 1.91% | 1.93% | 1.91% | 2.22% | 1.65% | 1.62% | 1.80% | 1.94% | 1.49% | 1.55% | 1.29% |
Frequently Asked Questions
VJPN.DE and 4GLD.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.15% for VJPN.DE.
VJPN.DE is categorized as Japan Equities, while 4GLD.DE is Gold. VJPN.DE tracks TOPIX TR JPY, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: Vanguard and Deutsche Börse Commodities. Their fees differ too: 0.15% for VJPN.DE and 0.00% for 4GLD.DE.
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