VJPN.DE vs. CEMR.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 11.36%/yr for CEMR.DE. At a 0.49 correlation, their price movements are largely independent. VJPN.DE charges 0.15%/yr vs 0.25%/yr for CEMR.DE.
Performance
VJPN.DE vs. CEMR.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 CEMR.DE's 7.91% return. Over the past 10 years, VJPN.DE has underperformed CEMR.DE with an annualized return of 9.12%, while CEMR.DE has yielded a comparatively higher 11.36% 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%
CEMR.DE
- 1D
- -0.11%
- 1M
- 0.87%
- YTD
- 7.91%
- 6M
- 11.86%
- 1Y
- 16.81%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
VJPN.DE vs. CEMR.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% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
Correlation
The correlation between VJPN.DE and CEMR.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.49 |
The correlation between VJPN.DE and CEMR.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
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Return for Risk
VJPN.DE vs. CEMR.DE — Risk / Return Rank
VJPN.DE
CEMR.DE
VJPN.DE vs. CEMR.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 iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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 | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.49 | +1.63 |
| Martin ratioReturn relative to average drawdown | 10.42 | 5.53 | +4.90 |
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 | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.01 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.68 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.61 | -0.06 |
Drawdowns
VJPN.DE vs. CEMR.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum CEMR.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and CEMR.DE.
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Drawdown Indicators
| VJPN.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -31.78% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -11.73% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.75% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -23.73% | +4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -31.78% | +3.46% |
Current DrawdownCurrent decline from peak | -0.36% | -1.48% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.03% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.16% | -0.25% |
Volatility
VJPN.DE vs. CEMR.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 4.42%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than CEMR.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 | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.42% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 14.63% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 17.29% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.37% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.48% | +0.80% |
VJPN.DE vs. CEMR.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is lower than CEMR.DE'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%.
Dividends
VJPN.DE vs. CEMR.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while CEMR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 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 CEMR.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPN.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPN.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMR.DE.
VJPN.DE is categorized as Japan Equities, while CEMR.DE is Momentum. VJPN.DE tracks TOPIX TR JPY, while CEMR.DE tracks MSCI Europe Momentum Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VJPN.DE and 0.25% for CEMR.DE.
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