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VJPN.DE vs. EXX7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VJPN.DE vs. EXX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VJPN.DE achieves a 16.51% return, which is significantly lower than EXX7.DE's 31.92% return. Over the past 10 years, VJPN.DE has underperformed EXX7.DE with an annualized return of 9.12%, while EXX7.DE has yielded a comparatively higher 11.53% 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%

EXX7.DE

1D
-1.45%
1M
7.58%
YTD
31.92%
6M
30.07%
1Y
59.87%
3Y*
20.28%
5Y*
11.91%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.DE vs. EXX7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
31.92%15.64%13.98%17.46%-15.88%3.04%13.62%24.16%-5.34%10.10%

Correlation

The correlation between VJPN.DE and EXX7.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2015

0.77

The correlation between VJPN.DE and EXX7.DE shifts across timeframes, from 0.77 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VJPN.DE vs. EXX7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VJPN.DE
VJPN.DE Risk / Return Rank: 5656
Overall Rank
VJPN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 5959
Martin Ratio Rank

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VJPN.DE vs. EXX7.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 Nikkei 225 UCITS ETF (DE) (EXX7.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.DEEXX7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.32

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

3.12

4.52

-1.40

Martin ratioReturn relative to average drawdown

10.42

13.72

-3.29

VJPN.DE vs. EXX7.DE - Sharpe Ratio Comparison

The current VJPN.DE Sharpe Ratio is 1.67, which is lower than the EXX7.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of VJPN.DE and EXX7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VJPN.DEEXX7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.50

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.63

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.65

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.16

Drawdowns

VJPN.DE vs. EXX7.DE - Drawdown Comparison

The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum EXX7.DE drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and EXX7.DE.


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Drawdown Indicators


VJPN.DEEXX7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-50.57%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-12.97%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-20.63%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

-21.40%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-28.32%

-29.83%

+1.51%

Current Drawdown

Current decline from peak

-0.36%

-1.45%

+1.09%

Average Drawdown

Average peak-to-trough decline

-5.87%

-12.03%

+6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

4.28%

-1.37%

Volatility

VJPN.DE vs. EXX7.DE - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a volatility of 6.61%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than EXX7.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.DEEXX7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

6.61%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

18.46%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

23.46%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

18.55%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

17.72%

-0.44%

VJPN.DE vs. EXX7.DE - Expense Ratio Comparison

VJPN.DE has a 0.15% expense ratio, which is lower than EXX7.DE's 0.51% expense ratio.


Dividends

VJPN.DE vs. EXX7.DE - Dividend Comparison

VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, more than EXX7.DE's 0.77% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.77%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%
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 EXX7.DE have a correlation of 0.85, 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 0.51% for EXX7.DE.

VJPN.DE tracks TOPIX TR JPY, while EXX7.DE tracks Nikkei 225®. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VJPN.DE and 0.51% for EXX7.DE.

Portfolio Optimizer

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