VJPN.DE vs. JP40.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) are both Japan Equities funds - VJPN.DE tracks the TOPIX TR JPY while JP40.DE tracks the JPX-Nikkei 400. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 8.93%/yr for JP40.DE. A 0.80 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.18%/yr for JP40.DE.
Performance
VJPN.DE vs. JP40.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VJPN.DE having a 16.51% return and JP40.DE slightly lower at 16.15%. Both investments have delivered pretty close results over the past 10 years, with VJPN.DE having a 9.12% annualized return and JP40.DE not far behind at 8.93%.
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%
JP40.DE
- 1D
- -0.23%
- 1M
- 2.36%
- YTD
- 16.15%
- 6M
- 16.10%
- 1Y
- 29.23%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
VJPN.DE vs. JP40.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% |
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 4.79% | 22.33% | -10.68% | 9.57% |
Correlation
The correlation between VJPN.DE and JP40.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.80 |
The correlation between VJPN.DE and JP40.DE shifts across timeframes, from 0.80 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VJPN.DE vs. JP40.DE — Risk / Return Rank
VJPN.DE
JP40.DE
VJPN.DE vs. JP40.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 Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.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 | JP40.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.03 | +0.08 |
| Martin ratioReturn relative to average drawdown | 10.42 | 10.04 | +0.38 |
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 | JP40.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.58 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.54 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.46 | +0.09 |
Drawdowns
VJPN.DE vs. JP40.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, roughly equal to the maximum JP40.DE drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and JP40.DE.
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Drawdown Indicators
| VJPN.DE | JP40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -28.51% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -9.43% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.82% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -19.66% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -28.51% | +0.19% |
Current DrawdownCurrent decline from peak | -0.36% | -0.23% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.10% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.85% | +0.06% |
Volatility
VJPN.DE vs. JP40.DE - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) have volatilities of 3.35% and 3.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPN.DE | JP40.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.29% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 14.70% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.10% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 16.56% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.50% | +0.78% |
VJPN.DE vs. JP40.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is lower than JP40.DE's 0.18% 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. JP40.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while JP40.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 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
With a correlation of 0.95, VJPN.DE and JP40.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.18% for JP40.DE.
VJPN.DE tracks TOPIX TR JPY, while JP40.DE tracks JPX-Nikkei 400. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.15% for VJPN.DE and 0.18% for JP40.DE.
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