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VJPN.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VJPN.DE vs. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 higher than LYP6.DE's 7.48% 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%

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.DE vs. LYP6.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%10.57%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between VJPN.DE and LYP6.DE is 0.61, 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

0.61

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.62

The correlation between VJPN.DE and LYP6.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

VJPN.DE vs. LYP6.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

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

3.12

1.74

+1.37

Martin ratioReturn relative to average drawdown

10.42

6.63

+3.79

VJPN.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current VJPN.DE Sharpe Ratio is 1.67, which is higher than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VJPN.DE and LYP6.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.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.28

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.67

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.56

-0.01

Drawdowns

VJPN.DE vs. LYP6.DE - Drawdown Comparison

The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and LYP6.DE.


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Drawdown Indicators


VJPN.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-35.51%

+7.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.45%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-16.26%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

-20.71%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-28.32%

Current Drawdown

Current decline from peak

-0.36%

-1.62%

+1.26%

Average Drawdown

Average peak-to-trough decline

-5.87%

-4.84%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.49%

+0.42%

Volatility

VJPN.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.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.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

4.35%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

10.65%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

12.90%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

14.41%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

15.86%

+1.42%

VJPN.DE vs. LYP6.DE - Expense Ratio Comparison

VJPN.DE has a 0.15% expense ratio, which is higher than LYP6.DE's 0.07% 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. LYP6.DE - Dividend Comparison

VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
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 LYP6.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VJPN.DE.

VJPN.DE is categorized as Japan Equities, while LYP6.DE is Europe Equities. VJPN.DE tracks TOPIX TR JPY, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.15% for VJPN.DE and 0.07% for LYP6.DE.

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