VJPN.DE vs. SXR8.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VJPN.DE returned 9.90%/yr vs 13.74%/yr for SXR8.DE. A 0.62 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
VJPN.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VJPN.DE achieves a 17.25% return, which is significantly higher than SXR8.DE's 13.15% return.
VJPN.DE
- 1D
- -0.92%
- 1M
- -0.57%
- 6M
- 10.21%
- YTD
- 17.25%
- 1Y
- 37.16%
- 3Y*
- 16.95%
- 5Y*
- 9.90%
- 10Y*
- —
SXR8.DE
- 1D
- 0.05%
- 1M
- 1.76%
- 6M
- 10.98%
- YTD
- 13.15%
- 1Y
- 25.75%
- 3Y*
- 19.32%
- 5Y*
- 13.74%
- 10Y*
- 14.52%
VJPN.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 17.25% | 13.29% | 13.05% | 15.88% | -11.56% | 9.49% | 4.96% | 21.66% | -10.15% | 0.18% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 13.15% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 4.26% |
Correlation
The correlation between VJPN.DE and SXR8.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.62 |
The correlation between VJPN.DE and SXR8.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
VJPN.DE vs. SXR8.DE — Risk / Return Rank
VJPN.DE
SXR8.DE
VJPN.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VJPN.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.69 | +0.12 |
| Martin ratioReturn relative to average drawdown | 12.65 | 13.11 | -0.46 |
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Drawdowns
VJPN.DE vs. SXR8.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.35%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and SXR8.DE.
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Drawdown Indicators
| VJPN.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.35% | -33.78% | +5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -6.94% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.02% | -23.32% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.85% | -23.32% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -4.10% | -0.13% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -5.19% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.96% | +0.97% |
Volatility
VJPN.DE vs. SXR8.DE - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) has a higher volatility of 6.07% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.73%. This indicates that VJPN.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 2.73% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 7.92% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 11.85% | +7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 15.20% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 16.07% | +0.82% |
VJPN.DE vs. SXR8.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is higher than SXR8.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. SXR8.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.72%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 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 | 1.72% | 1.91% | 1.93% | 1.91% | 2.22% | 1.66% | 1.62% | 1.80% | 1.94% | 0.59% |
Frequently Asked Questions
VJPN.DE and SXR8.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VJPN.DE.
VJPN.DE is categorized as Japan Equities, while SXR8.DE is S&P 500. VJPN.DE tracks TOPIX TR JPY, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VJPN.DE and 0.07% for SXR8.DE.
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