VJPN.DE vs. VFEM.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and VFEM.DE (Vanguard FTSE Emerging Markets UCITS ETF Distributing) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while VFEM.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, VJPN.DE returned 9.91%/yr vs 6.01%/yr for VFEM.DE. A 0.54 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.22%/yr for VFEM.DE.
Performance
VJPN.DE vs. VFEM.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 VFEM.DE's 12.66% 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%
VFEM.DE
- 1D
- -0.53%
- 1M
- 0.42%
- YTD
- 12.66%
- 6M
- 12.25%
- 1Y
- 26.20%
- 3Y*
- 15.05%
- 5Y*
- 6.01%
- 10Y*
- —
VJPN.DE vs. VFEM.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% | 4.50% |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 12.66% | 11.40% | 19.82% | 3.29% | -11.02% | 6.34% | 3.56% | 23.57% | -9.32% | 1.86% |
Correlation
The correlation between VJPN.DE and VFEM.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.54 |
The correlation between VJPN.DE and VFEM.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.
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Return for Risk
VJPN.DE vs. VFEM.DE — Risk / Return Rank
VJPN.DE
VFEM.DE
VJPN.DE vs. VFEM.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 Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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 | VFEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.11 | +0.01 |
| Martin ratioReturn relative to average drawdown | 10.42 | 10.36 | +0.06 |
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 | VFEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.80 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.37 | +0.23 |
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 | 0.36 | +0.19 |
Drawdowns
VJPN.DE vs. VFEM.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum VFEM.DE drawdown of -31.59%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and VFEM.DE.
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Drawdown Indicators
| VJPN.DE | VFEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -31.59% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -8.49% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -18.56% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -20.11% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -1.73% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -8.24% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.55% | +0.36% |
Volatility
VJPN.DE vs. VFEM.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a volatility of 5.44%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than VFEM.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 | VFEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.44% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 11.70% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 14.69% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 15.93% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.20% | -0.92% |
VJPN.DE vs. VFEM.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is lower than VFEM.DE's 0.22% 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. VFEM.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, less than VFEM.DE's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.04% | 2.39% | 2.28% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% | 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 VFEM.DE have a correlation of 0.49, 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 0.22% for VFEM.DE.
VJPN.DE is categorized as Japan Equities, while VFEM.DE is Emerging Markets Equities. VJPN.DE tracks TOPIX TR JPY, while VFEM.DE tracks MSCI EM NR USD. Their fees differ too: 0.15% for VJPN.DE and 0.22% for VFEM.DE.
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