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

Performance

VJPN.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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 VGWL.DE's 12.63% 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%

VGWL.DE

1D
-0.24%
1M
3.64%
YTD
12.63%
6M
12.78%
1Y
26.26%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.DE vs. VGWL.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%4.50%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
12.63%9.18%24.40%18.17%-13.48%28.60%5.38%30.12%-6.03%2.20%

Correlation

The correlation between VJPN.DE and VGWL.DE is 0.65, 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

0.65

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

0.65

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.70

The correlation between VJPN.DE and VGWL.DE has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

VJPN.DE vs. VGWL.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

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
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. VGWL.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 All-World UCITS ETF Distributing (VGWL.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.DEVGWL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

3.12

3.99

-0.88

Martin ratioReturn relative to average drawdown

10.42

16.38

-5.96

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

The current VJPN.DE Sharpe Ratio is 1.67, which is comparable to the VGWL.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VJPN.DE and VGWL.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.DEVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.32

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.88

-0.28

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

0.77

-0.22

Drawdowns

VJPN.DE vs. VGWL.DE - Drawdown Comparison

The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and VGWL.DE.


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Drawdown Indicators


VJPN.DEVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-33.40%

+5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-6.57%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-21.04%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

-21.04%

+2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.32%

Current Drawdown

Current decline from peak

-0.36%

-0.64%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.87%

-4.34%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.61%

+1.30%

Volatility

VJPN.DE vs. VGWL.DE - Volatility Comparison

Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) has a higher volatility of 3.35% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.02%. This indicates that VJPN.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.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.DEVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.02%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

8.13%

+6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

11.29%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

13.76%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

15.51%

+1.77%

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

VJPN.DE has a 0.15% expense ratio, which is lower than VGWL.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. VGWL.DE - Dividend Comparison

VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, more than VGWL.DE's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.24%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%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 VGWL.DE have a correlation of 0.65, 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 VGWL.DE.

VJPN.DE is categorized as Japan Equities, while VGWL.DE is Global Equities. VJPN.DE tracks TOPIX TR JPY, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.15% for VJPN.DE and 0.22% for VGWL.DE.

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