VJPN.DE vs. VGWL.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past 5 years, VJPN.DE returned 9.91%/yr vs 12.28%/yr for VGWL.DE. A 0.70 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.22%/yr for VGWL.DE.
Performance
VJPN.DE vs. VGWL.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 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*
- —
VJPN.DE vs. VGWL.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% |
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
VJPN.DE
VGWL.DE
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.DE | VGWL.DE | Difference | |
|---|---|---|---|
| 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 |
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 | VGWL.DE | Difference | |
|---|---|---|---|
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.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.36% | -0.64% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -4.34% | -1.53% |
Ulcer IndexDepth 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.DE | VGWL.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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