VJPN.DE vs. VWCG.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, VJPN.DE returned 9.91%/yr vs 9.96%/yr for VWCG.DE. A 0.60 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.10%/yr for VWCG.DE.
Performance
VJPN.DE vs. VWCG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VJPN.DE achieves a 16.51% return, which is significantly higher than VWCG.DE's 7.34% 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%
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
VJPN.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 16.51% | 13.28% | 13.05% | 15.88% | -11.76% | 9.73% | 4.96% | 11.26% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | -2.59% | 11.39% |
Correlation
The correlation between VJPN.DE and VWCG.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2019 | 0.60 |
The correlation between VJPN.DE and VWCG.DE has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VJPN.DE vs. VWCG.DE — Risk / Return Rank
VJPN.DE
VWCG.DE
VJPN.DE vs. VWCG.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 Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.70 | +1.42 |
| Martin ratioReturn relative to average drawdown | 10.42 | 6.40 | +4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VJPN.DE | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.26 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
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 | 0.64 | -0.09 |
Drawdowns
VJPN.DE vs. VWCG.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum VWCG.DE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and VWCG.DE.
Loading charts...
Drawdown Indicators
| VJPN.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -35.68% | +7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -9.58% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -16.07% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -20.10% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -1.51% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -5.10% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.55% | +0.36% |
Volatility
VJPN.DE vs. VWCG.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.33%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VJPN.DE | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.33% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 10.64% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 12.91% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 14.29% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.09% | +0.19% |
VJPN.DE vs. VWCG.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is higher than VWCG.DE's 0.10% 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. VWCG.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while VWCG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VJPN.DE and VWCG.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for VJPN.DE.
VJPN.DE is categorized as Japan Equities, while VWCG.DE is Europe Equities. VJPN.DE tracks TOPIX TR JPY, while VWCG.DE tracks FTSE Developed Europe. Their fees differ too: 0.15% for VJPN.DE and 0.10% for VWCG.DE.
Find the right allocation for VJPN.DE and VWCG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer