VJPN.DE vs. VXUS
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 9.36%/yr for VXUS. At a 0.49 correlation, their price movements are largely independent. VJPN.DE charges 0.15%/yr vs 0.05%/yr for VXUS.
Performance
VJPN.DE vs. VXUS - Performance Comparison
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Different Trading Currencies
VJPN.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with VJPN.DE having a 16.51% return and VXUS slightly lower at 15.75%. Both investments have delivered pretty close results over the past 10 years, with VJPN.DE having a 9.12% annualized return and VXUS not far ahead at 9.36%.
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%
VXUS
- 1D
- 0.00%
- 1M
- 1.90%
- YTD
- 15.75%
- 6M
- 16.91%
- 1Y
- 29.28%
- 3Y*
- 15.98%
- 5Y*
- 9.50%
- 10Y*
- 9.36%
VJPN.DE vs. VXUS - 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% | 8.00% |
VXUS Vanguard Total International Stock ETF | 12.34% | 16.64% | 12.01% | 12.39% | -10.88% | 17.14% | 1.54% | 24.50% | -10.41% | 11.79% |
Correlation
The correlation between VJPN.DE and VXUS is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.49 |
The correlation between VJPN.DE and VXUS shifts across timeframes, from 0.49 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VJPN.DE vs. VXUS — Risk / Return Rank
VJPN.DE
VXUS
VJPN.DE vs. VXUS - 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 Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.15 | -0.03 |
| Martin ratioReturn relative to average drawdown | 10.42 | 13.24 | -2.82 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.19 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.48 | +0.07 |
Drawdowns
VJPN.DE vs. VXUS - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum VXUS drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and VXUS.
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Drawdown Indicators
| VJPN.DE | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -33.67% | +5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -9.33% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -16.06% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -16.80% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -33.67% | +5.35% |
Current DrawdownCurrent decline from peak | -0.36% | -0.68% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -5.65% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.22% | +0.69% |
Volatility
VJPN.DE vs. VXUS - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.06%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than VXUS 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 | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.06% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 11.27% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 13.40% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 13.69% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.00% | +1.28% |
VJPN.DE vs. VXUS - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, less than VXUS's 2.75% yield.
| 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% |
VXUS Vanguard Total International Stock ETF | 2.75% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
VJPN.DE and VXUS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for VJPN.DE.
VJPN.DE is categorized as Japan Equities, while VXUS is Global Equities. VJPN.DE tracks TOPIX TR JPY, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.15% for VJPN.DE and 0.05% for VXUS.
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