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VJPN.DE vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VJPN.DE vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VJPN.DE is traded in EUR, while WREE.L is traded in GBp. To make them comparable, the WREE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VJPN.DE achieves a 15.87% return, which is significantly higher than WREE.L's 9.09% return.


VJPN.DE

1D
2.24%
1M
0.92%
YTD
15.87%
6M
16.47%
1Y
31.49%
3Y*
14.11%
5Y*
9.76%
10Y*

WREE.L

1D
0.00%
1M
-14.16%
YTD
9.09%
6M
18.63%
1Y
88.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.DE vs. WREE.L - Yearly Performance Comparison


Correlation

The correlation between VJPN.DE and WREE.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.37

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Return for Risk

VJPN.DE vs. WREE.L — 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: 6363
Overall Rank
VJPN.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 6060
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 6666
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 5959
Overall Rank
WREE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6969
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5151
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. WREE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VJPN.DEWREE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

3.19

3.15

+0.05

Martin ratioReturn relative to average drawdown

10.64

7.47

+3.17

VJPN.DE vs. WREE.L - Sharpe Ratio Comparison

The current VJPN.DE Sharpe Ratio is 1.69, which is comparable to the WREE.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of VJPN.DE and WREE.L, 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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Drawdowns

VJPN.DE vs. WREE.L - Drawdown Comparison

The maximum VJPN.DE drawdown since its inception was -28.35%, roughly equal to the maximum WREE.L drawdown of -27.54%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and WREE.L.


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Drawdown Indicators


VJPN.DEWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.35%

-27.54%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-27.54%

+17.83%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.85%

Current Drawdown

Current decline from peak

-0.90%

-19.06%

+18.16%

Average Drawdown

Average peak-to-trough decline

-5.83%

-9.51%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

11.61%

-8.69%

Volatility

VJPN.DE vs. WREE.L - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 4.29%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.00%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than WREE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VJPN.DEWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

13.00%

-8.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

31.00%

-16.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

56.35%

-37.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

5,417.76%

-5,401.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

5,417.76%

-5,400.91%

VJPN.DE vs. WREE.L - Expense Ratio Comparison

VJPN.DE has a 0.15% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

VJPN.DE vs. WREE.L - Dividend Comparison

VJPN.DE's dividend yield for the trailing twelve months is around 1.67%, while WREE.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
1.67%1.91%1.93%1.91%2.22%1.66%1.62%1.80%1.94%0.59%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
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 WREE.L have a correlation of 0.38, 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 0.50% for WREE.L.

VJPN.DE is categorized as Japan Equities, while WREE.L is Rare Earth & Strategic Metals. VJPN.DE tracks TOPIX TR JPY, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.15% for VJPN.DE and 0.50% for WREE.L.

Portfolio Optimizer

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