VJPN.DE vs. WTDX.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - VJPN.DE tracks the TOPIX TR JPY while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 17.65%/yr for WTDX.DE. A 0.68 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.48%/yr for WTDX.DE.
Performance
VJPN.DE vs. WTDX.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 lower than WTDX.DE's 21.75% return. Over the past 10 years, VJPN.DE has underperformed WTDX.DE with an annualized return of 9.12%, while WTDX.DE has yielded a comparatively higher 17.65% annualized 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
VJPN.DE vs. WTDX.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% | 8.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between VJPN.DE and WTDX.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.68 |
The correlation between VJPN.DE and WTDX.DE shifts across timeframes, from 0.68 (all time) to 0.82 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VJPN.DE vs. WTDX.DE — Risk / Return Rank
VJPN.DE
WTDX.DE
VJPN.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 6.61 | -3.50 |
| Martin ratioReturn relative to average drawdown | 10.42 | 22.15 | -11.73 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.79 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.37 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.88 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.04 |
Drawdowns
VJPN.DE vs. WTDX.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and WTDX.DE.
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Drawdown Indicators
| VJPN.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -34.50% | +6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -8.09% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -23.63% | +7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -23.63% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -32.85% | +4.53% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -7.95% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.42% | +0.49% |
Volatility
VJPN.DE vs. WTDX.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.75% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 14.17% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 19.25% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 19.43% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 20.00% | -2.72% |
VJPN.DE vs. WTDX.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
VJPN.DE vs. WTDX.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, more than WTDX.DE's 1.20% 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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
VJPN.DE and WTDX.DE have a correlation of 0.81, 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 0.48% for WTDX.DE.
VJPN.DE tracks TOPIX TR JPY, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.15% for VJPN.DE and 0.48% for WTDX.DE.
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