VJPN.DE vs. XDJP.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds tracking the TOPIX TR JPY, from Vanguard and Xtrackers respectively. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 12.04%/yr for XDJP.DE. A 0.77 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.09%/yr for XDJP.DE.
Performance
VJPN.DE vs. XDJP.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 XDJP.DE's 32.10% return. Over the past 10 years, VJPN.DE has underperformed XDJP.DE with an annualized return of 9.12%, while XDJP.DE has yielded a comparatively higher 12.04% 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%
XDJP.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.10%
- 6M
- 30.23%
- 1Y
- 60.51%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
VJPN.DE vs. XDJP.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% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 24.82% | -4.99% | 10.59% |
Correlation
The correlation between VJPN.DE and XDJP.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.77 |
The correlation between VJPN.DE and XDJP.DE shifts across timeframes, from 0.77 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VJPN.DE vs. XDJP.DE — Risk / Return Rank
VJPN.DE
XDJP.DE
VJPN.DE vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 4.63 | -1.51 |
| Martin ratioReturn relative to average drawdown | 10.42 | 13.98 | -3.56 |
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 | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.53 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.66 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.66 | -0.11 |
Drawdowns
VJPN.DE vs. XDJP.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, roughly equal to the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and XDJP.DE.
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Drawdown Indicators
| VJPN.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -29.12% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -12.86% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -20.18% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -21.15% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -29.12% | +0.80% |
Current DrawdownCurrent decline from peak | -0.36% | -1.43% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.85% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.26% | -1.35% |
Volatility
VJPN.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.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 | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 6.62% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 18.57% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 23.54% | -5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 18.59% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.76% | -0.48% |
VJPN.DE vs. XDJP.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is higher than XDJP.DE's 0.09% 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. XDJP.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, more than XDJP.DE's 1.03% 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% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
VJPN.DE and XDJP.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for VJPN.DE.
Both ETFs track TOPIX TR JPY. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.15% for VJPN.DE and 0.09% for XDJP.DE.
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