VJPN.DE vs. XMK9.DE
VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) and XMK9.DE (Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged) are both Japan Equities funds - VJPN.DE tracks the TOPIX TR JPY while XMK9.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, VJPN.DE returned 9.12%/yr vs 13.95%/yr for XMK9.DE. A 0.70 correlation means they provide meaningful diversification when combined. VJPN.DE charges 0.15%/yr vs 0.40%/yr for XMK9.DE.
Performance
VJPN.DE vs. XMK9.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 XMK9.DE's 19.57% return. Over the past 10 years, VJPN.DE has underperformed XMK9.DE with an annualized return of 9.12%, while XMK9.DE has yielded a comparatively higher 13.95% 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%
XMK9.DE
- 1D
- 0.46%
- 1M
- 6.02%
- YTD
- 19.57%
- 6M
- 21.48%
- 1Y
- 51.09%
- 3Y*
- 26.94%
- 5Y*
- 19.08%
- 10Y*
- 13.95%
VJPN.DE vs. XMK9.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% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 19.57% | 27.06% | 22.49% | 33.31% | -6.05% | 11.97% | 7.34% | 17.42% | -16.83% | 18.79% |
Correlation
The correlation between VJPN.DE and XMK9.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2015 | 0.70 |
Over the past year, VJPN.DE and XMK9.DE have become more correlated (0.91) than their long-term average of 0.70, meaning their price movements have been converging.
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Return for Risk
VJPN.DE vs. XMK9.DE — Risk / Return Rank
VJPN.DE
XMK9.DE
VJPN.DE vs. XMK9.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 MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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 | XMK9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.49 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 5.21 | -2.09 |
| Martin ratioReturn relative to average drawdown | 10.42 | 17.91 | -7.49 |
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 | XMK9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.64 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.01 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.74 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.70 | -0.15 |
Drawdowns
VJPN.DE vs. XMK9.DE - Drawdown Comparison
The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum XMK9.DE drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and XMK9.DE.
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Drawdown Indicators
| VJPN.DE | XMK9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -34.29% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -9.72% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -21.74% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -21.74% | +2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -28.32% | -34.29% | +5.97% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -7.71% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.83% | +0.08% |
Volatility
VJPN.DE vs. XMK9.DE - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) is 3.35%, while Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a volatility of 3.68%. This indicates that VJPN.DE experiences smaller price fluctuations and is considered to be less risky than XMK9.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 | XMK9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.68% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 14.80% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 19.21% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 18.65% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.80% | -1.52% |
VJPN.DE vs. XMK9.DE - Expense Ratio Comparison
VJPN.DE has a 0.15% expense ratio, which is lower than XMK9.DE's 0.40% expense ratio.
Dividends
VJPN.DE vs. XMK9.DE - Dividend Comparison
VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, while XMK9.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% |
XMK9.DE Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 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
With a correlation of 0.91, VJPN.DE and XMK9.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.40% for XMK9.DE.
VJPN.DE tracks TOPIX TR JPY, while XMK9.DE tracks MSCI Japan. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.15% for VJPN.DE and 0.40% for XMK9.DE.
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