VJPN.L vs. EEJG.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L).
VJPN.L and EEJG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPN.L is a passively managed fund by Vanguard that tracks the performance of the TOPIX TR JPY. It was launched on May 21, 2013. EEJG.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Mar 8, 2019. Both VJPN.L and EEJG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VJPN.L or EEJG.L.
Key characteristics
| VJPN.L | EEJG.L | |
|---|---|---|
| YTD Return | 7.23% | 5.00% |
| 1Y Return | 11.61% | 8.84% |
| 3Y Return (Ann) | 3.55% | 0.19% |
| Sharpe Ratio | 0.77 | 0.56 |
| Sortino Ratio | 1.10 | 0.84 |
| Omega Ratio | 1.16 | 1.12 |
| Calmar Ratio | 0.96 | 0.68 |
| Martin Ratio | 2.81 | 1.74 |
| Ulcer Index | 4.22% | 5.14% |
| Daily Std Dev | 15.33% | 15.84% |
| Max Drawdown | -25.19% | -20.99% |
| Current Drawdown | -4.54% | -5.70% |
Correlation
The correlation between VJPN.L and EEJG.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VJPN.L vs. EEJG.L - Performance Comparison
In the year-to-date period, VJPN.L achieves a 7.23% return, which is significantly higher than EEJG.L's 5.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VJPN.L vs. EEJG.L - Expense Ratio Comparison
Both VJPN.L and EEJG.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VJPN.L vs. EEJG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.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.
Dividends
VJPN.L vs. EEJG.L - Dividend Comparison
VJPN.L's dividend yield for the trailing twelve months is around 2.12%, while EEJG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.12% | 2.40% | 2.62% | 2.33% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% | 2.31% | 1.05% |
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VJPN.L vs. EEJG.L - Drawdown Comparison
The maximum VJPN.L drawdown since its inception was -25.19%, which is greater than EEJG.L's maximum drawdown of -20.99%. Use the drawdown chart below to compare losses from any high point for VJPN.L and EEJG.L. For additional features, visit the drawdowns tool.
Volatility
VJPN.L vs. EEJG.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) have volatilities of 4.67% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.