VJPN.L vs. HMWO.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and HSBC MSCI World UCITS ETF (HMWO.L).
VJPN.L and HMWO.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. HMWO.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010. Both VJPN.L and HMWO.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 HMWO.L.
Key characteristics
| VJPN.L | HMWO.L | |
|---|---|---|
| YTD Return | 6.51% | 20.39% |
| 1Y Return | 11.10% | 26.50% |
| 3Y Return (Ann) | 3.31% | 9.09% |
| 5Y Return (Ann) | 5.30% | 12.82% |
| 10Y Return (Ann) | 8.51% | 12.47% |
| Sharpe Ratio | 0.70 | 2.54 |
| Sortino Ratio | 1.01 | 3.56 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 0.87 | 4.04 |
| Martin Ratio | 2.55 | 18.32 |
| Ulcer Index | 4.23% | 1.40% |
| Daily Std Dev | 15.35% | 10.06% |
| Max Drawdown | -25.19% | -25.48% |
| Current Drawdown | -5.18% | 0.00% |
Correlation
The correlation between VJPN.L and HMWO.L is 0.74, 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. HMWO.L - Performance Comparison
In the year-to-date period, VJPN.L achieves a 6.51% return, which is significantly lower than HMWO.L's 20.39% return. Over the past 10 years, VJPN.L has underperformed HMWO.L with an annualized return of 8.51%, while HMWO.L has yielded a comparatively higher 12.47% annualized 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. HMWO.L - Expense Ratio Comparison
Both VJPN.L and HMWO.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. HMWO.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 HSBC MSCI World UCITS ETF (HMWO.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. HMWO.L - Dividend Comparison
VJPN.L's dividend yield for the trailing twelve months is around 2.14%, more than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.14% | 2.40% | 2.62% | 2.33% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% | 2.31% | 1.05% |
HMWO.L HSBC MSCI World UCITS ETF | 1.42% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
VJPN.L vs. HMWO.L - Drawdown Comparison
The maximum VJPN.L drawdown since its inception was -25.19%, roughly equal to the maximum HMWO.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for VJPN.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
VJPN.L vs. HMWO.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) has a higher volatility of 4.58% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 2.93%. This indicates that VJPN.L's price experiences larger fluctuations and is considered to be riskier than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.