VJPN.L vs. ISF.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
VJPN.L and ISF.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. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both VJPN.L and ISF.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 ISF.L.
Key characteristics
| VJPN.L | ISF.L | |
|---|---|---|
| YTD Return | 7.23% | 7.10% |
| 1Y Return | 11.61% | 11.99% |
| 3Y Return (Ann) | 3.55% | 6.82% |
| 5Y Return (Ann) | 5.57% | 5.49% |
| 10Y Return (Ann) | 8.58% | 5.74% |
| Sharpe Ratio | 0.77 | 1.21 |
| Sortino Ratio | 1.10 | 1.80 |
| Omega Ratio | 1.16 | 1.22 |
| Calmar Ratio | 0.96 | 2.48 |
| Martin Ratio | 2.81 | 6.98 |
| Ulcer Index | 4.22% | 1.68% |
| Daily Std Dev | 15.33% | 9.68% |
| Max Drawdown | -25.19% | -68.40% |
| Current Drawdown | -4.54% | -3.99% |
Correlation
The correlation between VJPN.L and ISF.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VJPN.L vs. ISF.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with VJPN.L having a 7.23% return and ISF.L slightly lower at 7.10%. Over the past 10 years, VJPN.L has outperformed ISF.L with an annualized return of 8.58%, while ISF.L has yielded a comparatively lower 5.74% 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. ISF.L - Expense Ratio Comparison
VJPN.L has a 0.15% expense ratio, which is higher than ISF.L's 0.07% 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%.
Risk-Adjusted Performance
VJPN.L vs. ISF.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 Core FTSE 100 UCITS ETF (Dist) (ISF.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. ISF.L - Dividend Comparison
VJPN.L's dividend yield for the trailing twelve months is around 2.12%, less than ISF.L's 3.89% yield.
| 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% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.89% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
VJPN.L vs. ISF.L - Drawdown Comparison
The maximum VJPN.L drawdown since its inception was -25.19%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for VJPN.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
VJPN.L vs. ISF.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) has a higher volatility of 4.67% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 4.06%. This indicates that VJPN.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.