VJPN.L vs. JEMA
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA).
VJPN.L and JEMA 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. JEMA is an actively managed fund by JPMorgan. It was launched on Mar 10, 2021.
Performance
VJPN.L vs. JEMA - Performance Comparison
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VJPN.L vs. JEMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 4.22% | 18.86% | 9.05% | 14.00% | -5.70% | 3.33% |
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 8.89% | 25.28% | 7.52% | 4.33% | -16.06% | -1.55% |
Different Trading Currencies
VJPN.L is traded in GBP, while JEMA is traded in USD. To make them comparable, the JEMA values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VJPN.L achieves a 4.22% return, which is significantly lower than JEMA's 8.89% return.
VJPN.L
- 1D
- -0.41%
- 1M
- -7.09%
- YTD
- 4.22%
- 6M
- 9.40%
- 1Y
- 25.28%
- 3Y*
- 13.80%
- 5Y*
- 8.05%
- 10Y*
- 10.18%
JEMA
- 1D
- 0.65%
- 1M
- -5.86%
- YTD
- 8.89%
- 6M
- 14.54%
- 1Y
- 36.92%
- 3Y*
- 13.55%
- 5Y*
- 4.82%
- 10Y*
- —
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VJPN.L vs. JEMA - Expense Ratio Comparison
VJPN.L has a 0.15% expense ratio, which is lower than JEMA's 0.39% expense ratio.
Return for Risk
VJPN.L vs. JEMA — Risk / Return Rank
VJPN.L
JEMA
VJPN.L vs. JEMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). 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.L | JEMA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.90 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.54 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.30 | -0.94 |
Martin ratioReturn relative to average drawdown | 8.28 | 11.92 | -3.64 |
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.L | JEMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.90 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.30 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.29 | +0.29 |
Correlation
The correlation between VJPN.L and JEMA is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VJPN.L vs. JEMA - Dividend Comparison
VJPN.L's dividend yield for the trailing twelve months is around 2.49%, less than JEMA's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.49% | 2.54% | 2.47% | 2.39% | 2.64% | 2.31% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% |
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.73% | 2.93% | 2.44% | 2.95% | 2.69% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VJPN.L vs. JEMA - Drawdown Comparison
The maximum VJPN.L drawdown since its inception was -25.19%, roughly equal to the maximum JEMA drawdown of -26.48%. Use the drawdown chart below to compare losses from any high point for VJPN.L and JEMA.
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Drawdown Indicators
| VJPN.L | JEMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.19% | -39.50% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -13.11% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -39.50% | +21.59% |
Max Drawdown (10Y)Largest decline over 10 years | -25.19% | — | — |
Current DrawdownCurrent decline from peak | -9.45% | -9.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -17.55% | +12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.33% | -0.28% |
Volatility
VJPN.L vs. JEMA - Volatility Comparison
Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) have volatilities of 8.81% and 8.55%, 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.
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Volatility by Period
| VJPN.L | JEMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 8.55% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 14.23% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 19.58% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 16.32% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 16.31% | -0.46% |