PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VJPN.L vs. VUKG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VJPN.L vs. VUKG.L

Last updated Jun 5, 2026

VJPN.L (Vanguard FTSE Japan UCITS ETF Distributing) and VUKG.L (Vanguard FTSE 100 UCITS ETF (GBP) Accumulating) are both exchange-traded funds - VJPN.L is a Japan Equities fund tracking the TOPIX TR JPY, while VUKG.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, VJPN.L returned 10.73%/yr vs 11.75%/yr for VUKG.L. A 0.52 correlation means they provide meaningful diversification when combined. VJPN.L charges 0.15%/yr vs 0.09%/yr for VUKG.L.

Performance

VJPN.L vs. VUKG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VJPN.L achieves a 16.32% return, which is significantly higher than VUKG.L's 5.56% return.

VJPN.L

1D
0.70%
1M
6.43%
YTD
16.32%
6M
16.26%
1Y
35.06%
3Y*
16.39%
5Y*
10.73%
10Y*
11.10%

VUKG.L

1D
0.38%
1M
1.75%
YTD
5.56%
6M
8.02%
1Y
21.09%
3Y*
14.77%
5Y*
11.75%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.L vs. VUKG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing		16.32%18.86%9.05%14.00%-5.70%2.26%12.84%10.52%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating		5.56%26.12%9.40%7.20%5.51%17.39%-11.57%7.70%

Correlation

The correlation between VJPN.L and VUKG.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since May 15, 2019

0.52

The correlation between VJPN.L and VUKG.L has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

VJPN.L vs. VUKG.L - Sectors Allocation Comparison

Sectors
VJPN.L
VUKG.L

Industrials

26.6%
13.7%

Technology

17.4%
0.8%

Financial Services

15.9%
24.5%

Consumer Cyclical

12.8%
4.7%

Communication Services

7.1%
2.6%

Healthcare

5.9%
13.6%

Basic Materials

4.3%
8.5%

Consumer Defensive

4.2%
13.9%

Real Estate

3.4%
0.9%

Utilities

1.3%
5.3%

Energy

1.0%
11.7%

Industrials

VJPN.L
26.6%
VUKG.L
13.7%

Technology

VJPN.L
17.4%
VUKG.L
0.8%

Financial Services

VJPN.L
15.9%
VUKG.L
24.5%

Consumer Cyclical

VJPN.L
12.8%
VUKG.L
4.7%

Communication Services

VJPN.L
7.1%
VUKG.L
2.6%

Healthcare

VJPN.L
5.9%
VUKG.L
13.6%

Basic Materials

VJPN.L
4.3%
VUKG.L
8.5%

Consumer Defensive

VJPN.L
4.2%
VUKG.L
13.9%

Real Estate

VJPN.L
3.4%
VUKG.L
0.9%

Utilities

VJPN.L
1.3%
VUKG.L
5.3%

Energy

VJPN.L
1.0%
VUKG.L
11.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Japan UCITS ETF Distributing

Vanguard FTSE 100 UCITS ETF (GBP) Accumulating

Often compared with VJPN.L:
VJPN.L vs. XDJP.LVJPN.L vs. VJPN.DEVJPN.L vs. EEJG.LVJPN.L vs. LGJG.LVJPN.L vs. JEMAVJPN.L vs. VUSA.LVJPN.L vs. ISF.L
Often compared with VUKG.L:
VUKG.L vs. VUAG.LVUKG.L vs. VUKE.LVUKG.L vs. CUKX.LVUKG.L vs. VMIG.LVUKG.L vs. VUSA.LVUKG.L vs. S100.LVUKG.L vs. HUKX.L

Return for Risk

VJPN.L vs. VUKG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VJPN.L
VJPN.L Risk / Return Rank: 6060
Overall Rank
VJPN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VJPN.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VJPN.L Omega Ratio Rank: 6161
Omega Ratio Rank
VJPN.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
VJPN.L Martin Ratio Rank: 5959
Martin Ratio Rank
VUKG.L
VUKG.L Risk / Return Rank: 5656
Overall Rank
VUKG.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 6262
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VJPN.L vs. VUKG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.

VJPN.LVUKG.LDifference
Sharpe ratioReturn per unit of total volatility
1.91
1.95

-0.04

Sortino ratioReturn per unit of downside risk
2.75
2.75

0.00

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.20

2.40

+0.80

Martin ratioReturn relative to average drawdown

10.40

7.96

+2.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VJPN.L vs. VUKG.L - Sharpe Ratio Comparison

The current VJPN.L Sharpe Ratio is 1.91, which is comparable to the VUKG.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VJPN.L and VUKG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

VJPN.LVUKG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.95

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.92

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.56

+0.06

Drawdowns

VJPN.L vs. VUKG.L - Drawdown Comparison

The maximum VJPN.L drawdown since its inception was -25.19%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for VJPN.L and VUKG.L.

Loading charts...

Drawdown Indicators

VJPN.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.19%

-34.32%

+9.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-8.74%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-13.03%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-13.03%

-4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-25.19%

—

—

Current Drawdown

Current decline from peak

0.00%

-4.16%

+4.16%

Average Drawdown

Average peak-to-trough decline

-5.26%

-4.73%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.64%

+0.65%

Volatility

VJPN.L vs. VUKG.L - Volatility Comparison

Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) have volatilities of 3.85% and 3.86%, 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.

Loading charts...

Volatility by Period

VJPN.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.86%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

9.35%

+5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

10.74%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

12.75%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

16.13%

-0.23%

VJPN.L vs. VUKG.L - Expense Ratio Comparison

VJPN.L has a 0.15% expense ratio, which is higher than VUKG.L's 0.09% 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%.

Dividends

VJPN.L vs. VUKG.L - Dividend Comparison

VJPN.L's dividend yield for the trailing twelve months is around 2.23%, while VUKG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing		2.23%2.54%2.47%2.39%2.64%2.31%2.14%2.36%2.55%1.94%2.04%2.08%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating		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

VJPN.L and VUKG.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUKG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUKG.L is cheaper with a 0.09% expense ratio, compared with 0.15% for VJPN.L.

VJPN.L is categorized as Japan Equities, while VUKG.L is Europe Equities. VJPN.L tracks TOPIX TR JPY, while VUKG.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.15% for VJPN.L and 0.09% for VUKG.L.

Portfolio Optimizer

Find the right allocation for VJPN.L and VUKG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer