VJPU.L vs. EWJ
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) and iShares MSCI Japan ETF (EWJ).
VJPU.L and EWJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPU.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan (USD Hedged). It was launched on Jan 31, 2020. EWJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Index. It was launched on Mar 12, 1996. Both VJPU.L and EWJ 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: VJPU.L or EWJ.
Key characteristics
| VJPU.L | EWJ | |
|---|---|---|
| YTD Return | 12.63% | 10.49% |
| 1Y Return | 13.27% | 14.09% |
| Sharpe Ratio | 0.55 | 0.79 |
| Daily Std Dev | 23.72% | 17.15% |
| Max Drawdown | -25.40% | -58.89% |
| Current Drawdown | -12.72% | -2.25% |
Correlation
The correlation between VJPU.L and EWJ is 0.60, 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
VJPU.L vs. EWJ - Performance Comparison
In the year-to-date period, VJPU.L achieves a 12.63% return, which is significantly higher than EWJ's 10.49% 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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VJPU.L vs. EWJ - Expense Ratio Comparison
VJPU.L has a 0.20% expense ratio, which is lower than EWJ's 0.49% expense ratio.
Risk-Adjusted Performance
VJPU.L vs. EWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) and iShares MSCI Japan ETF (EWJ). 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
VJPU.L vs. EWJ - Dividend Comparison
VJPU.L has not paid dividends to shareholders, while EWJ's dividend yield for the trailing twelve months is around 1.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWJ iShares MSCI Japan ETF | 1.97% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
Drawdowns
VJPU.L vs. EWJ - Drawdown Comparison
The maximum VJPU.L drawdown since its inception was -25.40%, smaller than the maximum EWJ drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for VJPU.L and EWJ. For additional features, visit the drawdowns tool.
Volatility
VJPU.L vs. EWJ - Volatility Comparison
Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a higher volatility of 6.60% compared to iShares MSCI Japan ETF (EWJ) at 6.01%. This indicates that VJPU.L's price experiences larger fluctuations and is considered to be riskier than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.