VJPU.L vs. JPSG.L
VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc) and JPSG.L (iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc)) are both Japan Equities funds - VJPU.L tracks the FTSE Japan (USD Hedged) while JPSG.L tracks the MSCI Japan SRI Select Reduced Fossil Fuel Index. Both are passively managed. Over the past 3 years, VJPU.L returned 27.54%/yr vs 20.93%/yr for JPSG.L. Their correlation of 0.85 suggests significant overlap in exposure. VJPU.L charges 0.20%/yr vs 0.25%/yr for JPSG.L.
Performance
VJPU.L vs. JPSG.L - Performance Comparison
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Different Trading Currencies
VJPU.L is traded in USD, while JPSG.L is traded in GBP. To make them comparable, the JPSG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VJPU.L achieves a 18.13% return, which is significantly higher than JPSG.L's 11.80% return.
VJPU.L
- 1D
- -2.11%
- 1M
- -3.69%
- 6M
- 10.66%
- YTD
- 18.13%
- 1Y
- 46.51%
- 3Y*
- 27.54%
- 5Y*
- 21.55%
- 10Y*
- —
JPSG.L
- 1D
- -1.64%
- 1M
- 4.01%
- 6M
- 7.70%
- YTD
- 11.80%
- 1Y
- 32.43%
- 3Y*
- 20.93%
- 5Y*
- —
- 10Y*
- —
VJPU.L vs. JPSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 18.13% | 31.51% | 23.81% | 29.85% |
JPSG.L iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) | 11.80% | 32.57% | 15.36% | 25.70% |
Correlation
The correlation between VJPU.L and JPSG.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.85 |
The correlation between VJPU.L and JPSG.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
VJPU.L vs. JPSG.L — Risk / Return Rank
VJPU.L
JPSG.L
VJPU.L vs. JPSG.L - Risk-Adjusted Trends 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 SRI UCITS ETF GBP Hedged (Acc) (JPSG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VJPU.L | JPSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | 2.89 | +1.95 |
| Martin ratioReturn relative to average drawdown | 16.40 | 9.09 | +7.30 |
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Drawdowns
VJPU.L vs. JPSG.L - Drawdown Comparison
The maximum VJPU.L drawdown since its inception was -27.53%, which is greater than JPSG.L's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for VJPU.L and JPSG.L.
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Drawdown Indicators
| VJPU.L | JPSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.53% | -20.59% | -6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -11.17% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -20.59% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -21.44% | — | — |
Current DrawdownCurrent decline from peak | -5.55% | -1.77% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.75% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.56% | -0.73% |
Volatility
VJPU.L vs. JPSG.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a higher volatility of 6.52% compared to iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.L) at 5.61%. This indicates that VJPU.L's price experiences larger fluctuations and is considered to be riskier than JPSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VJPU.L | JPSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.61% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 15.97% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 21.11% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 21.03% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 21.03% | -1.43% |
VJPU.L vs. JPSG.L - Expense Ratio Comparison
VJPU.L has a 0.20% expense ratio, which is lower than JPSG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VJPU.L vs. JPSG.L - Dividend Comparison
Neither VJPU.L nor JPSG.L has paid dividends to shareholders.
Frequently Asked Questions
VJPU.L and JPSG.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPU.L is cheaper with a 0.20% expense ratio, compared with 0.25% for JPSG.L.
VJPU.L tracks FTSE Japan (USD Hedged), while JPSG.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.20% for VJPU.L and 0.25% for JPSG.L.
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