PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VJPU.L vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VJPU.LVIG
YTD Return13.52%16.33%
1Y Return14.46%23.97%
Sharpe Ratio0.572.39
Daily Std Dev23.68%10.15%
Max Drawdown-25.40%-46.81%
Current Drawdown-12.03%-0.20%

Correlation

-0.50.00.51.00.3

The correlation between VJPU.L and VIG is 0.32, 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.

Performance

VJPU.L vs. VIG - Performance Comparison

In the year-to-date period, VJPU.L achieves a 13.52% return, which is significantly lower than VIG's 16.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-4.39%
8.91%
VJPU.L
VIG

Compare stocks, funds, or ETFs

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


VJPU.L vs. VIG - Expense Ratio Comparison

VJPU.L has a 0.20% expense ratio, which is higher than VIG's 0.06% 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%.


VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
Expense ratio chart for VJPU.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VJPU.L vs. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). 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.


VJPU.L
Sharpe ratio
The chart of Sharpe ratio for VJPU.L, currently valued at 0.67, compared to the broader market0.002.004.000.67
Sortino ratio
The chart of Sortino ratio for VJPU.L, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.0012.001.02
Omega ratio
The chart of Omega ratio for VJPU.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for VJPU.L, currently valued at 0.62, compared to the broader market0.005.0010.0015.000.62
Martin ratio
The chart of Martin ratio for VJPU.L, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.10
VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 2.62, compared to the broader market0.002.004.002.62
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 3.63, compared to the broader market-2.000.002.004.006.008.0010.0012.003.63
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.003.501.49
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for VIG, currently valued at 16.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.78

VJPU.L vs. VIG - Sharpe Ratio Comparison

The current VJPU.L Sharpe Ratio is 0.57, which is lower than the VIG Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of VJPU.L and VIG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
0.67
2.62
VJPU.L
VIG

Dividends

VJPU.L vs. VIG - Dividend Comparison

VJPU.L has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.71%.


TTM20232022202120202019201820172016201520142013
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%
VIG
Vanguard Dividend Appreciation ETF
1.71%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

VJPU.L vs. VIG - Drawdown Comparison

The maximum VJPU.L drawdown since its inception was -25.40%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VJPU.L and VIG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.03%
-0.20%
VJPU.L
VIG

Volatility

VJPU.L vs. VIG - Volatility Comparison

Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a higher volatility of 6.62% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.83%. This indicates that VJPU.L's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
6.62%
2.83%
VJPU.L
VIG