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VJPU.L vs. VJPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VJPU.L vs. VJPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) and Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L). The values are adjusted to include any dividend payments, if applicable.

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VJPU.L vs. VJPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
9.61%31.52%23.80%35.64%1.68%
VJPA.L
Vanguard FTSE Japan UCITS ETF USD Acc
8.13%26.79%6.72%20.04%4.38%

Returns By Period

In the year-to-date period, VJPU.L achieves a 9.61% return, which is significantly higher than VJPA.L's 8.13% return.


VJPU.L

1D
4.83%
1M
-2.60%
YTD
9.61%
6M
22.73%
1Y
47.06%
3Y*
30.25%
5Y*
10Y*

VJPA.L

1D
5.53%
1M
-3.03%
YTD
8.13%
6M
13.00%
1Y
34.61%
3Y*
17.77%
5Y*
7.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VJPU.L vs. VJPA.L - Expense Ratio Comparison

VJPU.L has a 0.20% expense ratio, which is higher than VJPA.L's 0.15% 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%.


Return for Risk

VJPU.L vs. VJPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9292
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9696
Martin Ratio Rank

VJPA.L
VJPA.L Risk / Return Rank: 8484
Overall Rank
VJPA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VJPA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VJPA.L Omega Ratio Rank: 8181
Omega Ratio Rank
VJPA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VJPA.L Martin Ratio Rank: 8585
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.

VJPU.L vs. VJPA.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 Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.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.


VJPU.LVJPA.LDifference

Sharpe ratio

Return per unit of total volatility

2.18

1.68

+0.50

Sortino ratio

Return per unit of downside risk

2.88

2.38

+0.51

Omega ratio

Gain probability vs. loss probability

1.42

1.32

+0.10

Calmar ratio

Return relative to maximum drawdown

4.95

2.87

+2.08

Martin ratio

Return relative to average drawdown

17.82

10.55

+7.27

VJPU.L vs. VJPA.L - Sharpe Ratio Comparison

The current VJPU.L Sharpe Ratio is 2.18, which is higher than the VJPA.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VJPU.L and VJPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VJPU.LVJPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.68

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

0.50

+0.90

Correlation

The correlation between VJPU.L and VJPA.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VJPU.L vs. VJPA.L - Dividend Comparison

Neither VJPU.L nor VJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VJPU.L vs. VJPA.L - Drawdown Comparison

The maximum VJPU.L drawdown since its inception was -25.40%, smaller than the maximum VJPA.L drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for VJPU.L and VJPA.L.


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Drawdown Indicators


VJPU.LVJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.40%

-32.06%

+6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.33%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.06%

Current Drawdown

Current decline from peak

-4.73%

-6.63%

+1.90%

Average Drawdown

Average peak-to-trough decline

-2.98%

-8.53%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.36%

-0.70%

Volatility

VJPU.L vs. VJPA.L - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) is 8.44%, while Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) has a volatility of 9.54%. This indicates that VJPU.L experiences smaller price fluctuations and is considered to be less risky than VJPA.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.LVJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

9.54%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

15.18%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

21.49%

20.57%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

17.44%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

18.63%

+0.86%