VJPU.L vs. VOW3.DE
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) and Volkswagen AG (VOW3.DE).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VJPU.L or VOW3.DE.
Key characteristics
VJPU.L | VOW3.DE | |
---|---|---|
YTD Return | 13.52% | -10.73% |
1Y Return | 14.46% | -7.11% |
Sharpe Ratio | 0.57 | -0.48 |
Daily Std Dev | 23.68% | 22.39% |
Max Drawdown | -25.40% | -77.22% |
Current Drawdown | -12.03% | -45.44% |
Correlation
The correlation between VJPU.L and VOW3.DE is 0.34, 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. VOW3.DE - Performance Comparison
In the year-to-date period, VJPU.L achieves a 13.52% return, which is significantly higher than VOW3.DE's -10.73% 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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Risk-Adjusted Performance
VJPU.L vs. VOW3.DE - 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 Volkswagen AG (VOW3.DE). 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. VOW3.DE - Dividend Comparison
VJPU.L has not paid dividends to shareholders, while VOW3.DE's dividend yield for the trailing twelve months is around 9.81%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Volkswagen AG | 9.81% | 7.84% | 22.87% | 2.74% | 3.19% | 2.76% | 2.85% | 1.24% | 0.13% | 3.63% | 2.20% | 1.74% |
Drawdowns
VJPU.L vs. VOW3.DE - Drawdown Comparison
The maximum VJPU.L drawdown since its inception was -25.40%, smaller than the maximum VOW3.DE drawdown of -77.22%. Use the drawdown chart below to compare losses from any high point for VJPU.L and VOW3.DE. For additional features, visit the drawdowns tool.
Volatility
VJPU.L vs. VOW3.DE - Volatility Comparison
Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) and Volkswagen AG (VOW3.DE) have volatilities of 6.62% and 6.77%, 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.