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WTIZ.DE vs. VUSA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WTIZ.DE vs. VUSA.AS

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).

WTIZ.DE and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTIZ.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Equity. It was launched on Nov 2, 2015. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019. Both WTIZ.DE and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WTIZ.DE vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

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WTIZ.DE vs. VUSA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc		12.42%15.16%17.99%21.47%-4.73%14.55%11.02%
VUSA.AS
Vanguard S&P 500 UCITS ETF		-2.86%3.90%33.86%22.12%-14.18%40.36%13.69%

Returns By Period

In the year-to-date period, WTIZ.DE achieves a 12.42% return, which is significantly higher than VUSA.AS's -2.86% return.

WTIZ.DE

1D
4.67%
1M
-2.42%
YTD
12.42%
6M
19.29%
1Y
29.77%
3Y*
20.21%
5Y*
12.96%
10Y*
—

VUSA.AS

1D
1.64%
1M
-3.04%
YTD
-2.86%
6M
0.02%
1Y
10.01%
3Y*
16.06%
5Y*
12.10%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree Japan Equity UCITS ETF JPY Acc

Vanguard S&P 500 UCITS ETF

Often compared with WTIZ.DE:
WTIZ.DE vs. EUNN.DEWTIZ.DE vs. V3PA.DEWTIZ.DE vs. DGRA.LWTIZ.DE vs. VJPA.DEWTIZ.DE vs. ENGW.LWTIZ.DE vs. GLDWTIZ.DE vs. EUDF.DE
Often compared with VUSA.AS:
VUSA.AS vs. VUAA.LVUSA.AS vs. VUAG.LVUSA.AS vs. VWRL.ASVUSA.AS vs. VHYL.ASVUSA.AS vs. VOOVUSA.AS vs. IUSA.DEVUSA.AS vs. VEVE.AS

WTIZ.DE vs. VUSA.AS - Expense Ratio Comparison

WTIZ.DE has a 0.40% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.

WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
VUSA.AS
Vanguard S&P 500 UCITS ETF

Return for Risk

WTIZ.DE vs. VUSA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTIZ.DE
WTIZ.DE Risk / Return Rank: 7878
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 8484
Martin Ratio Rank
VUSA.AS
VUSA.AS Risk / Return Rank: 5353
Overall Rank
VUSA.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 3131
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 9090
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 8686
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.

WTIZ.DE vs. VUSA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.

WTIZ.DEVUSA.ASDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.58

+0.83

Sortino ratio

Return per unit of downside risk

1.96

0.89

+1.07

Omega ratio

Gain probability vs. loss probability

1.27

1.13

+0.14

Calmar ratio

Return relative to maximum drawdown

3.00

3.06

-0.06

Martin ratio

Return relative to average drawdown

10.53

10.55

-0.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTIZ.DE vs. VUSA.AS - Sharpe Ratio Comparison

The current WTIZ.DE Sharpe Ratio is 1.41, which is higher than the VUSA.AS Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of WTIZ.DE and VUSA.AS, 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

WTIZ.DEVUSA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.58

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.79

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.87

+0.03

Correlation

The correlation between WTIZ.DE and VUSA.AS is 0.52, 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.

Dividends

WTIZ.DE vs. VUSA.AS - Dividend Comparison

WTIZ.DE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.99%.

TTM20252024202320222021202020192018201720162015
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY 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%
VUSA.AS
Vanguard S&P 500 UCITS ETF		0.99%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%

Drawdowns

WTIZ.DE vs. VUSA.AS - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and VUSA.AS.

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Drawdown Indicators

WTIZ.DEVUSA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-33.64%

+16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-13.39%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-23.24%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.64%

—

Current Drawdown

Current decline from peak

-4.59%

-5.24%

+0.65%

Average Drawdown

Average peak-to-trough decline

-3.62%

-4.11%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.07%

+0.92%

Volatility

WTIZ.DE vs. VUSA.AS - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 8.59% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.69%. This indicates that WTIZ.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTIZ.DEVUSA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

3.69%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

8.49%

+6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

17.03%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

15.14%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

16.05%

+0.49%