XDWM.L vs. VJPU.L
Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L).
XDWM.L and VJPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWM.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 16, 2016. 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. Both XDWM.L and VJPU.L 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
XDWM.L vs. VJPU.L - Performance Comparison
Loading graphics...
XDWM.L vs. VJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWM.L Xtrackers MSCI World Materials UCITS ETF 1C | 10.99% | 26.77% | -6.34% | 14.84% | 12.41% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 9.61% | 31.52% | 23.80% | 35.64% | 1.68% |
Returns By Period
In the year-to-date period, XDWM.L achieves a 10.99% return, which is significantly higher than VJPU.L's 9.61% return.
XDWM.L
- 1D
- 3.46%
- 1M
- -6.05%
- YTD
- 10.99%
- 6M
- 17.19%
- 1Y
- 33.78%
- 3Y*
- 12.71%
- 5Y*
- 8.22%
- 10Y*
- —
VJPU.L
- 1D
- 4.83%
- 1M
- -2.60%
- YTD
- 9.61%
- 6M
- 22.73%
- 1Y
- 47.06%
- 3Y*
- 30.25%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XDWM.L vs. VJPU.L - Expense Ratio Comparison
XDWM.L has a 0.25% expense ratio, which is higher than VJPU.L's 0.20% 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
XDWM.L vs. VJPU.L — Risk / Return Rank
XDWM.L
VJPU.L
XDWM.L vs. VJPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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.
| XDWM.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 2.18 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.88 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 4.95 | -2.75 |
Martin ratioReturn relative to average drawdown | 8.98 | 17.82 | -8.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XDWM.L | VJPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.18 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 1.40 | -0.68 |
Correlation
The correlation between XDWM.L and VJPU.L is 0.50, 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
XDWM.L vs. VJPU.L - Dividend Comparison
Neither XDWM.L nor VJPU.L has paid dividends to shareholders.
Drawdowns
XDWM.L vs. VJPU.L - Drawdown Comparison
The maximum XDWM.L drawdown since its inception was -37.37%, which is greater than VJPU.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for XDWM.L and VJPU.L.
Loading graphics...
Drawdown Indicators
| XDWM.L | VJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.37% | -25.40% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.35% | -11.93% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | — | — |
Current DrawdownCurrent decline from peak | -7.14% | -4.73% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -2.98% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.66% | +1.10% |
Volatility
XDWM.L vs. VJPU.L - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) has a higher volatility of 9.14% compared to Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) at 8.44%. This indicates that XDWM.L's price experiences larger fluctuations and is considered to be riskier than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XDWM.L | VJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 8.44% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 15.04% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 21.49% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 19.49% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 19.49% | +4.11% |