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Invesco MSCI Japan ESG Climate Paris Aligned UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000I8IKC59
WKNA3CYEY
IssuerInvesco
Inception DateDec 6, 2021
CategoryJapan Equities
Leveraged1x
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

PAJS.L has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for PAJS.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.22%
11.39%
PAJS.L (Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc had a return of 0.31% year-to-date (YTD) and 6.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.31%25.48%
1 month-3.37%2.14%
6 months0.22%12.76%
1 year6.80%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of PAJS.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.33%3.25%0.86%-5.83%-1.10%1.64%2.99%1.39%-2.49%-1.81%0.31%
20234.06%-2.82%2.97%-1.67%3.23%-0.14%0.78%-2.93%-0.21%-2.10%2.60%5.01%8.67%
2022-9.87%-0.12%-0.28%-4.08%-0.24%-4.31%7.40%0.73%-3.70%-1.46%4.62%-2.81%-14.19%
2021-3.23%-3.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PAJS.L is 11, indicating that it is in the bottom 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PAJS.L is 1111
Combined Rank
The Sharpe Ratio Rank of PAJS.L is 99Sharpe Ratio Rank
The Sortino Ratio Rank of PAJS.L is 1010Sortino Ratio Rank
The Omega Ratio Rank of PAJS.L is 1717Omega Ratio Rank
The Calmar Ratio Rank of PAJS.L is 1212Calmar Ratio Rank
The Martin Ratio Rank of PAJS.L is 88Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PAJS.L
Sharpe ratio
The chart of Sharpe ratio for PAJS.L, currently valued at 0.17, compared to the broader market-2.000.002.004.006.000.17
Sortino ratio
The chart of Sortino ratio for PAJS.L, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.0012.000.54
Omega ratio
The chart of Omega ratio for PAJS.L, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for PAJS.L, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.22
Martin ratio
The chart of Martin ratio for PAJS.L, currently valued at 0.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc Sharpe ratio is 0.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.17
2.18
PAJS.L (Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.11%
0
PAJS.L (Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc was 28.23%, occurring on Aug 6, 2024. The portfolio has not yet recovered.

The current Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc drawdown is 24.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.23%Feb 28, 2024111Aug 6, 2024
-22.85%Dec 17, 2021122Jun 17, 2022421Feb 16, 2024543
-1.49%Dec 10, 20213Dec 14, 20212Dec 16, 20215
-0.73%Feb 20, 20242Feb 21, 20241Feb 22, 20243

Volatility

Volatility Chart

The current Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
3.80%
PAJS.L (Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc)
Benchmark (^GSPC)