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AAXJ vs. EIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAXJ vs. EIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and FT Energy Income Partners Strategy ETF (EIPX). The values are adjusted to include any dividend payments, if applicable.

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AAXJ vs. EIPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
4.37%31.53%10.41%4.79%15.62%
EIPX
FT Energy Income Partners Strategy ETF
21.23%11.44%19.11%10.74%0.56%

Returns By Period

In the year-to-date period, AAXJ achieves a 4.37% return, which is significantly lower than EIPX's 21.23% return.


AAXJ

1D
0.93%
1M
-7.35%
YTD
4.37%
6M
6.72%
1Y
33.29%
3Y*
14.88%
5Y*
2.66%
10Y*
7.96%

EIPX

1D
-0.96%
1M
1.05%
YTD
21.23%
6M
23.05%
1Y
25.37%
3Y*
20.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAXJ vs. EIPX - Expense Ratio Comparison

AAXJ has a 0.68% expense ratio, which is lower than EIPX's 0.95% expense ratio.


Return for Risk

AAXJ vs. EIPX — Risk / Return Rank

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

AAXJ
AAXJ Risk / Return Rank: 8181
Overall Rank
AAXJ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 8282
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 8080
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 8282
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 8181
Martin Ratio Rank

EIPX
EIPX Risk / Return Rank: 7373
Overall Rank
EIPX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EIPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
EIPX Omega Ratio Rank: 8080
Omega Ratio Rank
EIPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
EIPX Martin Ratio Rank: 6969
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.

AAXJ vs. EIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and FT Energy Income Partners Strategy ETF (EIPX). 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.


AAXJEIPXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.56

+0.05

Sortino ratio

Return per unit of downside risk

2.22

1.99

+0.23

Omega ratio

Gain probability vs. loss probability

1.32

1.32

0.00

Calmar ratio

Return relative to maximum drawdown

2.48

1.76

+0.72

Martin ratio

Return relative to average drawdown

9.35

7.71

+1.65

AAXJ vs. EIPX - Sharpe Ratio Comparison

The current AAXJ Sharpe Ratio is 1.61, which is comparable to the EIPX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AAXJ and EIPX, 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


AAXJEIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.56

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.24

-1.01

Correlation

The correlation between AAXJ and EIPX is 0.40, 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.


Dividends

AAXJ vs. EIPX - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.73%, less than EIPX's 2.69% yield.


TTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.73%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
EIPX
FT Energy Income Partners Strategy ETF
2.69%3.23%3.27%3.48%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AAXJ vs. EIPX - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, which is greater than EIPX's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for AAXJ and EIPX.


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Drawdown Indicators


AAXJEIPXDifference

Max Drawdown

Largest peak-to-trough decline

-49.37%

-15.43%

-33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-14.87%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-41.04%

Max Drawdown (10Y)

Largest decline over 10 years

-44.52%

Current Drawdown

Current decline from peak

-9.76%

-1.91%

-7.85%

Average Drawdown

Average peak-to-trough decline

-14.14%

-2.29%

-11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.39%

+0.23%

Volatility

AAXJ vs. EIPX - Volatility Comparison

iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a higher volatility of 9.10% compared to FT Energy Income Partners Strategy ETF (EIPX) at 3.00%. This indicates that AAXJ's price experiences larger fluctuations and is considered to be riskier than EIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAXJEIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

3.00%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

8.15%

+6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

16.32%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

15.19%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

15.19%

+4.81%