AEJL.L vs. CPJ1.L

Last updated Jul 18, 2026

AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E) and CPJ1.L (iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc) are both Asia Pacific Equities funds - AEJL.L tracks the MSCI AC Asia Pac Ex JPN NR USD while CPJ1.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, AEJL.L returned 68.73%/yr vs 7.30%/yr for CPJ1.L. A 0.64 correlation means they provide meaningful diversification when combined. AEJL.L charges 0.60%/yr vs 0.20%/yr for CPJ1.L.

Performance

AEJL.L vs. CPJ1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AEJL.L achieves a 15.41% return, which is significantly higher than CPJ1.L's 10.26% return. Over the past 10 years, AEJL.L has outperformed CPJ1.L with an annualized return of 68.73%, while CPJ1.L has yielded a comparatively lower 7.30% annualized return.

AEJL.L

• 1D: -2.72%
• 1M: -9.91%
• 6M: 9.63%
• YTD: 15.41%
• 1Y: 27.43%
• 3Y*: 16.92%
• 5Y*: 6.34%
• 10Y*: 68.73%

CPJ1.L

• 1D: -0.29%
• 1M: -0.18%
• 6M: 7.44%
• YTD: 10.26%
• 1Y: 14.70%
• 3Y*: 11.56%
• 5Y*: 6.45%
• 10Y*: 7.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AEJL.L vs. CPJ1.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E	15.41%	20.45%	11.91%	0.03%	-8.06%	-2.60%	18.01%	10,128.27%	-10.40%	19.27%
CPJ1.L iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc	10.26%	12.05%	6.89%	0.15%	4.86%	5.71%	3.46%	14.30%	-5.53%	15.18%

Correlation

The correlation between AEJL.L and CPJ1.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 12, 2010	0.64

The correlation between AEJL.L and CPJ1.L shifts across timeframes, from 0.63 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

AEJL.L vs. CPJ1.L - Sectors Allocation Comparison

Sectors	AEJL.L	CPJ1.L
Technology	43.1%	1.0%
Financial Services	18.7%	45.1%
Consumer Cyclical	8.8%	6.9%
Industrials	7.2%	8.7%
Basic Materials	5.5%	15.8%
Communication Services	5.5%	2.6%
Healthcare	2.9%	3.8%
Energy	2.5%	2.5%
Consumer Defensive	2.3%	3.2%
Real Estate	1.9%	7.2%
Utilities	1.7%	3.5%

Return for Risk

AEJL.L vs. CPJ1.L — Risk / Return Rank

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

AEJL.L

AEJL.L Risk / Return Rank: 54
AEJL.L Sharpe Ratio Rank: 54
AEJL.L Sortino Ratio Rank: 50
AEJL.L Omega Ratio Rank: 56
AEJL.L Calmar Ratio Rank: 56
AEJL.L Martin Ratio Rank: 56

CPJ1.L

CPJ1.L Risk / Return Rank: 47
CPJ1.L Sharpe Ratio Rank: 46
CPJ1.L Sortino Ratio Rank: 49
CPJ1.L Omega Ratio Rank: 45
CPJ1.L Calmar Ratio Rank: 51
CPJ1.L Martin Ratio Rank: 44

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.

AEJL.L vs. CPJ1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AEJL.L	CPJ1.L	Difference
Sharpe ratio: Return per unit of total volatility	1.41	1.29	+0.12
Sortino ratio: Return per unit of downside risk	1.93	1.94	-0.01
Omega ratio: Gain probability vs. loss probability	1.27	1.24	+0.03
Calmar ratio: Return relative to maximum drawdown	2.16	2.03	+0.14
Martin ratio: Return relative to average drawdown	7.29	5.50	+1.79

AEJL.L vs. CPJ1.L - Sharpe Ratio Comparison

The current AEJL.L Sharpe Ratio is 1.41, which is comparable to the CPJ1.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of AEJL.L and CPJ1.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AEJL.L vs. CPJ1.L - Drawdown Comparison

The maximum AEJL.L drawdown since its inception was -55.23%, which is greater than CPJ1.L's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for AEJL.L and CPJ1.L.

Drawdown Indicators

	AEJL.L	CPJ1.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.23%	-32.49%	-22.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-7.23%	-5.40%
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	-21.21%	+4.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.10%	-21.21%	-0.89%
Max Drawdown (10Y) Largest decline over 10 years	-28.13%	-32.49%	+4.36%
Current Drawdown Current decline from peak	-12.63%	-1.70%	-10.93%
Average Drawdown Average peak-to-trough decline	-12.33%	-7.35%	-4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.67%	+1.08%

Volatility

AEJL.L vs. CPJ1.L - Volatility Comparison

Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) has a higher volatility of 8.93% compared to iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) at 2.25%. This indicates that AEJL.L's price experiences larger fluctuations and is considered to be riskier than CPJ1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEJL.L	CPJ1.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	2.25%	+6.68%
Volatility (6M) Calculated over the trailing 6-month period	17.23%	9.22%	+8.01%
Volatility (1Y) Calculated over the trailing 1-year period	19.33%	11.38%	+7.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.59%	19.34%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2,741.82%	18.53%	+2,723.29%

AEJL.L vs. CPJ1.L - Expense Ratio Comparison

AEJL.L has a 0.60% expense ratio, which is higher than CPJ1.L's 0.20% expense ratio.

Dividends

AEJL.L vs. CPJ1.L - Dividend Comparison

Neither AEJL.L nor CPJ1.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AEJL.L and CPJ1.L in my portfolio?

AEJL.L and CPJ1.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AEJL.L or CPJ1.L?

On fees, CPJ1.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AEJL.L or CPJ1.L?

CPJ1.L is cheaper with a 0.20% expense ratio, compared with 0.60% for AEJL.L.

What is the main difference between AEJL.L and CPJ1.L?

AEJL.L tracks MSCI AC Asia Pac Ex JPN NR USD, while CPJ1.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for AEJL.L and 0.20% for CPJ1.L.