AUEG.L vs. CPXJ.AS
AUEG.L (Amundi MSCI Emerging Markets UCITS ETF USD) and CPXJ.AS (iShares Core MSCI Pacific ex Japan UCITS ETF) are both exchange-traded funds - AUEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while CPXJ.AS is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, AUEG.L returned 10.92%/yr vs 8.54%/yr for CPXJ.AS. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
AUEG.L vs. CPXJ.AS - Performance Comparison
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Different Trading Currencies
AUEG.L is traded in GBp, while CPXJ.AS is traded in EUR. To make them comparable, the CPXJ.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, AUEG.L achieves a 26.01% return, which is significantly higher than CPXJ.AS's 8.85% return. Over the past 10 years, AUEG.L has outperformed CPXJ.AS with an annualized return of 10.92%, while CPXJ.AS has yielded a comparatively lower 8.54% annualized return.
AUEG.L
- 1D
- -1.63%
- 1M
- 6.26%
- YTD
- 26.01%
- 6M
- 28.10%
- 1Y
- 53.88%
- 3Y*
- 20.95%
- 5Y*
- 8.55%
- 10Y*
- 10.92%
CPXJ.AS
- 1D
- -0.87%
- 1M
- 0.35%
- YTD
- 8.85%
- 6M
- 9.47%
- 1Y
- 17.33%
- 3Y*
- 10.58%
- 5Y*
- 6.00%
- 10Y*
- 8.54%
AUEG.L vs. CPXJ.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 26.01% | 25.28% | 8.99% | 3.02% | -10.18% | -2.18% | 14.26% | 13.31% | -9.74% | 25.23% |
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 8.80% | 12.40% | 6.81% | 0.28% | 4.59% | 6.10% | 3.51% | 13.41% | -5.04% | 15.48% |
Correlation
The correlation between AUEG.L and CPXJ.AS is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015 | 0.72 |
The correlation between AUEG.L and CPXJ.AS shifts across timeframes, from 0.59 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUEG.L vs. CPXJ.AS — Risk / Return Rank
AUEG.L
CPXJ.AS
AUEG.L vs. CPXJ.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) and iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.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.
| AUEG.L | CPXJ.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.28 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 2.41 | +2.48 |
| Martin ratioReturn relative to average drawdown | 17.24 | 7.22 | +10.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUEG.L | CPXJ.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 1.54 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.42 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.25 |
Drawdowns
AUEG.L vs. CPXJ.AS - Drawdown Comparison
The maximum AUEG.L drawdown since its inception was -27.50%, smaller than the maximum CPXJ.AS drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for AUEG.L and CPXJ.AS.
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Drawdown Indicators
| AUEG.L | CPXJ.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.50% | -32.98% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -7.11% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -17.70% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -17.71% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -27.50% | -32.98% | +5.48% |
Current DrawdownCurrent decline from peak | -2.45% | -2.94% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -6.87% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.38% | +0.74% |
Volatility
AUEG.L vs. CPXJ.AS - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a higher volatility of 7.40% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) at 3.34%. This indicates that AUEG.L's price experiences larger fluctuations and is considered to be riskier than CPXJ.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUEG.L | CPXJ.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 3.34% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 8.77% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 11.11% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 14.10% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 16.23% | +1.68% |
AUEG.L vs. CPXJ.AS - Expense Ratio Comparison
Both AUEG.L and CPXJ.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AUEG.L vs. CPXJ.AS - Dividend Comparison
Neither AUEG.L nor CPXJ.AS has paid dividends to shareholders.
Frequently Asked Questions
AUEG.L and CPXJ.AS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AUEG.L and CPXJ.AS have the same expense ratio: 0.20% per year.
AUEG.L is categorized as Emerging Markets Equities, while CPXJ.AS is Asia Pacific Equities. AUEG.L tracks MSCI EM NR USD, while CPXJ.AS tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Amundi and iShares.
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