CP9G.L vs. IDAP.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) and iShares Asia Pacific Dividend UCITS (IDAP.L).

CP9G.L and IDAP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CP9G.L is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Feb 14, 2018. IDAP.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on Jun 2, 2006. Both CP9G.L and IDAP.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

CP9G.L vs. IDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) and iShares Asia Pacific Dividend UCITS (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

CP9G.L vs. IDAP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CP9G.L Amundi MSCI Pacific ex Japan UCITS DR	3.67%	5.89%	0.85%	-0.56%	-1.42%	6.76%	0.48%	13.35%	-5.17%	14.63%
IDAP.L iShares Asia Pacific Dividend UCITS	12.46%	20.45%	8.04%	7.81%	9.70%	4.37%	-12.05%	9.56%	-10.20%	6.88%

Different Trading Currencies

CP9G.L is traded in GBp, while IDAP.L is traded in USD. To make them comparable, the IDAP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CP9G.L achieves a 3.67% return, which is significantly lower than IDAP.L's 12.46% return. Over the past 10 years, CP9G.L has underperformed IDAP.L with an annualized return of 5.87%, while IDAP.L has yielded a comparatively higher 8.24% annualized return.

CP9G.L

• 1D: 1.92%
• 1M: -4.09%
• YTD: 3.67%
• 6M: 2.76%
• 1Y: 10.94%
• 3Y*: 3.21%
• 5Y*: 2.86%
• 10Y*: 5.87%

IDAP.L

• 1D: 2.05%
• 1M: -2.16%
• YTD: 12.46%
• 6M: 20.08%
• 1Y: 38.78%
• 3Y*: 16.59%
• 5Y*: 10.97%
• 10Y*: 8.24%

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

CP9G.L vs. IDAP.L - Expense Ratio Comparison

CP9G.L has a 0.35% expense ratio, which is lower than IDAP.L's 0.59% expense ratio.

IDAP.L

iShares Asia Pacific Dividend UCITS

CP9G.L

Amundi MSCI Pacific ex Japan UCITS DR

Return for Risk

CP9G.L vs. IDAP.L — Risk / Return Rank

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

CP9G.L

CP9G.L Risk / Return Rank: 38
CP9G.L Sharpe Ratio Rank: 36
CP9G.L Sortino Ratio Rank: 35
CP9G.L Omega Ratio Rank: 34
CP9G.L Calmar Ratio Rank: 45
CP9G.L Martin Ratio Rank: 39

IDAP.L

IDAP.L Risk / Return Rank: 95
IDAP.L Sharpe Ratio Rank: 96
IDAP.L Sortino Ratio Rank: 96
IDAP.L Omega Ratio Rank: 96
IDAP.L Calmar Ratio Rank: 93
IDAP.L Martin Ratio Rank: 96

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.

CP9G.L vs. IDAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) and iShares Asia Pacific Dividend UCITS (IDAP.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.

	CP9G.L	IDAP.L	Difference
Sharpe ratio Return per unit of total volatility	0.75	2.77	-2.02
Sortino ratio Return per unit of downside risk	1.09	3.44	-2.35
Omega ratio Gain probability vs. loss probability	1.15	1.53	-0.38
Calmar ratio Return relative to maximum drawdown	1.32	4.35	-3.03
Martin ratio Return relative to average drawdown	4.04	18.50	-14.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CP9G.L vs. IDAP.L - Sharpe Ratio Comparison

The current CP9G.L Sharpe Ratio is 0.75, which is lower than the IDAP.L Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of CP9G.L and IDAP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CP9G.L	IDAP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	2.77	-2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.83	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.51	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.29	+0.12

Correlation

The correlation between CP9G.L and IDAP.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CP9G.L vs. IDAP.L - Dividend Comparison

CP9G.L has not paid dividends to shareholders, while IDAP.L's dividend yield for the trailing twelve months is around 3.72%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CP9G.L Amundi MSCI Pacific ex Japan UCITS DR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDAP.L iShares Asia Pacific Dividend UCITS	3.72%	4.22%	5.36%	5.72%	6.92%	5.59%	3.49%	5.52%	6.04%	4.55%	4.54%	5.47%

Drawdowns

CP9G.L vs. IDAP.L - Drawdown Comparison

The maximum CP9G.L drawdown since its inception was -32.32%, smaller than the maximum IDAP.L drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for CP9G.L and IDAP.L.

Drawdown Indicators

	CP9G.L	IDAP.L	Difference
Max Drawdown Largest peak-to-trough decline	-32.32%	-69.37%	+37.05%
Max Drawdown (1Y) Largest decline over 1 year	-8.72%	-12.41%	+3.69%
Max Drawdown (5Y) Largest decline over 5 years	-18.14%	-25.99%	+7.85%
Max Drawdown (10Y) Largest decline over 10 years	-32.32%	-45.71%	+13.39%
Current Drawdown Current decline from peak	-4.43%	-4.92%	+0.49%
Average Drawdown Average peak-to-trough decline	-6.09%	-11.25%	+5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.48%	+0.22%

Volatility

CP9G.L vs. IDAP.L - Volatility Comparison

Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) has a higher volatility of 6.38% compared to iShares Asia Pacific Dividend UCITS (IDAP.L) at 5.60%. This indicates that CP9G.L's price experiences larger fluctuations and is considered to be riskier than IDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CP9G.L	IDAP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.38%	5.60%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	9.28%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	13.98%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	13.16%	+0.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	16.17%	-0.45%