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CP9U.L vs. MPXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CP9U.L vs. MPXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CP9U.L is traded in USD, while MPXG.L is traded in GBp. To make them comparable, the MPXG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CP9U.L having a 1.91% return and MPXG.L slightly lower at 1.82%.


CP9U.L

1D
-0.60%
1M
-6.32%
YTD
1.91%
6M
2.91%
1Y
2.51%
3Y*
5.39%
5Y*
0.78%
10Y*

MPXG.L

1D
-0.74%
1M
-6.24%
YTD
1.82%
6M
2.67%
1Y
2.66%
3Y*
6.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CP9U.L vs. MPXG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR
1.91%12.86%-0.05%5.20%-0.88%
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
1.82%13.15%0.04%5.20%0.85%

Correlation

The correlation between CP9U.L and MPXG.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2022

0.62

Over the past year, CP9U.L and MPXG.L have become more correlated (0.87) than their long-term average of 0.62, meaning their price movements have been converging.

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Return for Risk

CP9U.L vs. MPXG.L — Risk / Return Rank

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

CP9U.L
CP9U.L Risk / Return Rank: 1313
Overall Rank
CP9U.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CP9U.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
CP9U.L Omega Ratio Rank: 1212
Omega Ratio Rank
CP9U.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CP9U.L Martin Ratio Rank: 1414
Martin Ratio Rank

MPXG.L
MPXG.L Risk / Return Rank: 1515
Overall Rank
MPXG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MPXG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MPXG.L Omega Ratio Rank: 1414
Omega Ratio Rank
MPXG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
MPXG.L Martin Ratio Rank: 1616
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.

CP9U.L vs. MPXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.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.


CP9U.LMPXG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.05

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.37

0.37

0.00

Martin ratioReturn relative to average drawdown

1.01

1.04

-0.04

CP9U.L vs. MPXG.L - Sharpe Ratio Comparison

The current CP9U.L Sharpe Ratio is 0.23, which is comparable to the MPXG.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of CP9U.L and MPXG.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.


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Sharpe Ratios by Period


CP9U.LMPXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.24

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.47

-0.20

Drawdowns

CP9U.L vs. MPXG.L - Drawdown Comparison

The maximum CP9U.L drawdown since its inception was -38.03%, which is greater than MPXG.L's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for CP9U.L and MPXG.L.


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Drawdown Indicators


CP9U.LMPXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.03%

-19.10%

-18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-8.99%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-19.10%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

Current Drawdown

Current decline from peak

-6.97%

-6.75%

-0.22%

Average Drawdown

Average peak-to-trough decline

-7.24%

-4.92%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.12%

+0.06%

Volatility

CP9U.L vs. MPXG.L - Volatility Comparison

Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) has a higher volatility of 4.56% compared to Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) at 3.86%. This indicates that CP9U.L's price experiences larger fluctuations and is considered to be riskier than MPXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CP9U.LMPXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

3.86%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

10.89%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

13.60%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

17.06%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

17.06%

+10.06%

CP9U.L vs. MPXG.L - Expense Ratio Comparison

CP9U.L has a 0.35% expense ratio, which is higher than MPXG.L's 0.15% expense ratio.


Dividends

CP9U.L vs. MPXG.L - Dividend Comparison

CP9U.L has not paid dividends to shareholders, while MPXG.L's dividend yield for the trailing twelve months is around 3.17%.


PositionTTM202520242023
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR
0.00%0.00%0.00%0.00%
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
3.17%3.24%3.36%3.87%

Frequently Asked Questions


CP9U.L and MPXG.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MPXG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MPXG.L is cheaper with a 0.15% expense ratio, compared with 0.35% for CP9U.L.

Both ETFs track MSCI Pacific Ex Japan NR USD. Their fees differ too: 0.35% for CP9U.L and 0.15% for MPXG.L.

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