PortfoliosLab logoPortfoliosLab logo
CPJ1.L vs. FLXK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPJ1.L vs. FLXK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CPJ1.L is traded in GBp, while FLXK.L is traded in USD. To make them comparable, the FLXK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPJ1.L achieves a 10.58% return, which is significantly lower than FLXK.L's 75.44% return.


CPJ1.L

1D
-0.29%
1M
0.98%
6M
7.32%
YTD
10.58%
1Y
16.07%
3Y*
11.78%
5Y*
6.51%
10Y*
7.36%

FLXK.L

1D
-2.27%
1M
-18.90%
6M
51.85%
YTD
75.44%
1Y
141.17%
3Y*
38.05%
5Y*
16.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CPJ1.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
10.58%12.05%6.89%0.15%4.86%5.71%3.46%1.96%
FLXK.L
Franklin FTSE Korea UCITS ETF USD (Acc)
75.44%80.91%-20.26%14.73%-19.45%-5.96%42.98%8.49%

Correlation

The correlation between CPJ1.L and FLXK.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.58

The correlation between CPJ1.L and FLXK.L shifts across timeframes, from 0.45 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

CPJ1.L
CPJ1.L Risk / Return Rank: 5151
Overall Rank
CPJ1.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CPJ1.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
CPJ1.L Omega Ratio Rank: 5050
Omega Ratio Rank
CPJ1.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CPJ1.L Martin Ratio Rank: 4545
Martin Ratio Rank

FLXK.L
FLXK.L Risk / Return Rank: 9393
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9191
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.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.


CPJ1.LFLXK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

2.21

5.48

-3.27

Martin ratioReturn relative to average drawdown

6.01

18.23

-12.22

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

The current CPJ1.L Sharpe Ratio is 1.41, which is lower than the FLXK.L Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of CPJ1.L and FLXK.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.


Loading charts...

Drawdowns

CPJ1.L vs. FLXK.L - Drawdown Comparison

The maximum CPJ1.L drawdown since its inception was -32.49%, smaller than the maximum FLXK.L drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for CPJ1.L and FLXK.L.


Loading charts...

Drawdown Indicators


CPJ1.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-41.70%

+9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-25.59%

+18.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.21%

-28.10%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-37.51%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

Current Drawdown

Current decline from peak

-1.42%

-25.59%

+24.17%

Average Drawdown

Average peak-to-trough decline

-7.35%

-17.71%

+10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

7.71%

-5.04%

Volatility

CPJ1.L vs. FLXK.L - Volatility Comparison

The current volatility for iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) is 2.28%, while Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.L) has a volatility of 19.61%. This indicates that CPJ1.L experiences smaller price fluctuations and is considered to be less risky than FLXK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CPJ1.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

19.61%

-17.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

40.36%

-31.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

43.90%

-32.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

27.96%

-8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

28.13%

-9.60%

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

CPJ1.L has a 0.20% expense ratio, which is higher than FLXK.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CPJ1.L vs. FLXK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CPJ1.L and FLXK.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.20% for CPJ1.L.

CPJ1.L is categorized as Asia Pacific Equities, while FLXK.L is South Korea Equities. CPJ1.L tracks MSCI Pacific Ex Japan NR USD, while FLXK.L tracks FTSE Korea 30/18 Capped Index (Net Return). They also come from different issuers: iShares and Franklin. Their fees differ too: 0.20% for CPJ1.L and 0.09% for FLXK.L.

Portfolio Optimizer

Find the right allocation for CPJ1.L and FLXK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer