CPJ1.L vs. SWDA.L
Compare and contrast key facts about iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
CPJ1.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPJ1.L is a passively managed fund by iShares that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Jan 12, 2010. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both CPJ1.L and SWDA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPJ1.L or SWDA.L.
Key characteristics
| CPJ1.L | SWDA.L | |
|---|---|---|
| YTD Return | 9.61% | 18.32% |
| 1Y Return | 18.08% | 26.09% |
| 3Y Return (Ann) | 3.57% | 8.62% |
| 5Y Return (Ann) | 4.24% | 12.28% |
| 10Y Return (Ann) | 6.46% | 12.45% |
| Sharpe Ratio | 1.35 | 2.51 |
| Sortino Ratio | 1.96 | 3.52 |
| Omega Ratio | 1.24 | 1.48 |
| Calmar Ratio | 1.15 | 4.15 |
| Martin Ratio | 6.37 | 18.33 |
| Ulcer Index | 2.71% | 1.38% |
| Daily Std Dev | 12.74% | 10.04% |
| Max Drawdown | -32.49% | -25.58% |
| Current Drawdown | -1.02% | 0.00% |
Correlation
The correlation between CPJ1.L and SWDA.L is 0.71, 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.
Performance
CPJ1.L vs. SWDA.L - Performance Comparison
In the year-to-date period, CPJ1.L achieves a 9.61% return, which is significantly lower than SWDA.L's 18.32% return. Over the past 10 years, CPJ1.L has underperformed SWDA.L with an annualized return of 6.46%, while SWDA.L has yielded a comparatively higher 12.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CPJ1.L vs. SWDA.L - Expense Ratio Comparison
Both CPJ1.L and SWDA.L 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%.
Risk-Adjusted Performance
CPJ1.L vs. SWDA.L - Risk-Adjusted Performance 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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
Dividends
CPJ1.L vs. SWDA.L - Dividend Comparison
Neither CPJ1.L nor SWDA.L has paid dividends to shareholders.
Drawdowns
CPJ1.L vs. SWDA.L - Drawdown Comparison
The maximum CPJ1.L drawdown since its inception was -32.49%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for CPJ1.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
CPJ1.L vs. SWDA.L - Volatility Comparison
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) has a higher volatility of 4.78% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.92%. This indicates that CPJ1.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.