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CPJ1.L vs. VDPG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPJ1.L and VDPG.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CPJ1.L vs. VDPG.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
30.78%
27.69%
CPJ1.L
VDPG.L

Key characteristics

Sharpe Ratio

CPJ1.L:

0.29

VDPG.L:

-0.28

Sortino Ratio

CPJ1.L:

0.48

VDPG.L:

-0.28

Omega Ratio

CPJ1.L:

1.07

VDPG.L:

0.96

Calmar Ratio

CPJ1.L:

0.26

VDPG.L:

-0.25

Martin Ratio

CPJ1.L:

0.99

VDPG.L:

-0.88

Ulcer Index

CPJ1.L:

4.55%

VDPG.L:

4.91%

Daily Std Dev

CPJ1.L:

15.73%

VDPG.L:

15.53%

Max Drawdown

CPJ1.L:

-32.49%

VDPG.L:

-30.11%

Current Drawdown

CPJ1.L:

-5.68%

VDPG.L:

-7.12%

Returns By Period

In the year-to-date period, CPJ1.L achieves a -0.19% return, which is significantly lower than VDPG.L's 0.45% return.


CPJ1.L

YTD

-0.19%

1M

13.85%

6M

-0.54%

1Y

3.84%

5Y*

7.82%

10Y*

5.89%

VDPG.L

YTD

0.45%

1M

11.56%

6M

-2.09%

1Y

-4.56%

5Y*

6.40%

10Y*

N/A

*Annualized

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

CPJ1.L has a 0.20% expense ratio, which is higher than VDPG.L's 0.15% 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%.


Risk-Adjusted Performance

CPJ1.L vs. VDPG.L — Risk-Adjusted Performance Rank

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

CPJ1.L
The Risk-Adjusted Performance Rank of CPJ1.L is 3939
Overall Rank
The Sharpe Ratio Rank of CPJ1.L is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CPJ1.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CPJ1.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CPJ1.L is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CPJ1.L is 4141
Martin Ratio Rank

VDPG.L
The Risk-Adjusted Performance Rank of VDPG.L is 99
Overall Rank
The Sharpe Ratio Rank of VDPG.L is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of VDPG.L is 99
Sortino Ratio Rank
The Omega Ratio Rank of VDPG.L is 99
Omega Ratio Rank
The Calmar Ratio Rank of VDPG.L is 88
Calmar Ratio Rank
The Martin Ratio Rank of VDPG.L is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CPJ1.L vs. VDPG.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.


The current CPJ1.L Sharpe Ratio is 0.29, which is higher than the VDPG.L Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of CPJ1.L and VDPG.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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.56
0.08
CPJ1.L
VDPG.L

Dividends

CPJ1.L vs. VDPG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CPJ1.L vs. VDPG.L - Drawdown Comparison

The maximum CPJ1.L drawdown since its inception was -32.49%, which is greater than VDPG.L's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for CPJ1.L and VDPG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-3.16%
-10.66%
CPJ1.L
VDPG.L

Volatility

CPJ1.L vs. VDPG.L - Volatility Comparison

iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) has a higher volatility of 12.35% compared to Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) at 10.69%. This indicates that CPJ1.L's price experiences larger fluctuations and is considered to be riskier than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
12.35%
10.69%
CPJ1.L
VDPG.L