CPJ1.L vs. VUKE.L
Compare and contrast key facts about iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
CPJ1.L and VUKE.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. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both CPJ1.L and VUKE.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 VUKE.L.
Key characteristics
| CPJ1.L | VUKE.L | |
|---|---|---|
| YTD Return | 9.31% | 8.52% |
| 1Y Return | 18.47% | 14.27% |
| 3Y Return (Ann) | 3.73% | 7.15% |
| 5Y Return (Ann) | 4.66% | 5.58% |
| 10Y Return (Ann) | 6.23% | 5.83% |
| Sharpe Ratio | 1.38 | 1.38 |
| Sortino Ratio | 2.00 | 2.05 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 1.17 | 2.82 |
| Martin Ratio | 6.50 | 8.01 |
| Ulcer Index | 2.71% | 1.67% |
| Daily Std Dev | 12.72% | 9.66% |
| Max Drawdown | -32.49% | -34.27% |
| Current Drawdown | -1.29% | -3.01% |
Correlation
The correlation between CPJ1.L and VUKE.L is 0.73, 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. VUKE.L - Performance Comparison
In the year-to-date period, CPJ1.L achieves a 9.31% return, which is significantly higher than VUKE.L's 8.52% return. Over the past 10 years, CPJ1.L has outperformed VUKE.L with an annualized return of 6.23%, while VUKE.L has yielded a comparatively lower 5.83% 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. VUKE.L - Expense Ratio Comparison
CPJ1.L has a 0.20% expense ratio, which is higher than VUKE.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%.
Risk-Adjusted Performance
CPJ1.L vs. VUKE.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 100 UCITS ETF Distributing (VUKE.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. VUKE.L - Dividend Comparison
CPJ1.L has not paid dividends to shareholders, while VUKE.L's dividend yield for the trailing twelve months is around 3.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPJ1.L iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.77% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
CPJ1.L vs. VUKE.L - Drawdown Comparison
The maximum CPJ1.L drawdown since its inception was -32.49%, smaller than the maximum VUKE.L drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for CPJ1.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
CPJ1.L vs. VUKE.L - Volatility Comparison
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) has a higher volatility of 4.90% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.59%. This indicates that CPJ1.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.