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

Key characteristics


CPJ1.LVUKE.L
YTD Return-3.83%2.78%
1Y Return-4.85%3.00%
3Y Return (Ann)-0.27%7.52%
5Y Return (Ann)2.27%4.76%
10Y Return (Ann)5.57%5.52%
Sharpe Ratio-0.360.28
Daily Std Dev13.46%10.54%
Max Drawdown-32.49%-34.27%
Current Drawdown-11.06%-1.85%

Correlation

-0.50.00.51.00.7

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 -3.83% return, which is significantly lower than VUKE.L's 2.78% return. Both investments have delivered pretty close results over the past 10 years, with CPJ1.L having a 5.57% annualized return and VUKE.L not far behind at 5.52%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
5.87%
7.80%
CPJ1.L
VUKE.L

Compare stocks, funds, or ETFs

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


iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc

Vanguard FTSE 100 UCITS ETF Distributing

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.

CPJ1.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.09%

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.


CPJ1.L
Sharpe ratio
The chart of Sharpe ratio for CPJ1.L, currently valued at -0.30, compared to the broader market-1.000.001.002.003.004.005.00-0.30
Sortino ratio
The chart of Sortino ratio for CPJ1.L, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.00-0.32
Omega ratio
The chart of Omega ratio for CPJ1.L, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for CPJ1.L, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.00-0.23
Martin ratio
The chart of Martin ratio for CPJ1.L, currently valued at -0.81, compared to the broader market0.0020.0040.0060.0080.00-0.81
VUKE.L
Sharpe ratio
The chart of Sharpe ratio for VUKE.L, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.005.000.23
Sortino ratio
The chart of Sortino ratio for VUKE.L, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.000.44
Omega ratio
The chart of Omega ratio for VUKE.L, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for VUKE.L, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.0012.000.30
Martin ratio
The chart of Martin ratio for VUKE.L, currently valued at 0.78, compared to the broader market0.0020.0040.0060.0080.000.78

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

The current CPJ1.L Sharpe Ratio is -0.36, which is lower than the VUKE.L Sharpe Ratio of 0.28. The chart below compares the 12-month rolling Sharpe Ratio of CPJ1.L and VUKE.L.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.30
0.23
CPJ1.L
VUKE.L

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 3.48%.


TTM20232022202120202019201820172016201520142013
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
3.48%3.82%3.94%3.89%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.35%
-3.19%
CPJ1.L
VUKE.L

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 4.67% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 4.31%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%NovemberDecember2024FebruaryMarchApril
4.67%
4.31%
CPJ1.L
VUKE.L