CPXJ.AS vs. AUEG.L
CPXJ.AS (iShares Core MSCI Pacific ex Japan UCITS ETF) and AUEG.L (Amundi MSCI Emerging Markets UCITS ETF USD) are both exchange-traded funds - CPXJ.AS is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while AUEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 10 years, CPXJ.AS returned 7.49%/yr vs 9.87%/yr for AUEG.L. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
CPXJ.AS vs. AUEG.L - Performance Comparison
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Different Trading Currencies
CPXJ.AS is traded in EUR, while AUEG.L is traded in GBp. To make them comparable, the AUEG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CPXJ.AS achieves a 9.65% return, which is significantly lower than AUEG.L's 27.14% return. Over the past 10 years, CPXJ.AS has underperformed AUEG.L with an annualized return of 7.49%, while AUEG.L has yielded a comparatively higher 9.87% annualized return.
CPXJ.AS
- 1D
- -0.99%
- 1M
- 0.12%
- YTD
- 9.65%
- 6M
- 10.54%
- 1Y
- 14.24%
- 3Y*
- 10.42%
- 5Y*
- 5.85%
- 10Y*
- 7.49%
AUEG.L
- 1D
- -1.72%
- 1M
- 6.06%
- YTD
- 27.14%
- 6M
- 29.39%
- 1Y
- 49.86%
- 3Y*
- 20.77%
- 5Y*
- 8.41%
- 10Y*
- 9.87%
CPXJ.AS vs. AUEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 9.65% | 6.69% | 11.90% | 2.33% | -0.55% | 12.79% | -2.03% | 20.23% | -5.97% | 10.75% |
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 27.14% | 18.74% | 14.25% | 5.21% | -14.81% | 4.18% | 8.05% | 20.73% | -11.00% | 20.30% |
Correlation
The correlation between CPXJ.AS and AUEG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015 | 0.73 |
The correlation between CPXJ.AS and AUEG.L has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
CPXJ.AS vs. AUEG.L — Risk / Return Rank
CPXJ.AS
AUEG.L
CPXJ.AS vs. AUEG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) and Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.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.
| CPXJ.AS | AUEG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.51 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 4.53 | -2.26 |
| Martin ratioReturn relative to average drawdown | 6.65 | 16.60 | -9.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPXJ.AS | AUEG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.83 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.50 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Drawdowns
CPXJ.AS vs. AUEG.L - Drawdown Comparison
The maximum CPXJ.AS drawdown since its inception was -36.83%, which is greater than AUEG.L's maximum drawdown of -32.10%. Use the drawdown chart below to compare losses from any high point for CPXJ.AS and AUEG.L.
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Drawdown Indicators
| CPXJ.AS | AUEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -32.10% | -4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -10.95% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -17.97% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -23.63% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -36.83% | -32.10% | -4.73% |
Current DrawdownCurrent decline from peak | -2.08% | -2.62% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -8.67% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.00% | -0.87% |
Volatility
CPXJ.AS vs. AUEG.L - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) is 3.32%, while Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a volatility of 7.51%. This indicates that CPXJ.AS experiences smaller price fluctuations and is considered to be less risky than AUEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPXJ.AS | AUEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 7.51% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 14.72% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 17.56% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 16.74% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.30% | -1.82% |
CPXJ.AS vs. AUEG.L - Expense Ratio Comparison
Both CPXJ.AS and AUEG.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%.
Dividends
CPXJ.AS vs. AUEG.L - Dividend Comparison
Neither CPXJ.AS nor AUEG.L has paid dividends to shareholders.
Frequently Asked Questions
CPXJ.AS and AUEG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CPXJ.AS and AUEG.L have the same expense ratio: 0.20% per year.
CPXJ.AS is categorized as Asia Pacific Equities, while AUEG.L is Emerging Markets Equities. CPXJ.AS tracks MSCI Pacific Ex Japan NR USD, while AUEG.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi.
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