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CPXJ.AS vs. AUEG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPXJ.AS vs. AUEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) and Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPXJ.AS vs. AUEG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CPXJ.AS
CPXJ.AS Risk / Return Rank: 3939
Overall Rank
CPXJ.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CPXJ.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
CPXJ.AS Omega Ratio Rank: 3333
Omega Ratio Rank
CPXJ.AS Calmar Ratio Rank: 4646
Calmar Ratio Rank
CPXJ.AS Martin Ratio Rank: 4242
Martin Ratio Rank

AUEG.L
AUEG.L Risk / Return Rank: 8989
Overall Rank
AUEG.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AUEG.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
AUEG.L Omega Ratio Rank: 9191
Omega Ratio Rank
AUEG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
AUEG.L Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.ASAUEG.LDifference
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

CPXJ.AS vs. AUEG.L - Sharpe Ratio Comparison

The current CPXJ.AS Sharpe Ratio is 1.22, which is lower than the AUEG.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of CPXJ.AS and AUEG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CPXJ.ASAUEG.LDifference

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.ASAUEG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.08%

-2.62%

+0.54%

Average Drawdown

Average peak-to-trough decline

-6.66%

-8.67%

+2.01%

Ulcer Index

Depth 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.ASAUEG.LDifference

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.


Tickers have no history of dividend payments

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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