CPXJ.AS vs. EUEA.AS
CPXJ.AS (iShares Core MSCI Pacific ex Japan UCITS ETF) and EUEA.AS (iShares EURO STOXX 50 UCITS ETF) are both exchange-traded funds - CPXJ.AS is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, CPXJ.AS returned 7.49%/yr vs 10.53%/yr for EUEA.AS. A 0.66 correlation means they provide meaningful diversification when combined. CPXJ.AS charges 0.20%/yr vs 0.10%/yr for EUEA.AS.
Performance
CPXJ.AS vs. EUEA.AS - Performance Comparison
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Returns By Period
In the year-to-date period, CPXJ.AS achieves a 9.65% return, which is significantly higher than EUEA.AS's 7.45% return. Over the past 10 years, CPXJ.AS has underperformed EUEA.AS with an annualized return of 7.49%, while EUEA.AS has yielded a comparatively higher 10.53% 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%
EUEA.AS
- 1D
- 0.82%
- 1M
- 4.69%
- YTD
- 7.45%
- 6M
- 8.63%
- 1Y
- 15.80%
- 3Y*
- 15.60%
- 5Y*
- 11.52%
- 10Y*
- 10.53%
CPXJ.AS vs. EUEA.AS - 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% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 7.45% | 21.70% | 11.49% | 23.09% | -9.29% | 24.04% | -2.55% | 27.75% | -11.10% | 9.82% |
Correlation
The correlation between CPXJ.AS and EUEA.AS is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2011 | 0.66 |
The correlation between CPXJ.AS and EUEA.AS has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.
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Return for Risk
CPXJ.AS vs. EUEA.AS — Risk / Return Rank
CPXJ.AS
EUEA.AS
CPXJ.AS vs. EUEA.AS - 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 iShares EURO STOXX 50 UCITS ETF (EUEA.AS). 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 | EUEA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.43 | +0.84 |
| Martin ratioReturn relative to average drawdown | 6.65 | 4.86 | +1.79 |
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 | EUEA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.99 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.65 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.57 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.12 | +0.24 |
Drawdowns
CPXJ.AS vs. EUEA.AS - Drawdown Comparison
The maximum CPXJ.AS drawdown since its inception was -36.83%, smaller than the maximum EUEA.AS drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for CPXJ.AS and EUEA.AS.
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Drawdown Indicators
| CPXJ.AS | EUEA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -62.53% | +25.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -10.91% | +4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -16.32% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -23.35% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.83% | -38.22% | +1.39% |
Current DrawdownCurrent decline from peak | -2.08% | -0.49% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -24.30% | +17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.22% | -1.09% |
Volatility
CPXJ.AS vs. EUEA.AS - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) is 3.32%, while iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a volatility of 4.91%. This indicates that CPXJ.AS experiences smaller price fluctuations and is considered to be less risky than EUEA.AS 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 | EUEA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.91% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 12.92% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 15.80% | -4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 17.37% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.11% | -1.63% |
CPXJ.AS vs. EUEA.AS - Expense Ratio Comparison
CPXJ.AS has a 0.20% expense ratio, which is higher than EUEA.AS's 0.10% 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%.
Dividends
CPXJ.AS vs. EUEA.AS - Dividend Comparison
CPXJ.AS has not paid dividends to shareholders, while EUEA.AS's dividend yield for the trailing twelve months is around 2.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 2.55% | 2.52% | 3.01% | 3.02% | 2.94% | 2.05% | 2.16% | 3.05% | 3.67% | 2.85% | 3.38% | 2.96% |
Frequently Asked Questions
CPXJ.AS and EUEA.AS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for CPXJ.AS.
CPXJ.AS is categorized as Asia Pacific Equities, while EUEA.AS is Europe Equities. CPXJ.AS tracks MSCI Pacific Ex Japan NR USD, while EUEA.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for CPXJ.AS and 0.10% for EUEA.AS.
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