CPXJ.AS vs. IMAE.AS
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS).
CPXJ.AS and IMAE.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPXJ.AS 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. IMAE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. Both CPXJ.AS and IMAE.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CPXJ.AS vs. IMAE.AS - Performance Comparison
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CPXJ.AS vs. IMAE.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 | 7.49% | 6.69% | 11.90% | 2.33% | -0.55% | 12.79% | -2.03% | 20.23% | -5.97% | 10.75% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.40% | 19.74% | 8.89% | 15.99% | -9.31% | 25.66% | -3.06% | 25.45% | -9.65% | 10.15% |
Returns By Period
In the year-to-date period, CPXJ.AS achieves a 7.49% return, which is significantly higher than IMAE.AS's 1.40% return. Over the past 10 years, CPXJ.AS has underperformed IMAE.AS with an annualized return of 7.70%, while IMAE.AS has yielded a comparatively higher 8.95% annualized return.
CPXJ.AS
- 1D
- 0.20%
- 1M
- -1.11%
- YTD
- 7.49%
- 6M
- 6.82%
- 1Y
- 17.09%
- 3Y*
- 8.80%
- 5Y*
- 6.04%
- 10Y*
- 7.70%
IMAE.AS
- 1D
- -0.15%
- 1M
- -1.03%
- YTD
- 1.40%
- 6M
- 5.76%
- 1Y
- 14.00%
- 3Y*
- 12.20%
- 5Y*
- 9.86%
- 10Y*
- 8.95%
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CPXJ.AS vs. IMAE.AS - Expense Ratio Comparison
Both CPXJ.AS and IMAE.AS 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%.
Return for Risk
CPXJ.AS vs. IMAE.AS — Risk / Return Rank
CPXJ.AS
IMAE.AS
CPXJ.AS vs. IMAE.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 Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.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 | IMAE.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.92 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.26 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 5.72 | 3.09 | +2.64 |
Martin ratioReturn relative to average drawdown | 17.64 | 12.37 | +5.26 |
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 | IMAE.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.92 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.51 | -0.16 |
Correlation
The correlation between CPXJ.AS and IMAE.AS is 0.71, 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.
Dividends
CPXJ.AS vs. IMAE.AS - Dividend Comparison
Neither CPXJ.AS nor IMAE.AS has paid dividends to shareholders.
Drawdowns
CPXJ.AS vs. IMAE.AS - Drawdown Comparison
The maximum CPXJ.AS drawdown since its inception was -36.83%, roughly equal to the maximum IMAE.AS drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for CPXJ.AS and IMAE.AS.
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Drawdown Indicators
| CPXJ.AS | IMAE.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -35.60% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -10.09% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -19.44% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -36.83% | -35.60% | -1.23% |
Current DrawdownCurrent decline from peak | -3.65% | -5.55% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -5.35% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.36% | -0.35% |
Volatility
CPXJ.AS vs. IMAE.AS - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) is 4.51%, while iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) has a volatility of 5.64%. This indicates that CPXJ.AS experiences smaller price fluctuations and is considered to be less risky than IMAE.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 | IMAE.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 5.64% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 9.00% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 15.03% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 13.96% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 15.50% | +1.02% |