CPXJ.AS vs. SC0H.DE
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) and Invesco MSCI USA UCITS ETF (SC0H.DE).
CPXJ.AS and SC0H.DE 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. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. Both CPXJ.AS and SC0H.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPXJ.AS or SC0H.DE.
Key characteristics
| CPXJ.AS | SC0H.DE | |
|---|---|---|
| YTD Return | 13.93% | 32.54% |
| 1Y Return | 21.80% | 39.11% |
| 3Y Return (Ann) | 4.41% | 12.30% |
| 5Y Return (Ann) | 5.12% | 16.59% |
| 10Y Return (Ann) | 5.68% | 16.32% |
| Sharpe Ratio | 1.69 | 3.25 |
| Sortino Ratio | 2.36 | 4.38 |
| Omega Ratio | 1.29 | 1.67 |
| Calmar Ratio | 1.64 | 4.66 |
| Martin Ratio | 9.49 | 20.99 |
| Ulcer Index | 2.34% | 1.87% |
| Daily Std Dev | 13.21% | 12.02% |
| Max Drawdown | -36.83% | -34.20% |
| Current Drawdown | -1.22% | 0.00% |
Correlation
The correlation between CPXJ.AS and SC0H.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CPXJ.AS vs. SC0H.DE - Performance Comparison
In the year-to-date period, CPXJ.AS achieves a 13.93% return, which is significantly lower than SC0H.DE's 32.54% return. Over the past 10 years, CPXJ.AS has underperformed SC0H.DE with an annualized return of 5.68%, while SC0H.DE has yielded a comparatively higher 16.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CPXJ.AS vs. SC0H.DE - Expense Ratio Comparison
CPXJ.AS has a 0.20% expense ratio, which is higher than SC0H.DE's 0.05% 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%.
Risk-Adjusted Performance
CPXJ.AS vs. SC0H.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) and Invesco MSCI USA UCITS ETF (SC0H.DE). 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.
Dividends
CPXJ.AS vs. SC0H.DE - Dividend Comparison
Neither CPXJ.AS nor SC0H.DE has paid dividends to shareholders.
Drawdowns
CPXJ.AS vs. SC0H.DE - Drawdown Comparison
The maximum CPXJ.AS drawdown since its inception was -36.83%, which is greater than SC0H.DE's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for CPXJ.AS and SC0H.DE. For additional features, visit the drawdowns tool.
Volatility
CPXJ.AS vs. SC0H.DE - Volatility Comparison
iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) has a higher volatility of 5.03% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 3.47%. This indicates that CPXJ.AS's price experiences larger fluctuations and is considered to be riskier than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.