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CPXJ.AS vs. SC0H.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

CPXJ.AS vs. SC0H.DE - 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 Invesco MSCI USA UCITS ETF (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.44%
15.11%
CPXJ.AS
SC0H.DE

Key characteristics

Sharpe Ratio

CPXJ.AS:

1.49

SC0H.DE:

2.17

Sortino Ratio

CPXJ.AS:

2.12

SC0H.DE:

2.99

Omega Ratio

CPXJ.AS:

1.26

SC0H.DE:

1.43

Calmar Ratio

CPXJ.AS:

2.01

SC0H.DE:

3.32

Martin Ratio

CPXJ.AS:

7.75

SC0H.DE:

14.54

Ulcer Index

CPXJ.AS:

2.46%

SC0H.DE:

1.92%

Daily Std Dev

CPXJ.AS:

12.94%

SC0H.DE:

12.81%

Max Drawdown

CPXJ.AS:

-36.83%

SC0H.DE:

-34.20%

Current Drawdown

CPXJ.AS:

-1.50%

SC0H.DE:

-0.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with CPXJ.AS having a 3.65% return and SC0H.DE slightly lower at 3.56%. Over the past 10 years, CPXJ.AS has underperformed SC0H.DE with an annualized return of 5.20%, while SC0H.DE has yielded a comparatively higher 15.21% annualized return.


CPXJ.AS

YTD

3.65%

1M

1.90%

6M

14.19%

1Y

18.25%

5Y*

5.04%

10Y*

5.20%

SC0H.DE

YTD

3.56%

1M

2.17%

6M

21.44%

1Y

28.16%

5Y*

15.44%

10Y*

15.21%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


CPXJ.AS
iShares Core MSCI Pacific ex Japan UCITS ETF
Expense ratio chart for CPXJ.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SC0H.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

CPXJ.AS vs. SC0H.DE — Risk-Adjusted Performance Rank

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

CPXJ.AS
The Risk-Adjusted Performance Rank of CPXJ.AS is 6161
Overall Rank
The Sharpe Ratio Rank of CPXJ.AS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CPXJ.AS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of CPXJ.AS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of CPXJ.AS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CPXJ.AS is 6464
Martin Ratio Rank

SC0H.DE
The Risk-Adjusted Performance Rank of SC0H.DE is 8787
Overall Rank
The Sharpe Ratio Rank of SC0H.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0H.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SC0H.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SC0H.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SC0H.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for CPXJ.AS, currently valued at 1.06, compared to the broader market0.002.004.001.061.99
The chart of Sortino ratio for CPXJ.AS, currently valued at 1.57, compared to the broader market0.005.0010.001.572.75
The chart of Omega ratio for CPXJ.AS, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.37
The chart of Calmar ratio for CPXJ.AS, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.133.06
The chart of Martin ratio for CPXJ.AS, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.8412.13
CPXJ.AS
SC0H.DE

The current CPXJ.AS Sharpe Ratio is 1.49, which is lower than the SC0H.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CPXJ.AS and SC0H.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.06
1.99
CPXJ.AS
SC0H.DE

Dividends

CPXJ.AS vs. SC0H.DE - Dividend Comparison

Neither CPXJ.AS nor SC0H.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.44%
-0.61%
CPXJ.AS
SC0H.DE

Volatility

CPXJ.AS vs. SC0H.DE - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) is 4.08%, while Invesco MSCI USA UCITS ETF (SC0H.DE) has a volatility of 4.81%. This indicates that CPXJ.AS experiences smaller price fluctuations and is considered to be less risky than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.08%
4.81%
CPXJ.AS
SC0H.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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