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CPXJ.AS vs. VEUA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPXJ.AS and VEUA.L is 0.78, 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.


-0.50.00.51.00.8

Performance

CPXJ.AS vs. VEUA.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.45%
3.97%
CPXJ.AS
VEUA.L

Key characteristics

Sharpe Ratio

CPXJ.AS:

1.49

VEUA.L:

1.25

Sortino Ratio

CPXJ.AS:

2.12

VEUA.L:

1.79

Omega Ratio

CPXJ.AS:

1.26

VEUA.L:

1.21

Calmar Ratio

CPXJ.AS:

2.01

VEUA.L:

1.98

Martin Ratio

CPXJ.AS:

7.75

VEUA.L:

4.47

Ulcer Index

CPXJ.AS:

2.46%

VEUA.L:

2.88%

Daily Std Dev

CPXJ.AS:

12.94%

VEUA.L:

10.29%

Max Drawdown

CPXJ.AS:

-36.83%

VEUA.L:

-28.45%

Current Drawdown

CPXJ.AS:

-1.50%

VEUA.L:

-0.60%

Returns By Period

In the year-to-date period, CPXJ.AS achieves a 3.65% return, which is significantly lower than VEUA.L's 7.57% return.


CPXJ.AS

YTD

3.65%

1M

1.90%

6M

14.19%

1Y

18.25%

5Y*

5.04%

10Y*

5.20%

VEUA.L

YTD

7.57%

1M

5.59%

6M

6.95%

1Y

12.84%

5Y*

7.68%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


CPXJ.AS vs. VEUA.L - Expense Ratio Comparison

CPXJ.AS has a 0.20% expense ratio, which is higher than VEUA.L'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%.


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 VEUA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

CPXJ.AS vs. VEUA.L — 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

VEUA.L
The Risk-Adjusted Performance Rank of VEUA.L is 5151
Overall Rank
The Sharpe Ratio Rank of VEUA.L is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUA.L is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VEUA.L is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VEUA.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VEUA.L is 4444
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. VEUA.L - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.


Sharpe ratio
The chart of Sharpe ratio for CPXJ.AS, currently valued at 0.99, compared to the broader market0.002.004.000.990.89
The chart of Sortino ratio for CPXJ.AS, currently valued at 1.49, compared to the broader market0.005.0010.001.491.30
The chart of Omega ratio for CPXJ.AS, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.15
The chart of Calmar ratio for CPXJ.AS, currently valued at 1.06, compared to the broader market0.005.0010.0015.0020.001.061.03
The chart of Martin ratio for CPXJ.AS, currently valued at 3.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.592.40
CPXJ.AS
VEUA.L

The current CPXJ.AS Sharpe Ratio is 1.49, which is comparable to the VEUA.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CPXJ.AS and VEUA.L, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.99
0.89
CPXJ.AS
VEUA.L

Dividends

CPXJ.AS vs. VEUA.L - Dividend Comparison

Neither CPXJ.AS nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPXJ.AS vs. VEUA.L - Drawdown Comparison

The maximum CPXJ.AS drawdown since its inception was -36.83%, which is greater than VEUA.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for CPXJ.AS and VEUA.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.44%
-3.99%
CPXJ.AS
VEUA.L

Volatility

CPXJ.AS vs. VEUA.L - Volatility Comparison

iShares Core MSCI Pacific ex Japan UCITS ETF (CPXJ.AS) has a higher volatility of 4.08% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) at 3.61%. This indicates that CPXJ.AS's price experiences larger fluctuations and is considered to be riskier than VEUA.L 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%
3.61%
CPXJ.AS
VEUA.L
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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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