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CPXJ.L vs. IDAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CPXJ.L vs. IDAP.L

Last updated Jun 5, 2026

CPXJ.L (iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc) and IDAP.L (iShares Asia Pacific Dividend UCITS) are both Asia Pacific Equities funds from iShares - CPXJ.L tracks the MSCI Pacific Ex Japan NR USD while IDAP.L tracks the MSCI AC Asia Pacific NR USD. Both are passively managed. Over the past 10 years, CPXJ.L returned 7.73%/yr vs 7.15%/yr for IDAP.L. A 0.80 correlation means they provide meaningful diversification when combined. CPXJ.L charges 0.20%/yr vs 0.59%/yr for IDAP.L.

Performance

CPXJ.L vs. IDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) and iShares Asia Pacific Dividend UCITS (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPXJ.L achieves a 8.57% return, which is significantly lower than IDAP.L's 12.85% return. Over the past 10 years, CPXJ.L has outperformed IDAP.L with an annualized return of 7.73%, while IDAP.L has yielded a comparatively lower 7.15% annualized return.

CPXJ.L

1D
-0.72%
1M
-0.61%
YTD
8.57%
6M
10.28%
1Y
16.16%
3Y*
13.47%
5Y*
4.86%
10Y*
7.73%

IDAP.L

1D
-0.38%
1M
-0.35%
YTD
12.85%
6M
13.89%
1Y
38.26%
3Y*
21.67%
5Y*
9.72%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPXJ.L vs. IDAP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc		8.57%20.05%5.35%5.87%-5.98%4.27%6.80%18.07%-10.71%26.08%
IDAP.L
iShares Asia Pacific Dividend UCITS		12.85%29.69%6.18%13.48%-1.96%3.39%-9.38%13.90%-15.23%17.00%

Correlation

The correlation between CPXJ.L and IDAP.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2010

0.80

The correlation between CPXJ.L and IDAP.L has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

CPXJ.L vs. IDAP.L - Sectors Allocation Comparison

Sectors
CPXJ.L
IDAP.L

Financial Services

45.5%
30.9%

Basic Materials

15.5%
16.1%

Industrials

8.6%
7.1%

Real Estate

7.9%
10.6%

Consumer Cyclical

6.1%
10.9%

Utilities

3.6%
4.5%

Healthcare

3.2%
3.5%

Consumer Defensive

2.9%
5.2%

Communication Services

2.9%
4.7%

Energy

2.8%
5.1%

Technology

1.1%
1.6%

Financial Services

CPXJ.L
45.5%
IDAP.L
30.9%

Basic Materials

CPXJ.L
15.5%
IDAP.L
16.1%

Industrials

CPXJ.L
8.6%
IDAP.L
7.1%

Real Estate

CPXJ.L
7.9%
IDAP.L
10.6%

Consumer Cyclical

CPXJ.L
6.1%
IDAP.L
10.9%

Utilities

CPXJ.L
3.6%
IDAP.L
4.5%

Healthcare

CPXJ.L
3.2%
IDAP.L
3.5%

Consumer Defensive

CPXJ.L
2.9%
IDAP.L
5.2%

Communication Services

CPXJ.L
2.9%
IDAP.L
4.7%

Energy

CPXJ.L
2.8%
IDAP.L
5.1%

Technology

CPXJ.L
1.1%
IDAP.L
1.6%

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iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc

iShares Asia Pacific Dividend UCITS

Often compared with CPXJ.L:
CPXJ.L vs. CEMAT.COCPXJ.L vs. VFEA.DECPXJ.L vs. IWDA.LCPXJ.L vs. VUAA.LCPXJ.L vs. QTOPCPXJ.L vs. IJPN.LCPXJ.L vs. DRIV
Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. SEDY.LIDAP.L vs. HYGWIDAP.L vs. LCAL.L

Return for Risk

CPXJ.L vs. IDAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CPXJ.L
CPXJ.L Risk / Return Rank: 3636
Overall Rank
CPXJ.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CPXJ.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPXJ.L Omega Ratio Rank: 3333
Omega Ratio Rank
CPXJ.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
CPXJ.L Martin Ratio Rank: 3838
Martin Ratio Rank
IDAP.L
IDAP.L Risk / Return Rank: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPXJ.L vs. IDAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) and iShares Asia Pacific Dividend UCITS (IDAP.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.

CPXJ.LIDAP.LDifference
Sharpe ratioReturn per unit of total volatility
1.20
2.95

-1.75

Sortino ratioReturn per unit of downside risk
1.87
4.06

-2.18

Omega ratioGain probability vs. loss probability

1.22

1.52

-0.30

Calmar ratioReturn relative to maximum drawdown

1.89

4.34

-2.45

Martin ratioReturn relative to average drawdown

5.93

16.72

-10.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CPXJ.L vs. IDAP.L - Sharpe Ratio Comparison

The current CPXJ.L Sharpe Ratio is 1.20, which is lower than the IDAP.L Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of CPXJ.L and IDAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CPXJ.LIDAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.95

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.66

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.24

+0.10

Drawdowns

CPXJ.L vs. IDAP.L - Drawdown Comparison

The maximum CPXJ.L drawdown since its inception was -38.92%, smaller than the maximum IDAP.L drawdown of -69.37%. Use the drawdown chart below to compare losses from any high point for CPXJ.L and IDAP.L.

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Drawdown Indicators

CPXJ.LIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.92%

-69.37%

+30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-8.77%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-18.62%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.37%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.92%

-45.71%

+6.79%

Current Drawdown

Current decline from peak

-3.31%

-3.01%

-0.30%

Average Drawdown

Average peak-to-trough decline

-8.34%

-11.15%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.28%

+0.44%

Volatility

CPXJ.L vs. IDAP.L - Volatility Comparison

iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) has a higher volatility of 4.55% compared to iShares Asia Pacific Dividend UCITS (IDAP.L) at 4.29%. This indicates that CPXJ.L's price experiences larger fluctuations and is considered to be riskier than IDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CPXJ.LIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.29%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

10.41%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

12.92%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

14.81%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.73%

+1.30%

CPXJ.L vs. IDAP.L - Expense Ratio Comparison

CPXJ.L has a 0.20% expense ratio, which is lower than IDAP.L's 0.59% expense ratio.

Dividends

CPXJ.L vs. IDAP.L - Dividend Comparison

CPXJ.L has not paid dividends to shareholders, while IDAP.L's dividend yield for the trailing twelve months is around 3.65%.

PositionTTM20252024202320222021202020192018201720162015
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDAP.L
iShares Asia Pacific Dividend UCITS		3.65%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%

Frequently Asked Questions

CPXJ.L and IDAP.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CPXJ.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CPXJ.L is cheaper with a 0.20% expense ratio, compared with 0.59% for IDAP.L.

CPXJ.L tracks MSCI Pacific Ex Japan NR USD, while IDAP.L tracks MSCI AC Asia Pacific NR USD. Their fees differ too: 0.20% for CPXJ.L and 0.59% for IDAP.L.

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