CPXJ.L vs. IS3Q.DE
CPXJ.L (iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - CPXJ.L is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, CPXJ.L returned 7.73%/yr vs 12.30%/yr for IS3Q.DE. A 0.69 correlation means they provide meaningful diversification when combined. CPXJ.L charges 0.20%/yr vs 0.30%/yr for IS3Q.DE.
Performance
CPXJ.L vs. IS3Q.DE - Performance Comparison
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Different Trading Currencies
CPXJ.L is traded in USD, while IS3Q.DE is traded in EUR. To make them comparable, the IS3Q.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with CPXJ.L having a 8.57% return and IS3Q.DE slightly lower at 8.21%. Over the past 10 years, CPXJ.L has underperformed IS3Q.DE with an annualized return of 7.73%, while IS3Q.DE has yielded a comparatively higher 12.30% 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%
IS3Q.DE
- 1D
- 0.88%
- 1M
- 3.52%
- YTD
- 8.21%
- 6M
- 9.80%
- 1Y
- 20.91%
- 3Y*
- 18.23%
- 5Y*
- 10.32%
- 10Y*
- 12.30%
CPXJ.L vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 8.21% | 16.05% | 16.71% | 25.55% | -19.53% | 23.69% | 14.65% | 31.07% | -7.99% | 23.66% |
Correlation
The correlation between CPXJ.L and IS3Q.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.69 |
The correlation between CPXJ.L and IS3Q.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
CPXJ.L vs. IS3Q.DE — Risk / Return Rank
CPXJ.L
IS3Q.DE
CPXJ.L vs. IS3Q.DE - 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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| CPXJ.L | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.39 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.93 | 10.04 | -4.11 |
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.L | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.83 | -0.63 |
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 | 0.78 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.71 | -0.38 |
Drawdowns
CPXJ.L vs. IS3Q.DE - Drawdown Comparison
The maximum CPXJ.L drawdown since its inception was -38.92%, which is greater than IS3Q.DE's maximum drawdown of -32.79%. Use the drawdown chart below to compare losses from any high point for CPXJ.L and IS3Q.DE.
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Drawdown Indicators
| CPXJ.L | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.92% | -32.79% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -8.70% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -16.89% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -27.71% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.92% | -32.79% | -6.13% |
Current DrawdownCurrent decline from peak | -3.31% | -0.38% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -4.62% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.08% | +0.64% |
Volatility
CPXJ.L vs. IS3Q.DE - 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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.61%. This indicates that CPXJ.L's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPXJ.L | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 2.61% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 8.44% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 11.38% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 15.43% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 15.61% | +2.42% |
CPXJ.L vs. IS3Q.DE - Expense Ratio Comparison
CPXJ.L has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
CPXJ.L vs. IS3Q.DE - Dividend Comparison
Neither CPXJ.L nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
CPXJ.L and IS3Q.DE have a correlation of 0.65, 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 0.30% for IS3Q.DE.
CPXJ.L is categorized as Asia Pacific Equities, while IS3Q.DE is Global Equities. CPXJ.L tracks MSCI Pacific Ex Japan NR USD, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for CPXJ.L and 0.30% for IS3Q.DE.
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