CUKX.L vs. CPJ1.L
Compare and contrast key facts about iShares FTSE 100 UCITS ETF (CUKX.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L).
CUKX.L and CPJ1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010. CPJ1.L 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. Both CUKX.L and CPJ1.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CUKX.L vs. CPJ1.L - Performance Comparison
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CUKX.L vs. CPJ1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 5.58% | 25.78% | 9.30% | 7.72% | 4.97% | 17.48% | -11.28% | 17.23% | -9.05% | 12.45% |
CPJ1.L iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc | 7.12% | 12.05% | 6.89% | 0.15% | 4.86% | 5.71% | 3.46% | 14.30% | -5.53% | 15.18% |
Returns By Period
In the year-to-date period, CUKX.L achieves a 5.58% return, which is significantly lower than CPJ1.L's 7.12% return. Over the past 10 years, CUKX.L has outperformed CPJ1.L with an annualized return of 9.37%, while CPJ1.L has yielded a comparatively lower 8.53% annualized return.
CUKX.L
- 1D
- 1.94%
- 1M
- -3.19%
- YTD
- 5.58%
- 6M
- 11.87%
- 1Y
- 24.42%
- 3Y*
- 14.67%
- 5Y*
- 12.90%
- 10Y*
- 9.37%
CPJ1.L
- 1D
- 1.78%
- 1M
- -3.65%
- YTD
- 7.12%
- 6M
- 7.29%
- 1Y
- 21.49%
- 3Y*
- 8.72%
- 5Y*
- 6.50%
- 10Y*
- 8.53%
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CUKX.L vs. CPJ1.L - Expense Ratio Comparison
CUKX.L has a 0.07% expense ratio, which is lower than CPJ1.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CUKX.L vs. CPJ1.L — Risk / Return Rank
CUKX.L
CPJ1.L
CUKX.L vs. CPJ1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.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.
| CUKX.L | CPJ1.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 1.52 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.96 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.49 | +0.25 |
Martin ratioReturn relative to average drawdown | 10.57 | 8.94 | +1.63 |
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
| CUKX.L | CPJ1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.52 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.47 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.53 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.45 | +0.09 |
Correlation
The correlation between CUKX.L and CPJ1.L is 0.66, 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.
Dividends
CUKX.L vs. CPJ1.L - Dividend Comparison
Neither CUKX.L nor CPJ1.L has paid dividends to shareholders.
Drawdowns
CUKX.L vs. CPJ1.L - Drawdown Comparison
The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than CPJ1.L's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for CUKX.L and CPJ1.L.
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Drawdown Indicators
| CUKX.L | CPJ1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -32.49% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -11.14% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -12.88% | -17.61% | +4.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -32.49% | -2.01% |
Current DrawdownCurrent decline from peak | -4.40% | -4.50% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -6.96% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.42% | -0.06% |
Volatility
CUKX.L vs. CPJ1.L - Volatility Comparison
iShares FTSE 100 UCITS ETF (CUKX.L) has a higher volatility of 5.35% compared to iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) at 4.53%. This indicates that CUKX.L's price experiences larger fluctuations and is considered to be riskier than CPJ1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUKX.L | CPJ1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.53% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.43% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 14.19% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 13.73% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 15.95% | -0.90% |