FRXT.L vs. CPJ1.L
FRXT.L (Franklin FTSE Taiwan UCITS ETF) and CPJ1.L (iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc) are both Asia Pacific Equities funds - FRXT.L tracks the MSCI Taiwan NR USD while CPJ1.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, FRXT.L returned 41.30%/yr vs 10.56%/yr for CPJ1.L. A 0.52 correlation means they provide meaningful diversification when combined. FRXT.L charges 0.19%/yr vs 0.20%/yr for CPJ1.L.
Performance
FRXT.L vs. CPJ1.L - Performance Comparison
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Different Trading Currencies
FRXT.L is traded in GBP, while CPJ1.L is traded in GBp. To make them comparable, the CPJ1.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, FRXT.L achieves a 67.83% return, which is significantly higher than CPJ1.L's 8.83% return.
FRXT.L
- 1D
- -1.47%
- 1M
- 15.57%
- YTD
- 67.83%
- 6M
- 73.29%
- 1Y
- 121.18%
- 3Y*
- 41.30%
- 5Y*
- —
- 10Y*
- —
CPJ1.L
- 1D
- -0.60%
- 1M
- 0.44%
- YTD
- 8.83%
- 6M
- 9.62%
- 1Y
- 17.48%
- 3Y*
- 10.56%
- 5Y*
- 6.01%
- 10Y*
- 8.53%
FRXT.L vs. CPJ1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FRXT.L Franklin FTSE Taiwan UCITS ETF | 67.83% | 25.34% | 25.66% | 22.61% | -17.25% |
CPJ1.L iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc | 8.83% | 12.05% | 6.89% | 0.15% | 0.38% |
Correlation
The correlation between FRXT.L and CPJ1.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.52 |
The correlation between FRXT.L and CPJ1.L has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
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Return for Risk
FRXT.L vs. CPJ1.L — Risk / Return Rank
FRXT.L
CPJ1.L
FRXT.L vs. CPJ1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF (FRXT.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.
| FRXT.L | CPJ1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.85 | ||
| Sortino ratioReturn per unit of downside risk | +3.75 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.29 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 13.25 | 2.41 | +10.84 |
| Martin ratioReturn relative to average drawdown | 38.41 | 7.27 | +31.14 |
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
| FRXT.L | CPJ1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.43 | 1.59 | +3.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.45 | +0.83 |
Drawdowns
FRXT.L vs. CPJ1.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -28.86%, smaller than the maximum CPJ1.L drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for FRXT.L and CPJ1.L.
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Drawdown Indicators
| FRXT.L | CPJ1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.86% | -32.49% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -7.23% | -1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -28.86% | -17.15% | -11.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.49% | — |
Current DrawdownCurrent decline from peak | -1.57% | -2.97% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -6.90% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.40% | +0.74% |
Volatility
FRXT.L vs. CPJ1.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a higher volatility of 9.21% compared to iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) at 3.70%. This indicates that FRXT.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
| FRXT.L | CPJ1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 3.70% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 17.85% | 8.65% | +9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 10.99% | +11.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 13.74% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 15.93% | +4.80% |
FRXT.L vs. CPJ1.L - Expense Ratio Comparison
FRXT.L has a 0.19% 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%.
Dividends
FRXT.L vs. CPJ1.L - Dividend Comparison
Neither FRXT.L nor CPJ1.L has paid dividends to shareholders.
Frequently Asked Questions
FRXT.L and CPJ1.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.20% for CPJ1.L.
FRXT.L tracks MSCI Taiwan NR USD, while CPJ1.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FRXT.L and 0.20% for CPJ1.L.
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