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HSXJ.L vs. CP9G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSXJ.L vs. CP9G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L). The values are adjusted to include any dividend payments, if applicable.

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HSXJ.L vs. CP9G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSXJ.L
HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD
6.28%23.23%16.70%-1.41%-5.93%0.54%16.27%
CP9G.L
Amundi MSCI Pacific ex Japan UCITS DR
3.94%5.89%0.85%-0.56%-1.42%6.76%8.54%
Different Trading Currencies

HSXJ.L is traded in GBP, while CP9G.L is traded in GBp. To make them comparable, the CP9G.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSXJ.L achieves a 6.28% return, which is significantly higher than CP9G.L's 3.94% return.


HSXJ.L

1D
-0.94%
1M
-2.18%
YTD
6.28%
6M
9.57%
1Y
34.03%
3Y*
14.50%
5Y*
6.49%
10Y*

CP9G.L

1D
0.27%
1M
-2.52%
YTD
3.94%
6M
1.81%
1Y
11.19%
3Y*
2.97%
5Y*
2.92%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSXJ.L vs. CP9G.L - Expense Ratio Comparison

HSXJ.L has a 0.25% expense ratio, which is lower than CP9G.L's 0.35% expense ratio.


Return for Risk

HSXJ.L vs. CP9G.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HSXJ.L
HSXJ.L Risk / Return Rank: 8888
Overall Rank
HSXJ.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HSXJ.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HSXJ.L Omega Ratio Rank: 8787
Omega Ratio Rank
HSXJ.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
HSXJ.L Martin Ratio Rank: 8888
Martin Ratio Rank

CP9G.L
CP9G.L Risk / Return Rank: 4040
Overall Rank
CP9G.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CP9G.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
CP9G.L Omega Ratio Rank: 3535
Omega Ratio Rank
CP9G.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CP9G.L Martin Ratio Rank: 4343
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.

HSXJ.L vs. CP9G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9G.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.


HSXJ.LCP9G.LDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.76

+1.18

Sortino ratio

Return per unit of downside risk

2.48

1.11

+1.37

Omega ratio

Gain probability vs. loss probability

1.37

1.15

+0.21

Calmar ratio

Return relative to maximum drawdown

3.56

1.56

+1.99

Martin ratio

Return relative to average drawdown

12.86

5.02

+7.84

HSXJ.L vs. CP9G.L - Sharpe Ratio Comparison

The current HSXJ.L Sharpe Ratio is 1.94, which is higher than the CP9G.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HSXJ.L and CP9G.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.


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Sharpe Ratios by Period


HSXJ.LCP9G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.76

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.21

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.42

+0.17

Correlation

The correlation between HSXJ.L and CP9G.L is 0.68, 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

HSXJ.L vs. CP9G.L - Dividend Comparison

Neither HSXJ.L nor CP9G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSXJ.L vs. CP9G.L - Drawdown Comparison

The maximum HSXJ.L drawdown since its inception was -25.60%, smaller than the maximum CP9G.L drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for HSXJ.L and CP9G.L.


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Drawdown Indicators


HSXJ.LCP9G.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-32.32%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-8.26%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-18.14%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

Current Drawdown

Current decline from peak

-8.76%

-4.17%

-4.59%

Average Drawdown

Average peak-to-trough decline

-9.76%

-6.09%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.57%

+0.45%

Volatility

HSXJ.L vs. CP9G.L - Volatility Comparison

HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) have volatilities of 6.59% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSXJ.LCP9G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

6.29%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

9.94%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

14.59%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

13.87%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

15.72%

+0.25%