PortfoliosLab logoPortfoliosLab logo
IPXJ.L vs. HMXJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPXJ.L vs. HMXJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) and HSBC MSCI Pacific ex Japan UCITS ETF (HMXJ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IPXJ.L is traded in USD, while HMXJ.L is traded in GBp. To make them comparable, the HMXJ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IPXJ.L achieves a 9.42% return, which is significantly lower than HMXJ.L's 10.48% return. Both investments have delivered pretty close results over the past 10 years, with IPXJ.L having a 7.10% annualized return and HMXJ.L not far behind at 6.77%.


IPXJ.L

1D
-0.91%
1M
-0.21%
6M
7.35%
YTD
9.42%
1Y
14.14%
3Y*
11.93%
5Y*
5.42%
10Y*
7.10%

HMXJ.L

1D
-0.21%
1M
1.44%
6M
8.29%
YTD
10.48%
1Y
15.38%
3Y*
12.84%
5Y*
6.05%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPXJ.L vs. HMXJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
9.42%19.91%4.45%5.64%-6.26%3.62%6.65%17.59%-10.82%25.42%
HMXJ.L
HSBC MSCI Pacific ex Japan UCITS ETF
10.48%20.85%4.65%5.67%-5.91%4.45%6.37%16.38%-13.89%23.14%

Correlation

The correlation between IPXJ.L and HMXJ.L is 0.92, 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

0.92

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

0.95

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2010

0.93

The correlation between IPXJ.L and HMXJ.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IPXJ.L vs. HMXJ.L — Risk / Return Rank

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

IPXJ.L
IPXJ.L Risk / Return Rank: 3838
Overall Rank
IPXJ.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IPXJ.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
IPXJ.L Omega Ratio Rank: 3535
Omega Ratio Rank
IPXJ.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
IPXJ.L Martin Ratio Rank: 3838
Martin Ratio Rank

HMXJ.L
HMXJ.L Risk / Return Rank: 5050
Overall Rank
HMXJ.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HMXJ.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
HMXJ.L Omega Ratio Rank: 4848
Omega Ratio Rank
HMXJ.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
HMXJ.L Martin Ratio Rank: 4646
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.

IPXJ.L vs. HMXJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) and HSBC MSCI Pacific ex Japan UCITS ETF (HMXJ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IPXJ.LHMXJ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.65

1.76

-0.11

Martin ratioReturn relative to average drawdown

4.48

4.94

-0.46

IPXJ.L vs. HMXJ.L - Sharpe Ratio Comparison

The current IPXJ.L Sharpe Ratio is 1.02, which is comparable to the HMXJ.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IPXJ.L and HMXJ.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.


Loading charts...

Drawdowns

IPXJ.L vs. HMXJ.L - Drawdown Comparison

The maximum IPXJ.L drawdown since its inception was -38.93%, roughly equal to the maximum HMXJ.L drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for IPXJ.L and HMXJ.L.


Loading charts...

Drawdown Indicators


IPXJ.LHMXJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-38.56%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-8.70%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-18.96%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-24.25%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.93%

-38.56%

-0.37%

Current Drawdown

Current decline from peak

-2.38%

-1.54%

-0.84%

Average Drawdown

Average peak-to-trough decline

-8.62%

-8.64%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.11%

+0.04%

Volatility

IPXJ.L vs. HMXJ.L - Volatility Comparison

iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) and HSBC MSCI Pacific ex Japan UCITS ETF (HMXJ.L) have volatilities of 3.13% and 3.01%, 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.


Loading charts...

Volatility by Period


IPXJ.LHMXJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

3.01%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

11.08%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

13.57%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

17.00%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

17.51%

+0.20%

IPXJ.L vs. HMXJ.L - Expense Ratio Comparison

IPXJ.L has a 0.60% expense ratio, which is higher than HMXJ.L's 0.40% expense ratio.


Dividends

IPXJ.L vs. HMXJ.L - Dividend Comparison

IPXJ.L's dividend yield for the trailing twelve months is around 2.83%, less than HMXJ.L's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
HMXJ.L
HSBC MSCI Pacific ex Japan UCITS ETF
2.98%3.43%3.80%4.13%3.79%2.71%3.05%2.22%0.00%1.49%3.32%4.03%
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
2.83%2.88%3.49%3.50%3.76%2.92%2.45%3.58%3.92%3.19%3.48%3.44%

Frequently Asked Questions


With a correlation of 0.92, IPXJ.L and HMXJ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HMXJ.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMXJ.L is cheaper with a 0.40% expense ratio, compared with 0.60% for IPXJ.L.

IPXJ.L tracks MSCI Pacific ex Japan Index (Net), while HMXJ.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.60% for IPXJ.L and 0.40% for HMXJ.L.

Portfolio Optimizer

Find the right allocation for IPXJ.L and HMXJ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer