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IPXJ.L vs. LGAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPXJ.L vs. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPXJ.L achieves a 10.20% return, which is significantly higher than LGAP.L's 9.64% return.


IPXJ.L

1D
-0.55%
1M
1.44%
6M
8.32%
YTD
10.20%
1Y
15.90%
3Y*
12.30%
5Y*
5.56%
10Y*
7.06%

LGAP.L

1D
-0.40%
1M
0.61%
6M
7.65%
YTD
9.64%
1Y
15.23%
3Y*
12.38%
5Y*
5.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
10.20%19.91%4.45%5.64%-6.26%3.62%6.65%17.59%-3.47%
LGAP.L
L&G Asia Pacific ex Japan Equity UCITS ETF
9.64%20.97%4.67%4.82%-5.65%2.87%8.44%17.78%-1.30%

Correlation

The correlation between IPXJ.L and LGAP.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.98

The correlation between IPXJ.L and LGAP.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IPXJ.L vs. LGAP.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: 3939
Overall Rank
IPXJ.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IPXJ.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IPXJ.L Omega Ratio Rank: 3535
Omega Ratio Rank
IPXJ.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IPXJ.L Martin Ratio Rank: 3939
Martin Ratio Rank

LGAP.L
LGAP.L Risk / Return Rank: 3636
Overall Rank
LGAP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGAP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
LGAP.L Omega Ratio Rank: 3333
Omega Ratio Rank
LGAP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
LGAP.L Martin Ratio Rank: 3737
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. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.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.LLGAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.81

1.72

+0.09

Martin ratioReturn relative to average drawdown

4.92

4.58

+0.34

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

The current IPXJ.L Sharpe Ratio is 1.12, which is comparable to the LGAP.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IPXJ.L and LGAP.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.


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Drawdowns

IPXJ.L vs. LGAP.L - Drawdown Comparison

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


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Drawdown Indicators


IPXJ.LLGAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-38.56%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-8.50%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-19.01%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-24.31%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.93%

Current Drawdown

Current decline from peak

-1.69%

-2.20%

+0.51%

Average Drawdown

Average peak-to-trough decline

-8.62%

-7.75%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.21%

-0.06%

Volatility

IPXJ.L vs. LGAP.L - Volatility Comparison

iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L) have volatilities of 3.37% and 3.45%, 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


IPXJ.LLGAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.45%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

11.66%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

14.03%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

17.46%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

19.26%

-1.55%

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

IPXJ.L has a 0.60% expense ratio, which is higher than LGAP.L's 0.10% expense ratio.


Dividends

IPXJ.L vs. LGAP.L - Dividend Comparison

IPXJ.L's dividend yield for the trailing twelve months is around 3.56%, while LGAP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
3.56%2.88%3.49%3.50%3.76%2.92%2.45%3.58%3.92%3.19%3.48%3.44%
LGAP.L
L&G Asia Pacific ex Japan Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IPXJ.L and LGAP.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, LGAP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGAP.L is cheaper with a 0.10% expense ratio, compared with 0.60% for IPXJ.L.

IPXJ.L tracks iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist), while LGAP.L tracks L&G Asia Pacific ex Japan Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.60% for IPXJ.L and 0.10% for LGAP.L.

Portfolio Optimizer

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

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