ISFE.L vs. MPXG.L
ISFE.L (iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF) and MPXG.L (Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)) are both Asia Pacific Equities funds - ISFE.L tracks the MSCI AC Asia Ex JPN Small Cap NR USD while MPXG.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, ISFE.L returned 18.16%/yr vs 3.89%/yr for MPXG.L. At a 0.38 correlation, their price movements are largely independent. ISFE.L charges 0.74%/yr vs 0.15%/yr for MPXG.L.
Performance
ISFE.L vs. MPXG.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISFE.L achieves a 24.56% return, which is significantly higher than MPXG.L's 2.07% return.
ISFE.L
- 1D
- -0.69%
- 1M
- 0.03%
- YTD
- 24.56%
- 6M
- 23.06%
- 1Y
- 52.12%
- 3Y*
- 18.16%
- 5Y*
- 9.21%
- 10Y*
- 11.11%
MPXG.L
- 1D
- -0.79%
- 1M
- -5.06%
- YTD
- 2.07%
- 6M
- 1.96%
- 1Y
- 3.77%
- 3Y*
- 3.89%
- 5Y*
- —
- 10Y*
- —
ISFE.L vs. MPXG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISFE.L iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF | 24.56% | 25.83% | 1.88% | 7.33% | 1.62% |
MPXG.L Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) | 2.07% | 5.53% | 2.02% | -1.23% | 1.81% |
Correlation
The correlation between ISFE.L and MPXG.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 | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.38 |
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Return for Risk
ISFE.L vs. MPXG.L — Risk / Return Rank
ISFE.L
MPXG.L
ISFE.L vs. MPXG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.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.
| ISFE.L | MPXG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.07 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 6.08 | 0.59 | +5.49 |
| Martin ratioReturn relative to average drawdown | 20.44 | 1.49 | +18.96 |
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
| ISFE.L | MPXG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 0.38 | +2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.26 | +0.26 |
Drawdowns
ISFE.L vs. MPXG.L - Drawdown Comparison
The maximum ISFE.L drawdown since its inception was -52.81%, which is greater than MPXG.L's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for ISFE.L and MPXG.L.
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Drawdown Indicators
| ISFE.L | MPXG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.81% | -16.94% | -35.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -7.42% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.48% | -15.75% | -5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | — | — |
Current DrawdownCurrent decline from peak | -1.77% | -6.14% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -5.30% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.87% | -0.29% |
Volatility
ISFE.L vs. MPXG.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) has a higher volatility of 6.71% compared to Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) at 3.79%. This indicates that ISFE.L's price experiences larger fluctuations and is considered to be riskier than MPXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISFE.L | MPXG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 3.79% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 9.17% | +5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 11.43% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 14.91% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 14.91% | +2.34% |
ISFE.L vs. MPXG.L - Expense Ratio Comparison
ISFE.L has a 0.74% expense ratio, which is higher than MPXG.L's 0.15% expense ratio.
Dividends
ISFE.L vs. MPXG.L - Dividend Comparison
ISFE.L's dividend yield for the trailing twelve months is around 2.44%, less than MPXG.L's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISFE.L iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF | 2.44% | 3.10% | 3.47% | 3.94% | 4.44% | 2.88% | 2.67% | 3.85% | 4.25% | 3.10% | 3.04% | 3.92% |
MPXG.L Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) | 3.17% | 3.24% | 3.36% | 3.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISFE.L and MPXG.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, MPXG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MPXG.L is cheaper with a 0.15% expense ratio, compared with 0.74% for ISFE.L.
ISFE.L tracks MSCI AC Asia Ex JPN Small Cap NR USD, while MPXG.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for ISFE.L and 0.15% for MPXG.L.
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