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

LAUU.L vs. CP9G.L

Last updated Jun 5, 2026

LAUU.L (Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist) and CP9G.L (Amundi MSCI Pacific ex Japan UCITS DR) are both Asia Pacific Equities funds from Amundi - LAUU.L tracks the MSCI Australia NR USD while CP9G.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 5 years, LAUU.L returned 5.08%/yr vs 0.78%/yr for CP9G.L. Their correlation of 0.84 suggests significant overlap in exposure. LAUU.L charges 0.40%/yr vs 0.35%/yr for CP9G.L.

Performance

LAUU.L vs. CP9G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LAUU.L achieves a 8.08% return, which is significantly higher than CP9G.L's 1.87% return.

LAUU.L

1D
-0.65%
1M
-0.49%
YTD
8.08%
6M
9.74%
1Y
14.51%
3Y*
12.32%
5Y*
5.08%
10Y*
—

CP9G.L

1D
-0.56%
1M
-4.06%
YTD
1.87%
6M
2.86%
1Y
3.19%
3Y*
5.55%
5Y*
0.78%
10Y*
4.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist		8.08%17.36%1.39%11.94%-7.97%8.38%11.35%21.36%-11.21%
CP9G.L
Amundi MSCI Pacific ex Japan UCITS DR		1.87%13.88%-0.83%4.68%-11.95%5.79%3.56%18.33%-9.79%

Correlation

The correlation between LAUU.L and CP9G.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.80

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2018

0.84

Over the past year, the correlation between LAUU.L and CP9G.L has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

LAUU.L vs. CP9G.L - Sectors Allocation Comparison

Sectors
LAUU.L
CP9G.L

Financial Services

34.8%
48.0%

Basic Materials

24.7%
10.4%

Consumer Cyclical

6.7%
3.9%

Industrials

6.3%
11.3%

Real Estate

5.8%
12.3%

Healthcare

5.5%
4.7%

Energy

5.0%

-

Communication Services

3.7%
2.5%

Consumer Defensive

3.6%
3.1%

Technology

2.5%
2.2%

Utilities

1.5%
1.6%

Financial Services

LAUU.L
34.8%
CP9G.L
48.0%

Basic Materials

LAUU.L
24.7%
CP9G.L
10.4%

Consumer Cyclical

LAUU.L
6.7%
CP9G.L
3.9%

Industrials

LAUU.L
6.3%
CP9G.L
11.3%

Real Estate

LAUU.L
5.8%
CP9G.L
12.3%

Healthcare

LAUU.L
5.5%
CP9G.L
4.7%

Energy

LAUU.L
5.0%
CP9G.L

-

Communication Services

LAUU.L
3.7%
CP9G.L
2.5%

Consumer Defensive

LAUU.L
3.6%
CP9G.L
3.1%

Technology

LAUU.L
2.5%
CP9G.L
2.2%

Utilities

LAUU.L
1.5%
CP9G.L
1.6%

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Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist

Amundi MSCI Pacific ex Japan UCITS DR

Often compared with LAUU.L:
LAUU.L vs. SPYLAUU.L vs. ^NDXLAUU.L vs. TSLYLAUU.L vs. VUSA.LLAUU.L vs. YMAXLAUU.L vs. IVVLAUU.L vs. JEPI
Often compared with CP9G.L:
CP9G.L vs. PADV.LCP9G.L vs. HMAF.LCP9G.L vs. HMXD.LCP9G.L vs. XMID.LCP9G.L vs. IDAP.LCP9G.L vs. HSXJ.LCP9G.L vs. SAUS.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LAUU.L
LAUU.L Risk / Return Rank: 2828
Overall Rank
LAUU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LAUU.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LAUU.L Omega Ratio Rank: 2626
Omega Ratio Rank
LAUU.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
LAUU.L Martin Ratio Rank: 2929
Martin Ratio Rank
CP9G.L
CP9G.L Risk / Return Rank: 1515
Overall Rank
CP9G.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CP9G.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
CP9G.L Omega Ratio Rank: 1414
Omega Ratio Rank
CP9G.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
CP9G.L Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.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.

LAUU.LCP9G.LDifference
Sharpe ratioReturn per unit of total volatility
0.94
0.23

+0.71

Sortino ratioReturn per unit of downside risk
1.48
0.45

+1.03

Omega ratioGain probability vs. loss probability

1.17

1.05

+0.12

Calmar ratioReturn relative to maximum drawdown

1.35

0.35

+1.00

Martin ratioReturn relative to average drawdown

4.15

1.03

+3.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LAUU.L Sharpe Ratio is 0.94, which is higher than the CP9G.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of LAUU.L and CP9G.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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Sharpe Ratios by Period

LAUU.LCP9G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.23

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.05

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.28

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.30

+0.01

Drawdowns

LAUU.L vs. CP9G.L - Drawdown Comparison

The maximum LAUU.L drawdown since its inception was -45.03%, which is greater than CP9G.L's maximum drawdown of -38.40%. Use the drawdown chart below to compare losses from any high point for LAUU.L and CP9G.L.

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Drawdown Indicators

LAUU.LCP9G.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.03%

-38.40%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-9.00%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-19.08%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-28.30%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.40%

—

Current Drawdown

Current decline from peak

-4.28%

-6.45%

+2.17%

Average Drawdown

Average peak-to-trough decline

-7.16%

-7.22%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.10%

+0.39%

Volatility

LAUU.L vs. CP9G.L - Volatility Comparison

Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) has a higher volatility of 5.36% compared to Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) at 4.18%. This indicates that LAUU.L's price experiences larger fluctuations and is considered to be riskier than CP9G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LAUU.LCP9G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.18%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

11.34%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

13.99%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

16.71%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

17.48%

+4.65%

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

LAUU.L has a 0.40% expense ratio, which is higher than CP9G.L's 0.35% expense ratio.

Dividends

LAUU.L vs. CP9G.L - Dividend Comparison

LAUU.L's dividend yield for the trailing twelve months is around 2.40%, while CP9G.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
CP9G.L
Amundi MSCI Pacific ex Japan UCITS DR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist		2.40%2.60%3.90%3.13%4.48%2.86%1.94%3.50%3.96%

Frequently Asked Questions

LAUU.L and CP9G.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CP9G.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CP9G.L is cheaper with a 0.35% expense ratio, compared with 0.40% for LAUU.L.

LAUU.L tracks MSCI Australia NR USD, while CP9G.L tracks MSCI Pacific Ex Japan NR USD. Their fees differ too: 0.40% for LAUU.L and 0.35% for CP9G.L.

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