LAUU.L vs. CP9U.L

Last updated Jun 5, 2026

LAUU.L (Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist) and CP9U.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 CP9U.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 CP9U.L. At a 0.48 correlation, their price movements are largely independent. LAUU.L charges 0.40%/yr vs 0.35%/yr for CP9U.L.

Performance

LAUU.L vs. CP9U.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 (CP9U.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LAUU.L achieves a 8.08% return, which is significantly higher than CP9U.L's 1.91% 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*: —

CP9U.L

• 1D: -0.60%
• 1M: -4.41%
• YTD: 1.91%
• 6M: 2.27%
• 1Y: 3.21%
• 3Y*: 5.39%
• 5Y*: 0.78%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAUU.L vs. CP9U.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	8.68%
CP9U.L Amundi MSCI Pacific ex Japan UCITS DR	1.91%	12.86%	-0.05%	5.20%	-12.47%	7.60%	1.98%	8.52%

Correlation

The correlation between LAUU.L and CP9U.L is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019	0.48

Over the past year, LAUU.L and CP9U.L have become more correlated (0.91) than their long-term average of 0.48, meaning their price movements have been converging.

LAUU.L vs. CP9U.L - Sectors Allocation Comparison

Sectors	LAUU.L	CP9U.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%

Return for Risk

LAUU.L vs. CP9U.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: 28
LAUU.L Sharpe Ratio Rank: 27
LAUU.L Sortino Ratio Rank: 28
LAUU.L Omega Ratio Rank: 26
LAUU.L Calmar Ratio Rank: 29
LAUU.L Martin Ratio Rank: 29

CP9U.L

CP9U.L Risk / Return Rank: 13
CP9U.L Sharpe Ratio Rank: 12
CP9U.L Sortino Ratio Rank: 12
CP9U.L Omega Ratio Rank: 12
CP9U.L Calmar Ratio Rank: 13
CP9U.L Martin Ratio Rank: 14

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. CP9U.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 (CP9U.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.L	CP9U.L	Difference
Sharpe ratio: Return per unit of total volatility	0.94	0.23	+0.71
Sortino ratio: Return per unit of downside risk	1.48	0.45	+1.03
Omega ratio: Gain probability vs. loss probability	1.17	1.05	+0.12
Calmar ratio: Return relative to maximum drawdown	1.35	0.37	+0.98
Martin ratio: Return relative to average drawdown	4.15	1.01	+3.14
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. CP9U.L - Sharpe Ratio Comparison

The current LAUU.L Sharpe Ratio is 0.94, which is higher than the CP9U.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of LAUU.L and CP9U.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.

Sharpe Ratios by Period

	LAUU.L	CP9U.L	Difference
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	0.06	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.27	+0.04

Drawdowns

LAUU.L vs. CP9U.L - Drawdown Comparison

The maximum LAUU.L drawdown since its inception was -45.03%, which is greater than CP9U.L's maximum drawdown of -38.03%. Use the drawdown chart below to compare losses from any high point for LAUU.L and CP9U.L.

Drawdown Indicators

	LAUU.L	CP9U.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.03%	-38.03%	-7.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	-8.58%	-2.09%
Max Drawdown (3Y) Largest decline over 3 years	-23.29%	-19.04%	-4.25%
Max Drawdown (5Y) Largest decline over 5 years	-25.38%	-25.90%	+0.52%
Current Drawdown Current decline from peak	-4.28%	-6.97%	+2.69%
Average Drawdown Average peak-to-trough decline	-7.16%	-7.24%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	3.18%	+0.31%

Volatility

LAUU.L vs. CP9U.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 (CP9U.L) at 4.56%. This indicates that LAUU.L's price experiences larger fluctuations and is considered to be riskier than CP9U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAUU.L	CP9U.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	4.56%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	11.21%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	15.44%	13.92%	+1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.71%	21.99%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	27.12%	-4.99%

LAUU.L vs. CP9U.L - Expense Ratio Comparison

LAUU.L has a 0.40% expense ratio, which is higher than CP9U.L's 0.35% expense ratio.

Dividends

LAUU.L vs. CP9U.L - Dividend Comparison

LAUU.L's dividend yield for the trailing twelve months is around 2.40%, while CP9U.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CP9U.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

Can I hold both LAUU.L and CP9U.L in my portfolio?

With a correlation of 0.91, LAUU.L and CP9U.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.

Which ETF is better, LAUU.L or CP9U.L?

On fees, CP9U.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LAUU.L or CP9U.L?

CP9U.L is cheaper with a 0.35% expense ratio, compared with 0.40% for LAUU.L.

What is the main difference between LAUU.L and CP9U.L?

LAUU.L tracks MSCI Australia NR USD, while CP9U.L tracks MSCI Pacific Ex Japan NR USD. Their fees differ too: 0.40% for LAUU.L and 0.35% for CP9U.L.