MPXG.L vs. ITWN.L
MPXG.L (Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)) and ITWN.L (iShares MSCI Taiwan UCITS ETF) are both Asia Pacific Equities funds - MPXG.L tracks the MSCI Pacific Ex Japan NR USD while ITWN.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, MPXG.L returned 4.17%/yr vs 41.33%/yr for ITWN.L. At a 0.35 correlation, their price movements are largely independent. MPXG.L charges 0.15%/yr vs 0.74%/yr for ITWN.L.
Performance
MPXG.L vs. ITWN.L - Performance Comparison
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Returns By Period
In the year-to-date period, MPXG.L achieves a 2.88% return, which is significantly lower than ITWN.L's 70.71% return.
MPXG.L
- 1D
- -0.35%
- 1M
- -2.75%
- YTD
- 2.88%
- 6M
- 2.63%
- 1Y
- 5.29%
- 3Y*
- 4.17%
- 5Y*
- —
- 10Y*
- —
ITWN.L
- 1D
- -0.17%
- 1M
- 20.69%
- YTD
- 70.71%
- 6M
- 75.80%
- 1Y
- 123.34%
- 3Y*
- 41.33%
- 5Y*
- 23.35%
- 10Y*
- 23.32%
MPXG.L vs. ITWN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MPXG.L Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) | 2.88% | 5.53% | 2.02% | -1.23% | 1.81% |
ITWN.L iShares MSCI Taiwan UCITS ETF | 70.71% | 22.61% | 25.77% | 21.84% | -2.73% |
Correlation
The correlation between MPXG.L and ITWN.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.35 |
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Return for Risk
MPXG.L vs. ITWN.L — Risk / Return Rank
MPXG.L
ITWN.L
MPXG.L vs. ITWN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) and iShares MSCI Taiwan UCITS ETF (ITWN.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.
| MPXG.L | ITWN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.90 | ||
| Sortino ratioReturn per unit of downside risk | -5.39 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.85 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 13.10 | -12.35 |
| Martin ratioReturn relative to average drawdown | 1.90 | 36.58 | -34.67 |
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
| MPXG.L | ITWN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 5.38 | -4.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.13 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.65 | -0.37 |
Drawdowns
MPXG.L vs. ITWN.L - Drawdown Comparison
The maximum MPXG.L drawdown since its inception was -16.94%, smaller than the maximum ITWN.L drawdown of -48.27%. Use the drawdown chart below to compare losses from any high point for MPXG.L and ITWN.L.
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Drawdown Indicators
| MPXG.L | ITWN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -48.27% | +31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.42% | -9.36% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -29.32% | +13.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.07% | — |
Current DrawdownCurrent decline from peak | -5.39% | -0.17% | -5.22% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -9.18% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.36% | -0.52% |
Volatility
MPXG.L vs. ITWN.L - Volatility Comparison
The current volatility for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) is 3.74%, while iShares MSCI Taiwan UCITS ETF (ITWN.L) has a volatility of 9.71%. This indicates that MPXG.L experiences smaller price fluctuations and is considered to be less risky than ITWN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPXG.L | ITWN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 9.71% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 18.49% | -9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 22.83% | -11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 20.75% | -5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 20.55% | -5.64% |
MPXG.L vs. ITWN.L - Expense Ratio Comparison
MPXG.L has a 0.15% expense ratio, which is lower than ITWN.L's 0.74% expense ratio.
Dividends
MPXG.L vs. ITWN.L - Dividend Comparison
MPXG.L's dividend yield for the trailing twelve months is around 3.15%, more than ITWN.L's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITWN.L iShares MSCI Taiwan UCITS ETF | 0.88% | 1.50% | 1.37% | 2.14% | 3.54% | 1.33% | 1.83% | 2.28% | 2.72% | 2.74% | 2.86% | 3.23% |
MPXG.L Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) | 3.15% | 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
MPXG.L and ITWN.L have a correlation of 0.39, 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 ITWN.L.
MPXG.L tracks MSCI Pacific Ex Japan NR USD, while ITWN.L tracks MSCI Taiwan NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for MPXG.L and 0.74% for ITWN.L.
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