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MPXG.L vs. KRWL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPXG.L vs. KRWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L). The values are adjusted to include any dividend payments, if applicable.

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MPXG.L vs. KRWL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
3.70%5.53%2.02%-1.23%1.81%
KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc
32.49%86.86%-21.27%13.04%1.93%

Returns By Period

In the year-to-date period, MPXG.L achieves a 3.70% return, which is significantly lower than KRWL.L's 32.49% return.


MPXG.L

1D
2.03%
1M
-3.79%
YTD
3.70%
6M
2.99%
1Y
11.13%
3Y*
3.50%
5Y*
10Y*

KRWL.L

1D
8.86%
1M
-11.51%
YTD
32.49%
6M
67.36%
1Y
137.16%
3Y*
28.01%
5Y*
9.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPXG.L vs. KRWL.L - Expense Ratio Comparison

MPXG.L has a 0.15% expense ratio, which is lower than KRWL.L's 0.45% expense ratio.


Return for Risk

MPXG.L vs. KRWL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPXG.L
MPXG.L Risk / Return Rank: 3939
Overall Rank
MPXG.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MPXG.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
MPXG.L Omega Ratio Rank: 4141
Omega Ratio Rank
MPXG.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
MPXG.L Martin Ratio Rank: 3535
Martin Ratio Rank

KRWL.L
KRWL.L Risk / Return Rank: 9898
Overall Rank
KRWL.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KRWL.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
KRWL.L Omega Ratio Rank: 9797
Omega Ratio Rank
KRWL.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
KRWL.L Martin Ratio Rank: 9898
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.

MPXG.L vs. KRWL.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 Lyxor MSCI Korea UCITS ETF - Acc (KRWL.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.LKRWL.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

4.26

-3.38

Sortino ratio

Return per unit of downside risk

1.23

4.40

-3.17

Omega ratio

Gain probability vs. loss probability

1.18

1.64

-0.46

Calmar ratio

Return relative to maximum drawdown

1.06

6.44

-5.38

Martin ratio

Return relative to average drawdown

3.62

24.28

-20.66

MPXG.L vs. KRWL.L - Sharpe Ratio Comparison

The current MPXG.L Sharpe Ratio is 0.88, which is lower than the KRWL.L Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of MPXG.L and KRWL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPXG.LKRWL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

4.26

-3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.40

-0.08

Correlation

The correlation between MPXG.L and KRWL.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MPXG.L vs. KRWL.L - Dividend Comparison

MPXG.L's dividend yield for the trailing twelve months is around 3.12%, while KRWL.L has not paid dividends to shareholders.


TTM202520242023
MPXG.L
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D)
3.12%3.24%3.36%3.87%
KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc
0.00%0.00%0.00%0.00%

Drawdowns

MPXG.L vs. KRWL.L - Drawdown Comparison

The maximum MPXG.L drawdown since its inception was -16.94%, smaller than the maximum KRWL.L drawdown of -44.10%. Use the drawdown chart below to compare losses from any high point for MPXG.L and KRWL.L.


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Drawdown Indicators


MPXG.LKRWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-44.10%

+27.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-21.55%

+13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.13%

Current Drawdown

Current decline from peak

-4.25%

-14.60%

+10.35%

Average Drawdown

Average peak-to-trough decline

-5.45%

-19.73%

+14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

5.72%

-2.87%

Volatility

MPXG.L vs. KRWL.L - Volatility Comparison

The current volatility for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF DR GBP (D) (MPXG.L) is 4.86%, while Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a volatility of 16.02%. This indicates that MPXG.L experiences smaller price fluctuations and is considered to be less risky than KRWL.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.LKRWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

16.02%

-11.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

27.22%

-18.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

32.10%

-18.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

23.53%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

24.75%

-9.74%