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MXJP.L vs. PAJS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXJP.L vs. PAJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Japan UCITS ETF (MXJP.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MXJP.L achieves a 16.21% return, which is significantly higher than PAJS.L's 6.98% return.


MXJP.L

1D
-0.49%
1M
5.18%
YTD
16.21%
6M
16.14%
1Y
32.62%
3Y*
18.54%
5Y*
8.94%
10Y*
9.38%

PAJS.L

1D
-0.90%
1M
2.67%
YTD
6.98%
6M
5.78%
1Y
18.22%
3Y*
9.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXJP.L vs. PAJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MXJP.L
Invesco MSCI Japan UCITS ETF
16.21%25.85%7.21%20.47%-17.12%-1.04%
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
6.98%21.79%-0.92%14.41%-23.18%-1.18%

Correlation

The correlation between MXJP.L and PAJS.L is 0.90, 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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.89

The correlation between MXJP.L and PAJS.L has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

MXJP.L vs. PAJS.L — Risk / Return Rank

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

MXJP.L
MXJP.L Risk / Return Rank: 4949
Overall Rank
MXJP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MXJP.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
MXJP.L Omega Ratio Rank: 4848
Omega Ratio Rank
MXJP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
MXJP.L Martin Ratio Rank: 5050
Martin Ratio Rank

PAJS.L
PAJS.L Risk / Return Rank: 3232
Overall Rank
PAJS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 3131
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 3434
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.

MXJP.L vs. PAJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (MXJP.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.


MXJP.LPAJS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.12

Calmar ratioReturn relative to maximum drawdown

2.56

1.35

+1.21

Martin ratioReturn relative to average drawdown

8.34

4.36

+3.98

MXJP.L vs. PAJS.L - Sharpe Ratio Comparison

The current MXJP.L Sharpe Ratio is 1.57, which is higher than the PAJS.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of MXJP.L and PAJS.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


MXJP.LPAJS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.90

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.11

+0.39

Drawdowns

MXJP.L vs. PAJS.L - Drawdown Comparison

The maximum MXJP.L drawdown since its inception was -32.48%, roughly equal to the maximum PAJS.L drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for MXJP.L and PAJS.L.


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Drawdown Indicators


MXJP.LPAJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.48%

-32.52%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-13.41%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-29.55%

+15.75%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.48%

Current Drawdown

Current decline from peak

-0.49%

-2.59%

+2.10%

Average Drawdown

Average peak-to-trough decline

-7.80%

-17.82%

+10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

4.17%

-0.27%

Volatility

MXJP.L vs. PAJS.L - Volatility Comparison

The current volatility for Invesco MSCI Japan UCITS ETF (MXJP.L) is 4.61%, while Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) has a volatility of 5.27%. This indicates that MXJP.L experiences smaller price fluctuations and is considered to be less risky than PAJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXJP.LPAJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.27%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

16.00%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

20.13%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

24.07%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

24.07%

-6.81%

MXJP.L vs. PAJS.L - Expense Ratio Comparison

Both MXJP.L and PAJS.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MXJP.L vs. PAJS.L - Dividend Comparison

Neither MXJP.L nor PAJS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, MXJP.L and PAJS.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.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MXJP.L and PAJS.L have the same expense ratio: 0.19% per year.

Both ETFs track TOPIX TR JPY.

Portfolio Optimizer

Find the right allocation for MXJP.L and PAJS.L

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