PAXG.L vs. AUAD.L
Compare and contrast key facts about Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L).
PAXG.L and AUAD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PAXG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Apr 29, 2015. AUAD.L is a passively managed fund by UBS that tracks the performance of the MSCI Australia NR USD. It was launched on Sep 18, 2017. Both PAXG.L and AUAD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PAXG.L vs. AUAD.L - Performance Comparison
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PAXG.L vs. AUAD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PAXG.L Lyxor MSCI Pacific Ex Japan UCITS | 7.21% | 12.31% | 6.85% | 1.16% | 4.05% | 4.08% | 29.06% |
AUAD.L UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis | 8.10% | 6.19% | 3.38% | 7.37% | 5.97% | 8.63% | 40.70% |
Returns By Period
In the year-to-date period, PAXG.L achieves a 7.21% return, which is significantly lower than AUAD.L's 8.10% return.
PAXG.L
- 1D
- 1.81%
- 1M
- -3.64%
- YTD
- 7.21%
- 6M
- 7.33%
- 1Y
- 21.67%
- 3Y*
- 8.80%
- 5Y*
- 6.58%
- 10Y*
- —
AUAD.L
- 1D
- 2.07%
- 1M
- -4.90%
- YTD
- 8.10%
- 6M
- 7.26%
- 1Y
- 19.09%
- 3Y*
- 8.28%
- 5Y*
- 7.76%
- 10Y*
- —
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PAXG.L vs. AUAD.L - Expense Ratio Comparison
PAXG.L has a 0.12% expense ratio, which is lower than AUAD.L's 0.40% expense ratio.
Return for Risk
PAXG.L vs. AUAD.L — Risk / Return Rank
PAXG.L
AUAD.L
PAXG.L vs. AUAD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.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.
| PAXG.L | AUAD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.16 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.59 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.64 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.99 | 6.27 | +1.72 |
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
| PAXG.L | AUAD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.16 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.54 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.98 | -0.31 |
Correlation
The correlation between PAXG.L and AUAD.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PAXG.L vs. AUAD.L - Dividend Comparison
PAXG.L's dividend yield for the trailing twelve months is around 3.15%, more than AUAD.L's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PAXG.L Lyxor MSCI Pacific Ex Japan UCITS | 3.15% | 3.38% | 5.61% | 4.03% | 4.47% | 3.74% | 2.81% | 4.03% | 0.00% | 0.00% | 0.00% |
AUAD.L UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis | 2.97% | 3.22% | 3.57% | 4.16% | 3.95% | 2.50% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PAXG.L vs. AUAD.L - Drawdown Comparison
The maximum PAXG.L drawdown since its inception was -30.14%, which is greater than AUAD.L's maximum drawdown of -21.75%. Use the drawdown chart below to compare losses from any high point for PAXG.L and AUAD.L.
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Drawdown Indicators
| PAXG.L | AUAD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.14% | -21.75% | -8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -12.22% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -21.75% | +4.17% |
Current DrawdownCurrent decline from peak | -4.60% | -5.37% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -5.15% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.23% | -0.52% |
Volatility
PAXG.L vs. AUAD.L - Volatility Comparison
The current volatility for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) is 4.48%, while UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) has a volatility of 5.40%. This indicates that PAXG.L experiences smaller price fluctuations and is considered to be less risky than AUAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAXG.L | AUAD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.40% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 10.03% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 16.76% | -2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 17.01% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 18.44% | +3.56% |