PAXG.L vs. CSJP.L
Compare and contrast key facts about Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
PAXG.L and CSJP.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. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both PAXG.L and CSJP.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAXG.L or CSJP.L.
Key characteristics
| PAXG.L | CSJP.L | |
|---|---|---|
| YTD Return | 7.44% | 6.99% |
| 1Y Return | 15.10% | 11.30% |
| 3Y Return (Ann) | 6.63% | 2.76% |
| 5Y Return (Ann) | 9.53% | 4.53% |
| Sharpe Ratio | 1.20 | 0.81 |
| Sortino Ratio | 1.78 | 1.16 |
| Omega Ratio | 1.22 | 1.17 |
| Calmar Ratio | 1.09 | 1.01 |
| Martin Ratio | 6.26 | 2.95 |
| Ulcer Index | 2.74% | 4.40% |
| Daily Std Dev | 13.39% | 15.94% |
| Max Drawdown | -30.13% | -24.31% |
| Current Drawdown | -3.39% | -5.34% |
Correlation
The correlation between PAXG.L and CSJP.L is 0.28, 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.
Performance
PAXG.L vs. CSJP.L - Performance Comparison
In the year-to-date period, PAXG.L achieves a 7.44% return, which is significantly higher than CSJP.L's 6.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PAXG.L vs. CSJP.L - Expense Ratio Comparison
PAXG.L has a 0.12% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.
Risk-Adjusted Performance
PAXG.L vs. CSJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.
Dividends
PAXG.L vs. CSJP.L - Dividend Comparison
PAXG.L's dividend yield for the trailing twelve months is around 3.75%, while CSJP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
PAXG.L Lyxor MSCI Pacific Ex Japan UCITS | 3.75% | 4.03% | 4.47% | 3.74% | 2.81% | 4.03% | 0.00% | 0.00% | 0.00% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PAXG.L vs. CSJP.L - Drawdown Comparison
The maximum PAXG.L drawdown since its inception was -30.13%, which is greater than CSJP.L's maximum drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for PAXG.L and CSJP.L. For additional features, visit the drawdowns tool.
Volatility
PAXG.L vs. CSJP.L - Volatility Comparison
The current volatility for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) is 3.58%, while iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) has a volatility of 4.21%. This indicates that PAXG.L experiences smaller price fluctuations and is considered to be less risky than CSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.