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PAXG.L vs. IDAP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PAXG.L vs. IDAP.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and iShares Asia Pacific Dividend UCITS (IDAP.L).

PAXG.L and IDAP.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. IDAP.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on Jun 2, 2006. Both PAXG.L and IDAP.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. IDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and iShares Asia Pacific Dividend UCITS (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

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PAXG.L vs. IDAP.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
PAXG.L
Lyxor MSCI Pacific Ex Japan UCITS		7.54%12.31%6.85%1.16%4.05%4.08%3.66%11.58%
IDAP.L
iShares Asia Pacific Dividend UCITS		12.15%20.45%8.04%7.81%9.70%4.37%-12.05%6.50%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, PAXG.L achieves a 7.54% return, which is significantly lower than IDAP.L's 12.15% return.

PAXG.L

1D
0.32%
1M
-0.91%
YTD
7.54%
6M
6.90%
1Y
22.25%
3Y*
8.68%
5Y*
6.65%
10Y*
—

IDAP.L

1D
0.12%
1M
-0.17%
YTD
12.15%
6M
19.11%
1Y
39.86%
3Y*
16.58%
5Y*
10.91%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor MSCI Pacific Ex Japan UCITS

iShares Asia Pacific Dividend UCITS

Often compared with PAXG.L:
PAXG.L vs. CSJP.LPAXG.L vs. XDJP.LPAXG.L vs. LCCN.LPAXG.L vs. AIL.DEPAXG.L vs. ESIF.LPAXG.L vs. FRXT.LPAXG.L vs. AUAD.L
Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. HYGWIDAP.L vs. SEDY.LIDAP.L vs. VYMI

PAXG.L vs. IDAP.L - Expense Ratio Comparison

PAXG.L has a 0.12% expense ratio, which is lower than IDAP.L's 0.59% expense ratio.

IDAP.L
iShares Asia Pacific Dividend UCITS
PAXG.L
Lyxor MSCI Pacific Ex Japan UCITS

Return for Risk

PAXG.L vs. IDAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PAXG.L
PAXG.L Risk / Return Rank: 7676
Overall Rank
PAXG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PAXG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
PAXG.L Omega Ratio Rank: 8181
Omega Ratio Rank
PAXG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
PAXG.L Martin Ratio Rank: 7272
Martin Ratio Rank
IDAP.L
IDAP.L Risk / Return Rank: 9696
Overall Rank
IDAP.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 9696
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 9797
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.

PAXG.L vs. IDAP.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 iShares Asia Pacific Dividend UCITS (IDAP.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.LIDAP.LDifference

Sharpe ratio

Return per unit of total volatility

1.56

2.87

-1.31

Sortino ratio

Return per unit of downside risk

2.01

3.54

-1.52

Omega ratio

Gain probability vs. loss probability

1.33

1.55

-0.22

Calmar ratio

Return relative to maximum drawdown

2.40

5.49

-3.09

Martin ratio

Return relative to average drawdown

9.08

23.13

-14.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAXG.L vs. IDAP.L - Sharpe Ratio Comparison

The current PAXG.L Sharpe Ratio is 1.56, which is lower than the IDAP.L Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of PAXG.L and IDAP.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

PAXG.LIDAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.87

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.83

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.51

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.29

+0.38

Correlation

The correlation between PAXG.L and IDAP.L is 0.39, 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

PAXG.L vs. IDAP.L - Dividend Comparison

PAXG.L's dividend yield for the trailing twelve months is around 3.14%, less than IDAP.L's 3.74% yield.

TTM20252024202320222021202020192018201720162015
PAXG.L
Lyxor MSCI Pacific Ex Japan UCITS		3.14%3.38%5.61%4.03%4.47%3.74%2.81%4.03%0.00%0.00%0.00%0.00%
IDAP.L
iShares Asia Pacific Dividend UCITS		3.74%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%

Drawdowns

PAXG.L vs. IDAP.L - Drawdown Comparison

The maximum PAXG.L drawdown since its inception was -30.14%, smaller than the maximum IDAP.L drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for PAXG.L and IDAP.L.

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Drawdown Indicators

PAXG.LIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-69.37%

+39.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.27%

-11.21%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-25.99%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.71%

—

Current Drawdown

Current decline from peak

-4.30%

-5.38%

+1.08%

Average Drawdown

Average peak-to-trough decline

-5.20%

-11.25%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.11%

+0.34%

Volatility

PAXG.L vs. IDAP.L - Volatility Comparison

The current volatility for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) is 4.44%, while iShares Asia Pacific Dividend UCITS (IDAP.L) has a volatility of 5.44%. This indicates that PAXG.L experiences smaller price fluctuations and is considered to be less risky than IDAP.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.LIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

5.44%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

9.18%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

13.89%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

13.14%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

16.16%

+5.83%