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PAXJ.L vs. CI2G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAXJ.L vs. CI2G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) and Amundi MSCI India UCITS ETF USD (CI2G.L). The values are adjusted to include any dividend payments, if applicable.

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PAXJ.L vs. CI2G.L - Yearly Performance Comparison


2026 (YTD)20252024
PAXJ.L
Lyxor MSCI Pacific Ex Japan UCITS ETF
5.84%20.68%6.36%
CI2G.L
Amundi MSCI India UCITS ETF USD
-15.84%1.67%2.96%
Different Trading Currencies

PAXJ.L is traded in USD, while CI2G.L is traded in GBp. To make them comparable, the CI2G.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PAXJ.L achieves a 5.84% return, which is significantly higher than CI2G.L's -15.84% return.


PAXJ.L

1D
-0.28%
1M
-1.43%
YTD
5.84%
6M
6.38%
1Y
27.31%
3Y*
5Y*
10Y*

CI2G.L

1D
-0.38%
1M
-7.60%
YTD
-15.84%
6M
-12.95%
1Y
-11.91%
3Y*
5.87%
5Y*
3.51%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAXJ.L vs. CI2G.L - Expense Ratio Comparison

PAXJ.L has a 0.12% expense ratio, which is lower than CI2G.L's 0.80% expense ratio.


Return for Risk

PAXJ.L vs. CI2G.L — Risk / Return Rank

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

PAXJ.L

CI2G.L
CI2G.L Risk / Return Rank: 22
Overall Rank
CI2G.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CI2G.L Sortino Ratio Rank: 22
Sortino Ratio Rank
CI2G.L Omega Ratio Rank: 22
Omega Ratio Rank
CI2G.L Calmar Ratio Rank: 33
Calmar Ratio Rank
CI2G.L Martin Ratio Rank: 00
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.

PAXJ.L vs. CI2G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) and Amundi MSCI India UCITS ETF USD (CI2G.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.


PAXJ.LCI2G.LDifference

Sharpe ratio

Return per unit of total volatility

2.55

-0.69

+3.24

Sortino ratio

Return per unit of downside risk

3.27

-0.88

+4.15

Omega ratio

Gain probability vs. loss probability

1.50

0.90

+0.61

Calmar ratio

Return relative to maximum drawdown

-0.49

Martin ratio

Return relative to average drawdown

-1.55

PAXJ.L vs. CI2G.L - Sharpe Ratio Comparison

The current PAXJ.L Sharpe Ratio is 2.55, which is higher than the CI2G.L Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of PAXJ.L and CI2G.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


PAXJ.LCI2G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

-0.69

+3.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

2.15

0.32

+1.83

Correlation

The correlation between PAXJ.L and CI2G.L is 0.16, 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

PAXJ.L vs. CI2G.L - Dividend Comparison

PAXJ.L's dividend yield for the trailing twelve months is around 3.16%, while CI2G.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
PAXJ.L
Lyxor MSCI Pacific Ex Japan UCITS ETF
3.16%3.34%5.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CI2G.L
Amundi MSCI India UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAXJ.L vs. CI2G.L - Drawdown Comparison

The maximum PAXJ.L drawdown since its inception was -17.04%, smaller than the maximum CI2G.L drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for PAXJ.L and CI2G.L.


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Drawdown Indicators


PAXJ.LCI2G.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.04%

-37.13%

+20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-20.32%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

Current Drawdown

Current decline from peak

-5.86%

-25.19%

+19.33%

Average Drawdown

Average peak-to-trough decline

-2.62%

-7.00%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

Volatility

PAXJ.L vs. CI2G.L - Volatility Comparison

The current volatility for Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) is 5.56%, while Amundi MSCI India UCITS ETF USD (CI2G.L) has a volatility of 8.08%. This indicates that PAXJ.L experiences smaller price fluctuations and is considered to be less risky than CI2G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAXJ.LCI2G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

8.08%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

Volatility (1Y)

Calculated over the trailing 1-year period

25.75%

17.28%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.12%

17.11%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.12%

20.47%

+8.65%