PAXJ.L vs. LAUU.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) and Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L).

PAXJ.L and LAUU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PAXJ.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. LAUU.L is a passively managed fund by Amundi that tracks the performance of the MSCI Australia NR USD. It was launched on Mar 26, 2010. Both PAXJ.L and LAUU.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

PAXJ.L vs. LAUU.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 Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
PAXJ.L Lyxor MSCI Pacific Ex Japan UCITS ETF	6.13%	20.68%	6.36%
LAUU.L Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist	4.68%	17.36%	0.28%

Returns By Period

In the year-to-date period, PAXJ.L achieves a 6.13% return, which is significantly higher than LAUU.L's 4.68% return.

PAXJ.L

• 1D: 2.66%
• 1M: -4.03%
• YTD: 6.13%
• 6M: 6.67%
• 1Y: 27.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LAUU.L

• 1D: 3.21%
• 1M: -6.08%
• YTD: 4.68%
• 6M: 3.96%
• 1Y: 23.33%
• 3Y*: 10.69%
• 5Y*: 6.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PAXJ.L has a 0.12% expense ratio, which is lower than LAUU.L's 0.40% expense ratio.

LAUU.L

Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist

PAXJ.L

Lyxor MSCI Pacific Ex Japan UCITS ETF

Return for Risk

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

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

LAUU.L

LAUU.L Risk / Return Rank: 64
LAUU.L Sharpe Ratio Rank: 64
LAUU.L Sortino Ratio Rank: 61
LAUU.L Omega Ratio Rank: 67
LAUU.L Calmar Ratio Rank: 65
LAUU.L Martin Ratio Rank: 62

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. LAUU.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 Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.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.L	LAUU.L	Difference
Sharpe ratio Return per unit of total volatility	2.60	1.20	+1.41
Sortino ratio Return per unit of downside risk	3.32	1.65	+1.67
Omega ratio Gain probability vs. loss probability	1.51	1.26	+0.25
Calmar ratio Return relative to maximum drawdown	—	1.84	—
Martin ratio Return relative to average drawdown	—	6.91	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PAXJ.L Sharpe Ratio is 2.60, which is higher than the LAUU.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PAXJ.L and LAUU.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.

Sharpe Ratios by Period

	PAXJ.L	LAUU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	1.20	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.19	0.30	+1.89

Correlation

The correlation between PAXJ.L and LAUU.L is 0.38, 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. LAUU.L - Dividend Comparison

PAXJ.L's dividend yield for the trailing twelve months is around 3.15%, more than LAUU.L's 2.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PAXJ.L Lyxor MSCI Pacific Ex Japan UCITS ETF	3.15%	3.34%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LAUU.L Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist	2.48%	2.60%	3.90%	3.13%	4.48%	2.86%	1.94%	3.50%	3.96%	0.00%	0.00%

Drawdowns

PAXJ.L vs. LAUU.L - Drawdown Comparison

The maximum PAXJ.L drawdown since its inception was -17.04%, smaller than the maximum LAUU.L drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for PAXJ.L and LAUU.L.

Drawdown Indicators

	PAXJ.L	LAUU.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.04%	-45.03%	+27.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-13.62%	+2.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.38%	—
Current Drawdown Current decline from peak	-5.60%	-7.30%	+1.70%
Average Drawdown Average peak-to-trough decline	-2.59%	-7.23%	+4.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.39%	—

Volatility

PAXJ.L vs. LAUU.L - Volatility Comparison

The current volatility for Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) is 5.66%, while Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) has a volatility of 6.88%. This indicates that PAXJ.L experiences smaller price fluctuations and is considered to be less risky than LAUU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PAXJ.L	LAUU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	6.88%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	—	11.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.85%	19.50%	+6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.21%	19.64%	+9.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.21%	22.18%	+7.03%