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

Performance

PAXJ.L vs. LDAG.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 L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

PAXJ.L is traded in USD, while LDAG.L is traded in GBp. To make them comparable, the LDAG.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 6.13% return, which is significantly lower than LDAG.L's 9.85% return.


PAXJ.L

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

LDAG.L

1D
2.38%
1M
-4.74%
YTD
9.85%
6M
12.87%
1Y
45.47%
3Y*
18.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

PAXJ.L

LDAG.L
LDAG.L Risk / Return Rank: 9595
Overall Rank
LDAG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LDAG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
LDAG.L Omega Ratio Rank: 9696
Omega Ratio Rank
LDAG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
LDAG.L Martin Ratio Rank: 9191
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. LDAG.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 L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.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.LLDAG.LDifference

Sharpe ratio

Return per unit of total volatility

2.60

2.69

-0.08

Sortino ratio

Return per unit of downside risk

3.32

3.35

-0.04

Omega ratio

Gain probability vs. loss probability

1.51

1.49

+0.03

Calmar ratio

Return relative to maximum drawdown

4.12

Martin ratio

Return relative to average drawdown

13.44

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

The current PAXJ.L Sharpe Ratio is 2.60, which is comparable to the LDAG.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of PAXJ.L and LDAG.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.LLDAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.69

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

2.19

0.54

+1.65

Correlation

The correlation between PAXJ.L and LDAG.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.


Dividends

PAXJ.L vs. LDAG.L - Dividend Comparison

PAXJ.L's dividend yield for the trailing twelve months is around 3.15%, less than LDAG.L's 3.94% yield.


TTM2025202420232022202120202019201820172016
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%
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.94%4.23%4.75%5.40%4.80%2.19%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAXJ.L vs. LDAG.L - Drawdown Comparison

The maximum PAXJ.L drawdown since its inception was -17.04%, smaller than the maximum LDAG.L drawdown of -28.97%. Use the drawdown chart below to compare losses from any high point for PAXJ.L and LDAG.L.


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Drawdown Indicators


PAXJ.LLDAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.04%

-14.68%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-9.90%

-1.58%

Current Drawdown

Current decline from peak

-5.60%

-7.07%

+1.47%

Average Drawdown

Average peak-to-trough decline

-2.59%

-4.34%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

Volatility

PAXJ.L vs. LDAG.L - Volatility Comparison

The current volatility for Lyxor MSCI Pacific Ex Japan UCITS ETF (PAXJ.L) is 5.66%, while L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) has a volatility of 6.06%. This indicates that PAXJ.L experiences smaller price fluctuations and is considered to be less risky than LDAG.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.LLDAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.06%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

25.85%

16.88%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.21%

15.49%

+13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.21%

15.49%

+13.72%