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SPYU.DE vs. CPXJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYU.DE vs. CPXJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYU.DE is traded in EUR, while CPXJ.L is traded in USD. To make them comparable, the CPXJ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYU.DE achieves a 15.06% return, which is significantly higher than CPXJ.L's 10.29% return. Over the past 10 years, SPYU.DE has outperformed CPXJ.L with an annualized return of 10.68%, while CPXJ.L has yielded a comparatively lower 7.56% annualized return.


SPYU.DE

1D
0.29%
1M
-0.12%
YTD
15.06%
6M
15.66%
1Y
27.66%
3Y*
16.66%
5Y*
12.05%
10Y*
10.68%

CPXJ.L

1D
-0.59%
1M
0.39%
YTD
10.29%
6M
10.95%
1Y
17.00%
3Y*
10.04%
5Y*
6.03%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYU.DE vs. CPXJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
15.06%34.39%0.99%13.57%-7.97%8.80%11.01%31.91%2.41%9.05%
CPXJ.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc
10.29%5.81%12.31%2.70%-0.16%12.07%-2.00%20.74%-6.53%10.59%

Correlation

The correlation between SPYU.DE and CPXJ.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.42

The correlation between SPYU.DE and CPXJ.L shifts across timeframes, from 0.27 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYU.DE vs. CPXJ.L — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 6161
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 6060
Martin Ratio Rank

CPXJ.L
CPXJ.L Risk / Return Rank: 3737
Overall Rank
CPXJ.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CPXJ.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPXJ.L Omega Ratio Rank: 3434
Omega Ratio Rank
CPXJ.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
CPXJ.L Martin Ratio Rank: 3838
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.

SPYU.DE vs. CPXJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYU.DECPXJ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratioReturn relative to maximum drawdown

3.78

2.82

+0.96

Martin ratioReturn relative to average drawdown

10.22

7.90

+2.32

SPYU.DE vs. CPXJ.L - Sharpe Ratio Comparison

The current SPYU.DE Sharpe Ratio is 1.88, which is higher than the CPXJ.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SPYU.DE and CPXJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPYU.DE vs. CPXJ.L - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, smaller than the maximum CPXJ.L drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and CPXJ.L.


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Drawdown Indicators


SPYU.DECPXJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-36.85%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-6.00%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-20.19%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-20.19%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-36.85%

+3.87%

Current Drawdown

Current decline from peak

-3.55%

-1.85%

-1.70%

Average Drawdown

Average peak-to-trough decline

-7.01%

-6.60%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.15%

+0.61%

Volatility

SPYU.DE vs. CPXJ.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) is 3.35%, while iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPXJ.L) has a volatility of 4.62%. This indicates that SPYU.DE experiences smaller price fluctuations and is considered to be less risky than CPXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYU.DECPXJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

4.62%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

10.30%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

12.89%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.66%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

17.36%

-0.23%

SPYU.DE vs. CPXJ.L - Expense Ratio Comparison

SPYU.DE has a 0.18% expense ratio, which is lower than CPXJ.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYU.DE vs. CPXJ.L - Dividend Comparison

Neither SPYU.DE nor CPXJ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYU.DE and CPXJ.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for CPXJ.L.

SPYU.DE is categorized as Utilities Equities, while CPXJ.L is Asia Pacific Equities. SPYU.DE tracks MSCI Europe Utilities 20/35 Capped, while CPXJ.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYU.DE and 0.20% for CPXJ.L.

Portfolio Optimizer

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