VUKE.L vs. CPJ1.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L).
VUKE.L and CPJ1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. CPJ1.L is a passively managed fund by iShares that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Jan 12, 2010. Both VUKE.L and CPJ1.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUKE.L or CPJ1.L.
Performance
VUKE.L vs. CPJ1.L - Performance Comparison
Returns By Period
In the year-to-date period, VUKE.L achieves a 8.53% return, which is significantly lower than CPJ1.L's 10.38% return. Over the past 10 years, VUKE.L has underperformed CPJ1.L with an annualized return of 5.65%, while CPJ1.L has yielded a comparatively higher 6.55% annualized return.
VUKE.L
8.53%
-2.73%
-2.24%
12.00%
5.81%
5.65%
CPJ1.L
10.38%
0.57%
5.79%
17.58%
4.95%
6.55%
Key characteristics
| VUKE.L | CPJ1.L | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.36 |
| Sortino Ratio | 1.86 | 1.98 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 2.56 | 1.14 |
| Martin Ratio | 6.96 | 6.36 |
| Ulcer Index | 1.74% | 2.69% |
| Daily Std Dev | 9.61% | 12.59% |
| Max Drawdown | -34.27% | -32.49% |
| Current Drawdown | -2.99% | -0.33% |
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VUKE.L vs. CPJ1.L - Expense Ratio Comparison
VUKE.L has a 0.09% expense ratio, which is lower than CPJ1.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%.
Correlation
The correlation between VUKE.L and CPJ1.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VUKE.L vs. CPJ1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.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.
Dividends
VUKE.L vs. CPJ1.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.77%, while CPJ1.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.77% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
CPJ1.L iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUKE.L vs. CPJ1.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, which is greater than CPJ1.L's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for VUKE.L and CPJ1.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. CPJ1.L - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) is 4.11%, while iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) has a volatility of 5.17%. This indicates that VUKE.L experiences smaller price fluctuations and is considered to be less risky than CPJ1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.