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XAUS.L vs. CPJ1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XAUS.L vs. CPJ1.L

Last updated Jun 5, 2026

XAUS.L (Xtrackers S&P/ASX 200 UCITS ETF 1D) and CPJ1.L (iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc) are both Asia Pacific Equities funds - XAUS.L tracks the MSCI Australia NR USD while CPJ1.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, XAUS.L returned 9.17%/yr vs 8.53%/yr for CPJ1.L. A 0.66 correlation means they provide meaningful diversification when combined. XAUS.L charges 0.50%/yr vs 0.20%/yr for CPJ1.L.

Performance

XAUS.L vs. CPJ1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAUS.L achieves a 8.13% return, which is significantly lower than CPJ1.L's 8.83% return. Over the past 10 years, XAUS.L has outperformed CPJ1.L with an annualized return of 9.17%, while CPJ1.L has yielded a comparatively lower 8.53% annualized return.

XAUS.L

1D
-0.60%
1M
0.41%
YTD
8.13%
6M
9.60%
1Y
16.15%
3Y*
9.59%
5Y*
6.41%
10Y*
9.17%

CPJ1.L

1D
-0.60%
1M
0.44%
YTD
8.83%
6M
9.62%
1Y
17.48%
3Y*
10.56%
5Y*
6.01%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUS.L vs. CPJ1.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		8.13%9.45%3.36%5.67%3.27%9.35%9.38%18.34%-8.52%9.19%
CPJ1.L
iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc		8.83%12.05%6.89%0.15%4.86%5.71%3.46%14.30%-5.53%15.18%

Correlation

The correlation between XAUS.L and CPJ1.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.87

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

0.89

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

0.86

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2011

0.66

Over the past year, XAUS.L and CPJ1.L have become more correlated (0.87) than their long-term average of 0.66, meaning their price movements have been converging.

XAUS.L vs. CPJ1.L - Sectors Allocation Comparison

Sectors
XAUS.L
CPJ1.L

Financial Services

34.8%
45.5%

Basic Materials

24.7%
15.5%

Consumer Cyclical

6.7%
6.1%

Industrials

6.3%
8.6%

Real Estate

5.8%
7.9%

Healthcare

5.5%
3.2%

Energy

5.0%
2.8%

Communication Services

3.7%
2.9%

Consumer Defensive

3.6%
2.9%

Technology

2.5%
1.1%

Utilities

1.5%
3.6%

Financial Services

XAUS.L
34.8%
CPJ1.L
45.5%

Basic Materials

XAUS.L
24.7%
CPJ1.L
15.5%

Consumer Cyclical

XAUS.L
6.7%
CPJ1.L
6.1%

Industrials

XAUS.L
6.3%
CPJ1.L
8.6%

Real Estate

XAUS.L
5.8%
CPJ1.L
7.9%

Healthcare

XAUS.L
5.5%
CPJ1.L
3.2%

Energy

XAUS.L
5.0%
CPJ1.L
2.8%

Communication Services

XAUS.L
3.7%
CPJ1.L
2.9%

Consumer Defensive

XAUS.L
3.6%
CPJ1.L
2.9%

Technology

XAUS.L
2.5%
CPJ1.L
1.1%

Utilities

XAUS.L
1.5%
CPJ1.L
3.6%

Compare stocks, funds, or ETFs

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Xtrackers S&P/ASX 200 UCITS ETF 1D

iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc

Often compared with XAUS.L:
XAUS.L vs. DX2S.DEXAUS.L vs. ^GSPCXAUS.L vs. GLDXAUS.L vs. VUSA.LXAUS.L vs. VOOXAUS.L vs. CNX1.LXAUS.L vs. XDEQ.L
Often compared with CPJ1.L:
CPJ1.L vs. AGES.LCPJ1.L vs. CUKX.LCPJ1.L vs. LGAG.LCPJ1.L vs. ETLK.DECPJ1.L vs. IUKD.LCPJ1.L vs. VUKE.LCPJ1.L vs. PADV.L

Return for Risk

XAUS.L vs. CPJ1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XAUS.L
XAUS.L Risk / Return Rank: 3535
Overall Rank
XAUS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XAUS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XAUS.L Omega Ratio Rank: 3535
Omega Ratio Rank
XAUS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XAUS.L Martin Ratio Rank: 3535
Martin Ratio Rank
CPJ1.L
CPJ1.L Risk / Return Rank: 4747
Overall Rank
CPJ1.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPJ1.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
CPJ1.L Omega Ratio Rank: 4646
Omega Ratio Rank
CPJ1.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CPJ1.L Martin Ratio Rank: 4545
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.

XAUS.L vs. CPJ1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.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.

XAUS.LCPJ1.LDifference
Sharpe ratioReturn per unit of total volatility
1.27
1.59

-0.31

Sortino ratioReturn per unit of downside risk
1.86
2.37

-0.51

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.72

2.41

-0.68

Martin ratioReturn relative to average drawdown

5.19

7.27

-2.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAUS.L vs. CPJ1.L - Sharpe Ratio Comparison

The current XAUS.L Sharpe Ratio is 1.27, which is comparable to the CPJ1.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XAUS.L and CPJ1.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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Sharpe Ratios by Period

XAUS.LCPJ1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.59

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.44

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.45

-0.08

Drawdowns

XAUS.L vs. CPJ1.L - Drawdown Comparison

The maximum XAUS.L drawdown since its inception was -51.15%, 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 XAUS.L and CPJ1.L.

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Drawdown Indicators

XAUS.LCPJ1.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.15%

-32.49%

-18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-7.23%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-17.15%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-17.61%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-32.49%

-5.82%

Current Drawdown

Current decline from peak

-4.18%

-2.97%

-1.21%

Average Drawdown

Average peak-to-trough decline

-8.06%

-6.90%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.40%

+0.74%

Volatility

XAUS.L vs. CPJ1.L - Volatility Comparison

Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.33% compared to iShares VII plc - iShares Core MSCI Pac ex-Jpn ETF USD Acc (CPJ1.L) at 3.70%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier than CPJ1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XAUS.LCPJ1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.70%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

8.65%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

10.99%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

13.74%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

15.93%

+4.52%

XAUS.L vs. CPJ1.L - Expense Ratio Comparison

XAUS.L has a 0.50% expense ratio, which is higher than CPJ1.L's 0.20% expense ratio.

Dividends

XAUS.L vs. CPJ1.L - Dividend Comparison

XAUS.L's dividend yield for the trailing twelve months is around 2.54%, while CPJ1.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
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%
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		2.54%2.67%3.22%3.83%5.17%2.15%4.85%3.73%3.53%3.49%3.73%

Frequently Asked Questions

XAUS.L and CPJ1.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CPJ1.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CPJ1.L is cheaper with a 0.20% expense ratio, compared with 0.50% for XAUS.L.

XAUS.L tracks MSCI Australia NR USD, while CPJ1.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: DWS and iShares. Their fees differ too: 0.50% for XAUS.L and 0.20% for CPJ1.L.

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