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XPXJ.L vs. IKOR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XPXJ.L vs. IKOR.L

Last updated Jun 5, 2026

XPXJ.L (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C) and IKOR.L (iShares MSCI Korea UCITS ETF (Dist)) are both Asia Pacific Equities funds - XPXJ.L tracks the MSCI Pacific Ex Japan NR USD while IKOR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, XPXJ.L returned 7.70%/yr vs 17.90%/yr for IKOR.L. A 0.59 correlation means they provide meaningful diversification when combined. XPXJ.L charges 0.25%/yr vs 0.74%/yr for IKOR.L.

Performance

XPXJ.L vs. IKOR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.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, XPXJ.L achieves a 3.85% return, which is significantly lower than IKOR.L's 107.66% return. Over the past 10 years, XPXJ.L has underperformed IKOR.L with an annualized return of 7.70%, while IKOR.L has yielded a comparatively higher 17.90% annualized return.

XPXJ.L

1D
-0.90%
1M
-1.34%
YTD
3.85%
6M
4.05%
1Y
10.61%
3Y*
8.28%
5Y*
4.67%
10Y*
7.70%

IKOR.L

1D
-4.06%
1M
17.39%
YTD
107.66%
6M
126.31%
1Y
237.26%
3Y*
45.36%
5Y*
19.90%
10Y*
17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPXJ.L vs. IKOR.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XPXJ.L
Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C		3.85%11.39%7.59%-0.59%4.13%5.27%3.33%13.99%-5.74%14.39%
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		107.66%85.96%-21.55%13.31%-19.76%-7.30%39.09%6.99%-16.57%32.45%

Correlation

The correlation between XPXJ.L and IKOR.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.49

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

0.53

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

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2009

0.59

The correlation between XPXJ.L and IKOR.L shifts across timeframes, from 0.41 (1 year) to 0.62 (10 years), reflecting how their relationship changes across market environments.

XPXJ.L vs. IKOR.L - Sectors Allocation Comparison

Sectors
XPXJ.L
IKOR.L

Financial Services

48.1%
9.2%

Basic Materials

12.0%
2.0%

Real Estate

9.0%

-

Industrials

7.9%
18.8%

Consumer Cyclical

7.0%
5.7%

Healthcare

3.9%
3.0%

Consumer Defensive

3.2%
1.4%

Communication Services

2.9%
2.6%

Utilities

2.7%
0.4%

Energy

2.2%
1.1%

Technology

1.2%
56.0%

Financial Services

XPXJ.L
48.1%
IKOR.L
9.2%

Basic Materials

XPXJ.L
12.0%
IKOR.L
2.0%

Real Estate

XPXJ.L
9.0%
IKOR.L

-

Industrials

XPXJ.L
7.9%
IKOR.L
18.8%

Consumer Cyclical

XPXJ.L
7.0%
IKOR.L
5.7%

Healthcare

XPXJ.L
3.9%
IKOR.L
3.0%

Consumer Defensive

XPXJ.L
3.2%
IKOR.L
1.4%

Communication Services

XPXJ.L
2.9%
IKOR.L
2.6%

Utilities

XPXJ.L
2.7%
IKOR.L
0.4%

Energy

XPXJ.L
2.2%
IKOR.L
1.1%

Technology

XPXJ.L
1.2%
IKOR.L
56.0%

Compare stocks, funds, or ETFs

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Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C

iShares MSCI Korea UCITS ETF (Dist)

Often compared with XPXJ.L:
XPXJ.L vs. ESPS.LXPXJ.L vs. XNAQ.LXPXJ.L vs. IAPD.LXPXJ.L vs. XKS2.LXPXJ.L vs. XNAS.LXPXJ.L vs. KRWL.LXPXJ.L vs. CPJ1.L
Often compared with IKOR.L:
IKOR.L vs. VOOIKOR.L vs. EWYIKOR.L vs. FLRK.LIKOR.L vs. FRXT.LIKOR.L vs. XMID.LIKOR.L vs. CP9U.LIKOR.L vs. CSKR.L

Return for Risk

XPXJ.L vs. IKOR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XPXJ.L
XPXJ.L Risk / Return Rank: 2525
Overall Rank
XPXJ.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XPXJ.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
XPXJ.L Omega Ratio Rank: 2525
Omega Ratio Rank
XPXJ.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XPXJ.L Martin Ratio Rank: 2424
Martin Ratio Rank
IKOR.L
IKOR.L Risk / Return Rank: 9797
Overall Rank
IKOR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IKOR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IKOR.L Omega Ratio Rank: 9696
Omega Ratio Rank
IKOR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IKOR.L Martin Ratio Rank: 9797
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.

XPXJ.L vs. IKOR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.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.

XPXJ.LIKOR.LDifference
Sharpe ratioReturn per unit of total volatility
0.90
6.36

-5.46

Sortino ratioReturn per unit of downside risk
1.38
5.81

-4.44

Omega ratioGain probability vs. loss probability

1.17

1.83

-0.66

Calmar ratioReturn relative to maximum drawdown

1.12

10.97

-9.85

Martin ratioReturn relative to average drawdown

3.05

39.06

-36.01

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

XPXJ.L vs. IKOR.L - Sharpe Ratio Comparison

The current XPXJ.L Sharpe Ratio is 0.90, which is lower than the IKOR.L Sharpe Ratio of 6.36. The chart below compares the historical Sharpe Ratios of XPXJ.L and IKOR.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

XPXJ.LIKOR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

6.36

-5.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.79

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.74

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.42

+0.18

Drawdowns

XPXJ.L vs. IKOR.L - Drawdown Comparison

The maximum XPXJ.L drawdown since its inception was -32.52%, smaller than the maximum IKOR.L drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for XPXJ.L and IKOR.L.

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Drawdown Indicators

XPXJ.LIKOR.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-61.70%

+29.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-21.48%

+12.01%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-28.58%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

-40.83%

+22.85%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-44.11%

+11.59%

Current Drawdown

Current decline from peak

-7.63%

-5.01%

-2.62%

Average Drawdown

Average peak-to-trough decline

-6.74%

-15.59%

+8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

6.05%

-2.57%

Volatility

XPXJ.L vs. IKOR.L - Volatility Comparison

The current volatility for Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.L) is 3.47%, while iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) has a volatility of 17.45%. This indicates that XPXJ.L experiences smaller price fluctuations and is considered to be less risky than IKOR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XPXJ.LIKOR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

17.45%

-13.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

32.34%

-23.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

37.08%

-25.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

25.31%

-11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

24.76%

-8.92%

XPXJ.L vs. IKOR.L - Expense Ratio Comparison

XPXJ.L has a 0.25% expense ratio, which is lower than IKOR.L's 0.74% expense ratio.

Dividends

XPXJ.L vs. IKOR.L - Dividend Comparison

XPXJ.L has not paid dividends to shareholders, while IKOR.L's dividend yield for the trailing twelve months is around 0.42%.

PositionTTM20252024202320222021202020192018201720162015
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		0.42%0.83%1.31%1.14%1.34%1.36%0.76%1.28%1.07%0.72%0.57%0.43%
XPXJ.L
Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XPXJ.L and IKOR.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XPXJ.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XPXJ.L is cheaper with a 0.25% expense ratio, compared with 0.74% for IKOR.L.

XPXJ.L tracks MSCI Pacific Ex Japan NR USD, while IKOR.L tracks MSCI Korea NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XPXJ.L and 0.74% for IKOR.L.

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