AAGIY vs. SPDW
Compare and contrast key facts about AIA Group Ltd ADR (AAGIY) and SPDR Portfolio World ex-US ETF (SPDW).
SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Performance
AAGIY vs. SPDW - Performance Comparison
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AAGIY vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAGIY AIA Group Ltd ADR | 8.53% | 46.33% | -12.94% | -20.35% | 12.33% | -16.82% | 18.71% | 30.08% | -2.70% | 56.35% |
SPDW SPDR Portfolio World ex-US ETF | 2.79% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 9.90% | 22.41% | -14.22% | 25.81% |
Returns By Period
In the year-to-date period, AAGIY achieves a 8.53% return, which is significantly higher than SPDW's 2.79% return. Both investments have delivered pretty close results over the past 10 years, with AAGIY having a 9.63% annualized return and SPDW not far behind at 9.30%.
AAGIY
- 1D
- 2.67%
- 1M
- 0.82%
- YTD
- 8.53%
- 6M
- 15.87%
- 1Y
- 51.31%
- 3Y*
- 5.22%
- 5Y*
- 0.50%
- 10Y*
- 9.63%
SPDW
- 1D
- 3.30%
- 1M
- -8.46%
- YTD
- 2.79%
- 6M
- 8.61%
- 1Y
- 29.84%
- 3Y*
- 16.03%
- 5Y*
- 8.28%
- 10Y*
- 9.30%
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Return for Risk
AAGIY vs. SPDW — Risk / Return Rank
AAGIY
SPDW
AAGIY vs. SPDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AIA Group Ltd ADR (AAGIY) and SPDR Portfolio World ex-US ETF (SPDW). 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.
| AAGIY | SPDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.71 | +0.12 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.34 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.49 | +0.52 |
Martin ratioReturn relative to average drawdown | 9.54 | 9.76 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAGIY | SPDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.71 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.51 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.21 | +0.18 |
Correlation
The correlation between AAGIY and SPDW is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AAGIY vs. SPDW - Dividend Comparison
AAGIY's dividend yield for the trailing twelve months is around 2.08%, less than SPDW's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAGIY AIA Group Ltd ADR | 2.08% | 2.26% | 4.91% | 2.29% | 1.70% | 1.69% | 1.29% | 1.50% | 1.46% | 2.17% | 3.26% | 1.00% |
SPDW SPDR Portfolio World ex-US ETF | 3.21% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
AAGIY vs. SPDW - Drawdown Comparison
The maximum AAGIY drawdown since its inception was -55.79%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for AAGIY and SPDW.
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Drawdown Indicators
| AAGIY | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.79% | -60.02% | +4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -11.55% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -54.45% | -30.21% | -24.24% |
Max Drawdown (10Y)Largest decline over 10 years | -55.79% | -34.98% | -20.81% |
Current DrawdownCurrent decline from peak | -9.16% | -8.63% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -14.62% | -13.01% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 2.94% | +2.29% |
Volatility
AAGIY vs. SPDW - Volatility Comparison
AIA Group Ltd ADR (AAGIY) has a higher volatility of 9.19% compared to SPDR Portfolio World ex-US ETF (SPDW) at 8.31%. This indicates that AAGIY's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAGIY | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 8.31% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 11.51% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 17.57% | +10.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.52% | 16.26% | +14.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 17.15% | +11.97% |