AIA vs. AAGIY
AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50 Index, while AAGIY (AIA Group Ltd ADR) is a stock. Over the past 10 years, AIA returned 15.19%/yr vs 7.35%/yr for AAGIY. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
AIA vs. AAGIY - Performance Comparison
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Returns By Period
In the year-to-date period, AIA achieves a 44.58% return, which is significantly higher than AAGIY's -9.77% return. Over the past 10 years, AIA has outperformed AAGIY with an annualized return of 15.19%, while AAGIY has yielded a comparatively lower 7.35% annualized return.
AIA
- 1D
- 0.41%
- 1M
- 0.11%
- YTD
- 44.58%
- 6M
- 46.86%
- 1Y
- 76.36%
- 3Y*
- 36.48%
- 5Y*
- 11.23%
- 10Y*
- 15.19%
AAGIY
- 1D
- -3.19%
- 1M
- -14.22%
- YTD
- -9.77%
- 6M
- -13.60%
- 1Y
- 2.26%
- 3Y*
- 0.42%
- 5Y*
- -3.69%
- 10Y*
- 7.35%
AIA vs. AAGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 44.58% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
AAGIY AIA Group Ltd ADR | -9.77% | 46.33% | -12.94% | -20.35% | 12.33% | -16.82% | 18.71% | 30.08% | -2.70% | 56.35% |
Correlation
The correlation between AIA and AAGIY 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 | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2011 | 0.60 |
The correlation between AIA and AAGIY shifts across timeframes, from 0.41 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AIA vs. AAGIY — Risk / Return Rank
AIA
AAGIY
AIA vs. AAGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and AIA Group Ltd ADR (AAGIY). 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.
| AIA | AAGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.04 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 0.11 | +5.32 |
| Martin ratioReturn relative to average drawdown | 18.38 | 0.34 | +18.04 |
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Drawdowns
AIA vs. AAGIY - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than AAGIY's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for AIA and AAGIY.
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Drawdown Indicators
| AIA | AAGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -55.79% | -5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -21.49% | +7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -43.90% | +22.26% |
Max Drawdown (5Y)Largest decline over 5 years | -50.11% | -51.73% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -55.79% | +1.15% |
Current DrawdownCurrent decline from peak | -6.47% | -24.47% | +18.00% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -14.60% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 6.58% | -2.41% |
Volatility
AIA vs. AAGIY - Volatility Comparison
iShares Asia 50 ETF (AIA) has a higher volatility of 16.19% compared to AIA Group Ltd ADR (AAGIY) at 11.18%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than AAGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIA | AAGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.19% | 11.18% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 26.31% | 20.35% | +5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 27.52% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.33% | 30.63% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 29.18% | -5.26% |
Dividends
AIA vs. AAGIY - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.52%, less than AAGIY's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAGIY AIA Group Ltd ADR | 2.71% | 2.26% | 4.91% | 2.29% | 1.70% | 1.69% | 1.29% | 1.50% | 1.46% | 2.17% | 3.26% | 1.00% |
AIA iShares Asia 50 ETF | 1.52% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
Frequently Asked Questions
AIA and AAGIY 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.
AIA has higher volatility (16.19%) compared to AAGIY (11.18%). In terms of maximum drawdown, AIA dropped -60.89% vs AAGIY's -55.79%.
AIA currently has the higher Sharpe Ratio (2.61 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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