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AIA vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AIASPY
YTD Return4.62%10.41%
1Y Return1.47%34.16%
3Y Return (Ann)-11.20%11.38%
5Y Return (Ann)1.86%14.99%
10Y Return (Ann)5.06%12.96%
Sharpe Ratio0.222.93
Daily Std Dev19.79%11.54%
Max Drawdown-60.89%-55.19%
Current Drawdown-36.64%0.00%

Correlation

0.69
-1.001.00

The correlation between AIA and SPY is 0.69, 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.

Performance

AIA vs. SPY - Performance Comparison

In the year-to-date period, AIA achieves a 4.62% return, which is significantly lower than SPY's 10.41% return. Over the past 10 years, AIA has underperformed SPY with an annualized return of 5.06%, while SPY has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
71.91%
393.20%
AIA
SPY

Compare stocks, funds, or ETFs


iShares Asia 50 ETF

SPDR S&P 500 ETF

AIA vs. SPY - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.

AIA
iShares Asia 50 ETF
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

AIA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AIA
iShares Asia 50 ETF
0.22
SPY
SPDR S&P 500 ETF
2.93

AIA vs. SPY - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 0.22, which is lower than the SPY Sharpe Ratio of 2.93. The chart below compares the 12-month rolling Sharpe Ratio of AIA and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.22
2.93
AIA
SPY

Dividends

AIA vs. SPY - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 2.50%, more than SPY's 1.28% yield.


TTM20232022202120202019201820172016201520142013
AIA
iShares Asia 50 ETF
2.50%2.62%2.58%1.52%1.10%2.22%2.49%1.44%2.27%2.85%2.22%2.05%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AIA vs. SPY - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than SPY's maximum drawdown of -55.19%. The drawdown chart below compares losses from any high point along the way for AIA and SPY


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-36.64%
0
AIA
SPY

Volatility

AIA vs. SPY - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 5.17% compared to SPDR S&P 500 ETF (SPY) at 2.75%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
5.17%
2.75%
AIA
SPY