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

Correlation

The correlation between AIA and VWO 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.


-0.50.00.51.0
Correlation: 0.7

Performance

AIA vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
103.23%
36.65%
AIA
VWO

Key characteristics

Sharpe Ratio

AIA:

0.71

VWO:

0.62

Sortino Ratio

AIA:

1.15

VWO:

0.99

Omega Ratio

AIA:

1.15

VWO:

1.13

Calmar Ratio

AIA:

0.53

VWO:

0.59

Martin Ratio

AIA:

2.68

VWO:

1.96

Ulcer Index

AIA:

7.18%

VWO:

5.80%

Daily Std Dev

AIA:

27.21%

VWO:

18.50%

Max Drawdown

AIA:

-60.89%

VWO:

-67.68%

Current Drawdown

AIA:

-25.28%

VWO:

-9.21%

Returns By Period

In the year-to-date period, AIA achieves a 2.58% return, which is significantly higher than VWO's 1.99% return. Over the past 10 years, AIA has outperformed VWO with an annualized return of 4.76%, while VWO has yielded a comparatively lower 3.08% annualized return.


AIA

YTD

2.58%

1M

-6.75%

6M

-2.88%

1Y

15.81%

5Y*

5.43%

10Y*

4.76%

VWO

YTD

1.99%

1M

-2.65%

6M

-2.21%

1Y

9.44%

5Y*

7.94%

10Y*

3.08%

*Annualized

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AIA vs. VWO - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than VWO's 0.08% expense ratio.


Expense ratio chart for AIA: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIA: 0.50%
Expense ratio chart for VWO: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWO: 0.08%

Risk-Adjusted Performance

AIA vs. VWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIA
The Risk-Adjusted Performance Rank of AIA is 7070
Overall Rank
The Sharpe Ratio Rank of AIA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AIA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AIA is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AIA is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AIA is 7070
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6565
Overall Rank
The Sharpe Ratio Rank of VWO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIA vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


The chart of Sharpe ratio for AIA, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.00
AIA: 0.71
VWO: 0.62
The chart of Sortino ratio for AIA, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.00
AIA: 1.15
VWO: 0.99
The chart of Omega ratio for AIA, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
AIA: 1.15
VWO: 1.13
The chart of Calmar ratio for AIA, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
AIA: 0.53
VWO: 0.59
The chart of Martin ratio for AIA, currently valued at 2.68, compared to the broader market0.0020.0040.0060.00
AIA: 2.68
VWO: 1.96

The current AIA Sharpe Ratio is 0.71, which is comparable to the VWO Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of AIA and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.62
AIA
VWO

Dividends

AIA vs. VWO - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 2.71%, less than VWO's 3.16% yield.


TTM20242023202220212020201920182017201620152014
AIA
iShares Asia 50 ETF
2.71%2.78%2.62%2.59%1.53%1.11%2.24%2.50%1.45%2.29%2.88%2.24%
VWO
Vanguard FTSE Emerging Markets ETF
3.16%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

AIA vs. VWO - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for AIA and VWO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.28%
-9.21%
AIA
VWO

Volatility

AIA vs. VWO - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 14.70% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 11.02%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.70%
11.02%
AIA
VWO