APEX.L vs. IYW
Compare and contrast key facts about Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) and iShares U.S. Technology ETF (IYW).
APEX.L and IYW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. APEX.L is a passively managed fund by Amundi that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Feb 21, 2019. IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000. Both APEX.L and IYW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
APEX.L vs. IYW - Performance Comparison
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APEX.L vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
APEX.L Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc | 4.12% | 32.38% | 11.51% | 4.94% | -18.85% | -3.67% | 0.79% |
IYW iShares U.S. Technology ETF | -7.61% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 3.43% |
Returns By Period
In the year-to-date period, APEX.L achieves a 4.12% return, which is significantly higher than IYW's -7.61% return.
APEX.L
- 1D
- 4.23%
- 1M
- -6.56%
- YTD
- 4.12%
- 6M
- 7.40%
- 1Y
- 33.65%
- 3Y*
- 15.67%
- 5Y*
- 3.25%
- 10Y*
- —
IYW
- 1D
- 1.65%
- 1M
- -3.50%
- YTD
- -7.61%
- 6M
- -6.42%
- 1Y
- 30.19%
- 3Y*
- 26.02%
- 5Y*
- 15.85%
- 10Y*
- 21.74%
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APEX.L vs. IYW - Expense Ratio Comparison
APEX.L has a 0.50% expense ratio, which is higher than IYW's 0.42% expense ratio.
Return for Risk
APEX.L vs. IYW — Risk / Return Rank
APEX.L
IYW
APEX.L vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) and iShares U.S. Technology ETF (IYW). 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.
| APEX.L | IYW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.13 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.73 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.77 | +0.83 |
Martin ratioReturn relative to average drawdown | 9.47 | 5.68 | +3.79 |
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
| APEX.L | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.13 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.62 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | 0.00 |
Correlation
The correlation between APEX.L and IYW is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
APEX.L vs. IYW - Dividend Comparison
APEX.L has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.15%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APEX.L Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Drawdowns
APEX.L vs. IYW - Drawdown Comparison
The maximum APEX.L drawdown since its inception was -43.98%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for APEX.L and IYW.
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Drawdown Indicators
| APEX.L | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -81.90% | +37.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -17.81% | +4.94% |
Max Drawdown (5Y)Largest decline over 5 years | -39.73% | -39.44% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -9.17% | -12.65% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -34.87% | +12.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 5.55% | -2.02% |
Volatility
APEX.L vs. IYW - Volatility Comparison
Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) and iShares U.S. Technology ETF (IYW) have volatilities of 8.00% and 8.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APEX.L | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 8.23% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 15.99% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 26.92% | -7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.54% | 25.78% | -6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 24.98% | -4.74% |