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ASDV.L vs. IDAP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ASDV.L vs. IDAP.L

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) and iShares Asia Pacific Dividend UCITS (IDAP.L).

ASDV.L and IDAP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASDV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. IDAP.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on Jun 2, 2006. Both ASDV.L and IDAP.L 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

ASDV.L vs. IDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) and iShares Asia Pacific Dividend UCITS (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

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ASDV.L vs. IDAP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS		1.33%23.27%4.84%15.47%-15.61%2.54%0.15%20.64%-9.03%29.85%
IDAP.L
iShares Asia Pacific Dividend UCITS		8.16%29.69%6.18%13.48%-1.96%3.39%-9.38%13.90%-15.23%17.00%

Returns By Period

In the year-to-date period, ASDV.L achieves a 1.33% return, which is significantly lower than IDAP.L's 8.16% return. Over the past 10 years, ASDV.L has underperformed IDAP.L with an annualized return of 6.84%, while IDAP.L has yielded a comparatively higher 7.24% annualized return.

ASDV.L

1D
0.89%
1M
-6.62%
YTD
1.33%
6M
3.68%
1Y
19.04%
3Y*
13.72%
5Y*
4.39%
10Y*
6.84%

IDAP.L

1D
0.40%
1M
-7.04%
YTD
8.16%
6M
16.04%
1Y
40.93%
3Y*
18.52%
5Y*
9.54%
10Y*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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SPDR S&P Pan Asia Dividend Aristocrats UCITS

iShares Asia Pacific Dividend UCITS

Often compared with ASDV.L:
ASDV.L vs. GGRG.LASDV.L vs. KLIPASDV.L vs. QQQASDV.L vs. V3PL.DEASDV.L vs. VHYD.LASDV.L vs. EQQQ.LASDV.L vs. 5MVL.DE
Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. DVYAIDAP.L vs. HYGWIDAP.L vs. SEDY.LIDAP.L vs. VYMIIDAP.L vs. LCAL.L

ASDV.L vs. IDAP.L - Expense Ratio Comparison

ASDV.L has a 0.55% expense ratio, which is lower than IDAP.L's 0.59% expense ratio.

IDAP.L
iShares Asia Pacific Dividend UCITS
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS

Return for Risk

ASDV.L vs. IDAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASDV.L
ASDV.L Risk / Return Rank: 7676
Overall Rank
ASDV.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASDV.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ASDV.L Omega Ratio Rank: 7474
Omega Ratio Rank
ASDV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
ASDV.L Martin Ratio Rank: 7171
Martin Ratio Rank
IDAP.L
IDAP.L Risk / Return Rank: 9595
Overall Rank
IDAP.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 9696
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASDV.L vs. IDAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) and iShares Asia Pacific Dividend UCITS (IDAP.L). 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.

ASDV.LIDAP.LDifference

Sharpe ratio

Return per unit of total volatility

1.44

2.65

-1.21

Sortino ratio

Return per unit of downside risk

1.94

3.20

-1.26

Omega ratio

Gain probability vs. loss probability

1.27

1.53

-0.25

Calmar ratio

Return relative to maximum drawdown

2.09

3.16

-1.07

Martin ratio

Return relative to average drawdown

7.25

15.05

-7.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASDV.L vs. IDAP.L - Sharpe Ratio Comparison

The current ASDV.L Sharpe Ratio is 1.44, which is lower than the IDAP.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ASDV.L and IDAP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ASDV.LIDAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.65

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.65

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.43

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.23

+0.18

Correlation

The correlation between ASDV.L and IDAP.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ASDV.L vs. IDAP.L - Dividend Comparison

ASDV.L's dividend yield for the trailing twelve months is around 2.94%, less than IDAP.L's 3.80% yield.

TTM20252024202320222021202020192018201720162015
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS		2.94%2.85%3.11%2.89%3.63%2.98%2.82%2.65%2.52%1.70%2.37%3.24%
IDAP.L
iShares Asia Pacific Dividend UCITS		3.80%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%

Drawdowns

ASDV.L vs. IDAP.L - Drawdown Comparison

The maximum ASDV.L drawdown since its inception was -35.08%, smaller than the maximum IDAP.L drawdown of -69.37%. Use the drawdown chart below to compare losses from any high point for ASDV.L and IDAP.L.

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Drawdown Indicators

ASDV.LIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.08%

-69.37%

+34.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-12.81%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

-25.99%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

-45.71%

+10.63%

Current Drawdown

Current decline from peak

-6.62%

-7.04%

+0.42%

Average Drawdown

Average peak-to-trough decline

-8.22%

-11.25%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.60%

-0.12%

Volatility

ASDV.L vs. IDAP.L - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) is 5.01%, while iShares Asia Pacific Dividend UCITS (IDAP.L) has a volatility of 6.00%. This indicates that ASDV.L experiences smaller price fluctuations and is considered to be less risky than IDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASDV.LIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

6.00%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

9.28%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

15.39%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

14.67%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

16.75%

-1.45%