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ASDV.L vs. V3PL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASDV.L vs. V3PL.DE - 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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). The values are adjusted to include any dividend payments, if applicable.

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ASDV.L vs. V3PL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
3.40%23.27%4.84%15.47%16.50%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
8.67%31.39%1.27%13.80%13.65%
Different Trading Currencies

ASDV.L is traded in USD, while V3PL.DE is traded in EUR. To make them comparable, the V3PL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASDV.L achieves a 3.40% return, which is significantly lower than V3PL.DE's 8.67% return.


ASDV.L

1D
2.05%
1M
-2.40%
YTD
3.40%
6M
5.51%
1Y
20.39%
3Y*
14.49%
5Y*
4.81%
10Y*
7.06%

V3PL.DE

1D
5.45%
1M
-5.69%
YTD
8.67%
6M
14.78%
1Y
39.74%
3Y*
16.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASDV.L vs. V3PL.DE - Expense Ratio Comparison

ASDV.L has a 0.55% expense ratio, which is higher than V3PL.DE's 0.17% expense ratio.


Return for Risk

ASDV.L vs. V3PL.DE — 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: 7878
Overall Rank
ASDV.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ASDV.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ASDV.L Omega Ratio Rank: 7575
Omega Ratio Rank
ASDV.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ASDV.L Martin Ratio Rank: 7575
Martin Ratio Rank

V3PL.DE
V3PL.DE Risk / Return Rank: 8282
Overall Rank
V3PL.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
V3PL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
V3PL.DE Omega Ratio Rank: 8080
Omega Ratio Rank
V3PL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PL.DE Martin Ratio Rank: 8585
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. V3PL.DE - 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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). 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.LV3PL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.01

-0.48

Sortino ratio

Return per unit of downside risk

2.06

2.68

-0.62

Omega ratio

Gain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratio

Return relative to maximum drawdown

2.65

3.05

-0.40

Martin ratio

Return relative to average drawdown

8.46

12.06

-3.61

ASDV.L vs. V3PL.DE - Sharpe Ratio Comparison

The current ASDV.L Sharpe Ratio is 1.53, which is comparable to the V3PL.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ASDV.L and V3PL.DE, 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.LV3PL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.01

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.20

-0.78

Correlation

The correlation between ASDV.L and V3PL.DE is 0.71, 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. V3PL.DE - Dividend Comparison

ASDV.L's dividend yield for the trailing twelve months is around 2.88%, more than V3PL.DE's 1.70% yield.


TTM20252024202320222021202020192018201720162015
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
2.88%2.85%3.11%2.89%3.63%2.98%2.82%2.65%2.52%1.70%2.37%3.24%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
1.70%1.90%2.16%2.13%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASDV.L vs. V3PL.DE - Drawdown Comparison

The maximum ASDV.L drawdown since its inception was -35.08%, which is greater than V3PL.DE's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for ASDV.L and V3PL.DE.


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Drawdown Indicators


ASDV.LV3PL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.08%

-17.66%

-17.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-11.35%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

Current Drawdown

Current decline from peak

-4.71%

-6.62%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.21%

-2.84%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.82%

-0.37%

Volatility

ASDV.L vs. V3PL.DE - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) is 4.75%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) has a volatility of 8.87%. This indicates that ASDV.L experiences smaller price fluctuations and is considered to be less risky than V3PL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASDV.LV3PL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

8.87%

-4.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

14.35%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

19.68%

-6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

16.35%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

16.35%

-1.04%