ASL.L vs. IUKD.L
ASL.L (Aberforth Smaller Companies Trust plc) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, ASL.L returned 7.61%/yr vs 7.13%/yr for IUKD.L. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
ASL.L vs. IUKD.L - Performance Comparison
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Returns By Period
In the year-to-date period, ASL.L achieves a 5.03% return, which is significantly lower than IUKD.L's 6.70% return. Over the past 10 years, ASL.L has outperformed IUKD.L with an annualized return of 7.61%, while IUKD.L has yielded a comparatively lower 7.13% annualized return.
ASL.L
- 1D
- -0.98%
- 1M
- 4.55%
- YTD
- 5.03%
- 6M
- 7.07%
- 1Y
- 11.97%
- 3Y*
- 12.04%
- 5Y*
- 4.10%
- 10Y*
- 7.61%
IUKD.L
- 1D
- -0.41%
- 1M
- -0.15%
- YTD
- 6.70%
- 6M
- 9.60%
- 1Y
- 23.70%
- 3Y*
- 18.69%
- 5Y*
- 11.78%
- 10Y*
- 7.13%
ASL.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASL.L Aberforth Smaller Companies Trust plc | 5.03% | 10.86% | 10.70% | 8.01% | -7.29% | 20.31% | -16.46% | 39.70% | -11.76% | 22.64% |
IUKD.L iShares UK Dividend UCITS ETF | 6.70% | 32.12% | 12.27% | 5.81% | -1.44% | 23.43% | -17.92% | 18.86% | -14.11% | 6.92% |
Correlation
The correlation between ASL.L and IUKD.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2005 | 0.58 |
The correlation between ASL.L and IUKD.L has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
ASL.L vs. IUKD.L — Risk / Return Rank
ASL.L
IUKD.L
ASL.L vs. IUKD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberforth Smaller Companies Trust plc (ASL.L) and iShares UK Dividend UCITS ETF (IUKD.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.
| ASL.L | IUKD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.38 | -1.68 |
| Martin ratioReturn relative to average drawdown | 2.17 | 8.64 | -6.47 |
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
| ASL.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.11 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.85 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.41 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.28 | +0.32 |
Drawdowns
ASL.L vs. IUKD.L - Drawdown Comparison
The maximum ASL.L drawdown since its inception was -60.11%, roughly equal to the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for ASL.L and IUKD.L.
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Drawdown Indicators
| ASL.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -61.95% | +1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -9.92% | -7.16% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -10.52% | -14.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -19.93% | -12.05% |
Max Drawdown (10Y)Largest decline over 10 years | -59.56% | -44.34% | -15.22% |
Current DrawdownCurrent decline from peak | -5.85% | -3.86% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -14.98% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 2.74% | +2.76% |
Volatility
ASL.L vs. IUKD.L - Volatility Comparison
Aberforth Smaller Companies Trust plc (ASL.L) has a higher volatility of 4.66% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 4.03%. This indicates that ASL.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASL.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.03% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 9.32% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 11.21% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 13.83% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 17.22% | +4.18% |
Dividends
ASL.L vs. IUKD.L - Dividend Comparison
ASL.L's dividend yield for the trailing twelve months is around 3.65%, less than IUKD.L's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASL.L Aberforth Smaller Companies Trust plc | 3.65% | 3.20% | 3.48% | 3.50% | 2.75% | 2.31% | 2.92% | 2.50% | 3.16% | 2.30% | 2.63% | 2.11% |
IUKD.L iShares UK Dividend UCITS ETF | 4.55% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Frequently Asked Questions
ASL.L and IUKD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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