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ATR.L vs. IUKD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATR.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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ATR.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATR.L
Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc
4.29%19.35%12.63%10.29%-17.46%4.94%35.64%13.08%-7.28%43.92%
IUKD.L
iShares UK Dividend UCITS ETF
4.23%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with ATR.L having a 4.29% return and IUKD.L slightly lower at 4.23%. Over the past 10 years, ATR.L has outperformed IUKD.L with an annualized return of 13.31%, while IUKD.L has yielded a comparatively lower 6.92% annualized return.


ATR.L

1D
4.29%
1M
-10.98%
YTD
4.29%
6M
5.80%
1Y
31.26%
3Y*
14.14%
5Y*
5.17%
10Y*
13.31%

IUKD.L

1D
1.27%
1M
-5.03%
YTD
4.23%
6M
14.22%
1Y
29.16%
3Y*
17.29%
5Y*
12.62%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ATR.L vs. IUKD.L — Risk / Return Rank

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

ATR.L
ATR.L Risk / Return Rank: 8282
Overall Rank
ATR.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ATR.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
ATR.L Omega Ratio Rank: 8080
Omega Ratio Rank
ATR.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
ATR.L Martin Ratio Rank: 8787
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 8989
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.

ATR.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.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.


ATR.LIUKD.LDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.14

-0.54

Sortino ratio

Return per unit of downside risk

2.20

2.68

-0.48

Omega ratio

Gain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratio

Return relative to maximum drawdown

2.20

3.00

-0.81

Martin ratio

Return relative to average drawdown

9.05

11.87

-2.82

ATR.L vs. IUKD.L - Sharpe Ratio Comparison

The current ATR.L Sharpe Ratio is 1.60, which is comparable to the IUKD.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ATR.L and IUKD.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


ATR.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.14

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.91

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.40

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.27

+0.14

Correlation

The correlation between ATR.L and IUKD.L is 0.33, 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

ATR.L vs. IUKD.L - Dividend Comparison

ATR.L's dividend yield for the trailing twelve months is around 1.97%, less than IUKD.L's 4.66% yield.


TTM20252024202320222021202020192018201720162015
ATR.L
Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc
1.97%2.05%2.38%2.50%2.08%1.40%1.33%1.68%1.45%1.24%1.49%1.71%
IUKD.L
iShares UK Dividend UCITS ETF
4.66%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Drawdowns

ATR.L vs. IUKD.L - Drawdown Comparison

The maximum ATR.L drawdown since its inception was -70.72%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for ATR.L and IUKD.L.


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Drawdown Indicators


ATR.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-61.95%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-9.92%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-19.93%

-9.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

-44.34%

+8.42%

Current Drawdown

Current decline from peak

-10.98%

-6.08%

-4.90%

Average Drawdown

Average peak-to-trough decline

-18.33%

-15.07%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.51%

+1.04%

Volatility

ATR.L vs. IUKD.L - Volatility Comparison

Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) has a higher volatility of 9.36% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 5.31%. This indicates that ATR.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


ATR.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

5.31%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

8.71%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

13.56%

+5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

13.87%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

17.22%

+3.57%