PortfoliosLab logoPortfoliosLab logo
C300.L vs. IAPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C300.L vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

C300.L is traded in USD, while IAPD.L is traded in GBp. To make them comparable, the IAPD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C300.L achieves a 12.15% return, which is significantly lower than IAPD.L's 15.29% return.


C300.L

1D
0.00%
1M
-1.79%
6M
9.28%
YTD
12.15%
1Y
38.21%
3Y*
15.49%
5Y*
10Y*

IAPD.L

1D
1.14%
1M
2.42%
6M
10.89%
YTD
15.29%
1Y
32.78%
3Y*
20.44%
5Y*
10.76%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C300.L vs. IAPD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
12.15%33.78%14.79%-11.81%1.72%
IAPD.L
iShares Asia Pacific Dividend UCITS
15.29%30.05%6.09%12.89%0.30%

Correlation

The correlation between C300.L and IAPD.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.46

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

C300.L vs. IAPD.L — Risk / Return Rank

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

C300.L
C300.L Risk / Return Rank: 8181
Overall Rank
C300.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
C300.L Omega Ratio Rank: 7272
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
C300.L Martin Ratio Rank: 8787
Martin Ratio Rank

IAPD.L
IAPD.L Risk / Return Rank: 9191
Overall Rank
IAPD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 8181
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.

C300.L vs. IAPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and iShares Asia Pacific Dividend UCITS (IAPD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


C300.LIAPD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratioReturn relative to maximum drawdown

5.02

4.10

+0.92

Martin ratioReturn relative to average drawdown

14.57

11.01

+3.57

C300.L vs. IAPD.L - Sharpe Ratio Comparison

The current C300.L Sharpe Ratio is 1.94, which is comparable to the IAPD.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of C300.L and IAPD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

C300.L vs. IAPD.L - Drawdown Comparison

The maximum C300.L drawdown since its inception was -31.77%, smaller than the maximum IAPD.L drawdown of -70.10%. Use the drawdown chart below to compare losses from any high point for C300.L and IAPD.L.


Loading charts...

Drawdown Indicators


C300.LIAPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.77%

-70.10%

+38.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-7.96%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.06%

-18.35%

-9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.48%

Current Drawdown

Current decline from peak

-4.93%

-1.30%

-3.63%

Average Drawdown

Average peak-to-trough decline

-13.81%

-13.01%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.97%

-0.34%

Volatility

C300.L vs. IAPD.L - Volatility Comparison

Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a higher volatility of 9.15% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 3.63%. This indicates that C300.L's price experiences larger fluctuations and is considered to be riskier than IAPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


C300.LIAPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

3.63%

+5.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

10.36%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

12.71%

+7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

14.99%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

16.74%

+5.60%

C300.L vs. IAPD.L - Expense Ratio Comparison

C300.L has a 0.35% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.


Dividends

C300.L vs. IAPD.L - Dividend Comparison

C300.L has not paid dividends to shareholders, while IAPD.L's dividend yield for the trailing twelve months is around 4.16%.


PositionTTM20252024202320222021202020192018201720162015
C300.L
Invesco S&P China A 300 Swap 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%
IAPD.L
iShares Asia Pacific Dividend UCITS
4.16%4.20%5.25%5.77%6.84%5.51%3.70%5.67%5.87%4.71%4.22%5.31%

Frequently Asked Questions


C300.L and IAPD.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C300.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C300.L is cheaper with a 0.35% expense ratio, compared with 0.59% for IAPD.L.

C300.L is categorized as China Equities, while IAPD.L is Asia Pacific Equities. C300.L tracks S&P China A 300 Index, while IAPD.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for C300.L and 0.59% for IAPD.L.

Portfolio Optimizer

Find the right allocation for C300.L and IAPD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer