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EMAD.L vs. PADV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAD.L vs. PADV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMAD.L is traded in USD, while PADV.L is traded in GBP. To make them comparable, the PADV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMAD.L achieves a 21.59% return, which is significantly higher than PADV.L's 6.08% return. Over the past 10 years, EMAD.L has outperformed PADV.L with an annualized return of 9.69%, while PADV.L has yielded a comparatively lower 6.56% annualized return.


EMAD.L

1D
-1.54%
1M
-8.90%
6M
14.74%
YTD
21.59%
1Y
36.41%
3Y*
20.83%
5Y*
6.55%
10Y*
9.69%

PADV.L

1D
0.28%
1M
0.57%
6M
3.80%
YTD
6.08%
1Y
14.05%
3Y*
11.00%
5Y*
5.21%
10Y*
6.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAD.L vs. PADV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (Acc)
21.59%32.13%11.12%6.54%-21.75%-6.15%28.24%16.78%-14.40%42.49%
PADV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
6.08%23.25%4.82%14.97%-15.76%3.00%-0.27%21.46%-9.18%29.49%

Correlation

The correlation between EMAD.L and PADV.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.72

Over the past year, the correlation between EMAD.L and PADV.L has dropped to 0.46 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

EMAD.L vs. PADV.L — Risk / Return Rank

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

EMAD.L
EMAD.L Risk / Return Rank: 5757
Overall Rank
EMAD.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EMAD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
EMAD.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMAD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMAD.L Martin Ratio Rank: 5757
Martin Ratio Rank

PADV.L
PADV.L Risk / Return Rank: 3737
Overall Rank
PADV.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PADV.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
PADV.L Omega Ratio Rank: 3535
Omega Ratio Rank
PADV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PADV.L Martin Ratio Rank: 3434
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.

EMAD.L vs. PADV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.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.


EMAD.LPADV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratioReturn relative to maximum drawdown

2.69

1.69

+1.00

Martin ratioReturn relative to average drawdown

8.03

4.10

+3.93

EMAD.L vs. PADV.L - Sharpe Ratio Comparison

The current EMAD.L Sharpe Ratio is 1.53, which is higher than the PADV.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EMAD.L and PADV.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.


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Drawdowns

EMAD.L vs. PADV.L - Drawdown Comparison

The maximum EMAD.L drawdown since its inception was -46.17%, which is greater than PADV.L's maximum drawdown of -42.71%. Use the drawdown chart below to compare losses from any high point for EMAD.L and PADV.L.


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Drawdown Indicators


EMAD.LPADV.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.17%

-42.71%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-8.27%

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-14.38%

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-39.17%

-33.61%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-46.17%

-35.54%

-10.63%

Current Drawdown

Current decline from peak

-11.48%

-2.79%

-8.69%

Average Drawdown

Average peak-to-trough decline

-14.72%

-17.79%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.42%

+1.08%

Volatility

EMAD.L vs. PADV.L - Volatility Comparison

State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) has a higher volatility of 9.84% compared to SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L) at 3.02%. This indicates that EMAD.L's price experiences larger fluctuations and is considered to be riskier than PADV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMAD.LPADV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

3.02%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

21.14%

9.56%

+11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.53%

12.52%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

15.13%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

15.34%

+4.81%

EMAD.L vs. PADV.L - Expense Ratio Comparison

Both EMAD.L and PADV.L have an expense ratio of 0.55%.


Dividends

EMAD.L vs. PADV.L - Dividend Comparison

EMAD.L has not paid dividends to shareholders, while PADV.L's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM20252024202320222021202020192018201720162015
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (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%
PADV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
2.84%2.96%3.06%2.94%3.44%2.90%2.96%2.79%2.38%1.76%2.14%3.13%

Frequently Asked Questions


EMAD.L and PADV.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EMAD.L and PADV.L have the same expense ratio: 0.55% per year.

EMAD.L tracks MSCI EM (Emerging Markets) Asia Index, while PADV.L tracks MSCI AC Asia Pacific NR USD.

Portfolio Optimizer

Find the right allocation for EMAD.L and PADV.L

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

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