EXV2.DE vs. IAPD.L
EXV2.DE (iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)) and IAPD.L (iShares Asia Pacific Dividend UCITS) are both exchange-traded funds - EXV2.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications, while IAPD.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD. Both are passively managed. Over the past 10 years, EXV2.DE returned 3.97%/yr vs 8.61%/yr for IAPD.L. At a 0.44 correlation, their price movements are largely independent. EXV2.DE charges 0.47%/yr vs 0.59%/yr for IAPD.L.
Performance
EXV2.DE vs. IAPD.L - Performance Comparison
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Different Trading Currencies
EXV2.DE is traded in EUR, while IAPD.L is traded in GBp. To make them comparable, the IAPD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXV2.DE achieves a 26.64% return, which is significantly higher than IAPD.L's 14.21% return. Over the past 10 years, EXV2.DE has underperformed IAPD.L with an annualized return of 3.97%, while IAPD.L has yielded a comparatively higher 8.61% annualized return.
EXV2.DE
- 1D
- -1.86%
- 1M
- 3.85%
- YTD
- 26.64%
- 6M
- 29.99%
- 1Y
- 24.20%
- 3Y*
- 21.19%
- 5Y*
- 10.41%
- 10Y*
- 3.97%
IAPD.L
- 1D
- -0.05%
- 1M
- 0.58%
- YTD
- 14.21%
- 6M
- 14.91%
- 1Y
- 38.27%
- 3Y*
- 20.24%
- 5Y*
- 12.57%
- 10Y*
- 8.61%
EXV2.DE vs. IAPD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV2.DE iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) | 26.64% | 16.14% | 20.74% | 7.73% | -14.23% | 14.83% | -12.76% | 5.29% | -9.19% | 0.27% |
IAPD.L iShares Asia Pacific Dividend UCITS | 14.21% | 16.50% | 14.80% | 11.30% | 5.65% | 13.77% | -16.43% | 19.10% | -9.67% | 3.99% |
Correlation
The correlation between EXV2.DE and IAPD.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.44 |
The correlation between EXV2.DE and IAPD.L shifts across timeframes, from 0.27 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXV2.DE vs. IAPD.L — Risk / Return Rank
EXV2.DE
IAPD.L
EXV2.DE vs. IAPD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) 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.
| EXV2.DE | IAPD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.64 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 6.48 | -3.34 |
| Martin ratioReturn relative to average drawdown | 6.51 | 23.25 | -16.74 |
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
| EXV2.DE | IAPD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 3.53 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.96 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.53 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.40 | -0.24 |
Drawdowns
EXV2.DE vs. IAPD.L - Drawdown Comparison
The maximum EXV2.DE drawdown since its inception was -52.20%, smaller than the maximum IAPD.L drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for EXV2.DE and IAPD.L.
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Drawdown Indicators
| EXV2.DE | IAPD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.20% | -63.26% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -5.88% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -18.47% | +8.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.16% | -18.47% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -37.75% | -42.33% | +4.58% |
Current DrawdownCurrent decline from peak | -2.36% | -1.84% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -9.52% | -12.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 1.64% | +1.87% |
Volatility
EXV2.DE vs. IAPD.L - Volatility Comparison
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) has a higher volatility of 6.03% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 3.39%. This indicates that EXV2.DE'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.
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Volatility by Period
| EXV2.DE | IAPD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 3.39% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 8.26% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 10.79% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 13.12% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.07% | -0.06% |
EXV2.DE vs. IAPD.L - Expense Ratio Comparison
EXV2.DE has a 0.47% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.
Dividends
EXV2.DE vs. IAPD.L - Dividend Comparison
EXV2.DE's dividend yield for the trailing twelve months is around 1.99%, less than IAPD.L's 4.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV2.DE iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) | 1.99% | 2.38% | 2.85% | 3.28% | 2.84% | 2.14% | 2.67% | 3.56% | 3.52% | 13.78% | 3.96% | 4.01% |
IAPD.L iShares Asia Pacific Dividend UCITS | 4.89% | 5.67% | 6.72% | 7.29% | 8.34% | 7.53% | 4.77% | 7.26% | 7.70% | 6.15% | 5.60% | 8.10% |
Frequently Asked Questions
EXV2.DE and IAPD.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXV2.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXV2.DE is cheaper with a 0.47% expense ratio, compared with 0.59% for IAPD.L.
EXV2.DE is categorized as Communications Equities, while IAPD.L is Asia Pacific Equities. EXV2.DE tracks STOXX® Europe 600 Telecommunications, while IAPD.L tracks MSCI AC Asia Pacific NR USD. Their fees differ too: 0.47% for EXV2.DE and 0.59% for IAPD.L.
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