IAPD.AS vs. SPYD

Last updated Jul 21, 2026

IAPD.AS (iShares Asia Pacific Dividend UCITS ETF) and SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) are both exchange-traded funds - IAPD.AS is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while SPYD is a S&P 500 fund tracking the S&P 500 High Dividend Index. Both are passively managed. IAPD.AS charges 0.59%/yr vs 0.07%/yr for SPYD.

Performance

IAPD.AS vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Asia Pacific Dividend UCITS ETF (IAPD.AS) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IAPD.AS is traded in EUR, while SPYD is traded in USD. To make them comparable, the SPYD values have been converted to EUR using the latest available exchange rates.

Returns By Period

IAPD.AS

• 1D: 0.00%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SPYD

• 1D: -0.20%
• 1M: 5.19%
• 6M: 13.70%
• YTD: 19.59%
• 1Y: 20.84%
• 3Y*: 12.61%
• 5Y*: 9.93%
• 10Y*: 8.09%
• ALL TIME*: 9.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IAPD.AS vs. SPYD - Yearly Performance Comparison

	2026 (YTD)
IAPD.AS iShares Asia Pacific Dividend UCITS ETF	0.00%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	-0.47%

Return for Risk

IAPD.AS vs. SPYD — Risk / Return Rank

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

IAPD.AS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPYD

SPYD Risk / Return Rank: 65
SPYD Sharpe Ratio Rank: 64
SPYD Sortino Ratio Rank: 69
SPYD Omega Ratio Rank: 58
SPYD Calmar Ratio Rank: 72
SPYD Martin Ratio Rank: 60

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.

IAPD.AS vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS ETF (IAPD.AS) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.

	IAPD.AS	SPYD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.69	—
Sortino ratio: Return per unit of downside risk	—	2.47	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	3.63	—
Martin ratio: Return relative to average drawdown	—	9.79	—

Drawdowns

IAPD.AS vs. SPYD - Drawdown Comparison

The maximum IAPD.AS drawdown since its inception was 0.00%, smaller than the maximum SPYD drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for IAPD.AS and SPYD.

Drawdown Indicators

	IAPD.AS	SPYD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-45.82%	+45.82%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.77%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.82%	—
Current Drawdown Current decline from peak	0.00%	-0.47%	+0.47%
Average Drawdown Average peak-to-trough decline	0.00%	-8.00%	+8.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.13%	—

Volatility

Volatility by Period

	IAPD.AS	SPYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.38%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.75%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.22%	—

IAPD.AS vs. SPYD - Expense Ratio Comparison

IAPD.AS has a 0.59% expense ratio, which is higher than SPYD's 0.07% expense ratio.

Dividends

IAPD.AS vs. SPYD - Dividend Comparison

IAPD.AS has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IAPD.AS iShares Asia Pacific Dividend UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	4.13%	4.52%	4.31%	4.66%	5.01%	3.68%	4.95%	4.42%	4.75%	4.63%	4.34%	1.13%

Frequently Asked Questions

Which ETF is better, IAPD.AS or SPYD?

On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IAPD.AS or SPYD?

SPYD is cheaper with a 0.07% expense ratio, compared with 0.59% for IAPD.AS.

What is the main difference between IAPD.AS and SPYD?

IAPD.AS is categorized as Asia Pacific Equities, while SPYD is S&P 500. IAPD.AS tracks MSCI AC Asia Pacific NR USD, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.59% for IAPD.AS and 0.07% for SPYD.