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IAPD.AS vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAPD.AS vs. SPYG - 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 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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IAPD.AS vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAPD.AS
iShares Asia Pacific Dividend UCITS ETF
0.00%12.38%13.48%9.69%4.51%13.14%-16.78%16.80%-9.72%3.24%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-5.47%7.60%44.97%26.13%-25.04%41.89%22.46%33.80%4.57%11.60%
Different Trading Currencies

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

Returns By Period


IAPD.AS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SPYG

1D
1.21%
1M
-3.23%
YTD
-5.47%
6M
-3.87%
1Y
14.99%
3Y*
19.77%
5Y*
12.93%
10Y*
15.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAPD.AS vs. SPYG - Expense Ratio Comparison

IAPD.AS has a 0.59% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

IAPD.AS vs. SPYG — Risk / Return Rank

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

IAPD.AS

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
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.

IAPD.AS vs. SPYG - 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 Growth ETF (SPYG). 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.


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

IAPD.AS vs. SPYG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IAPD.ASSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Correlation

The correlation between IAPD.AS and SPYG is 0.39, 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

IAPD.AS vs. SPYG - Dividend Comparison

IAPD.AS's dividend yield for the trailing twelve months is around 4.85%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
IAPD.AS
iShares Asia Pacific Dividend UCITS ETF
4.85%5.02%5.58%6.33%7.38%6.33%4.28%6.18%6.90%5.48%4.80%5.95%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

IAPD.AS vs. SPYG - Drawdown Comparison


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Drawdown Indicators


IAPD.ASSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-67.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-9.06%

Average Drawdown

Average peak-to-trough decline

-24.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

Volatility

IAPD.AS vs. SPYG - Volatility Comparison


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Volatility by Period


IAPD.ASSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%