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

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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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

In the year-to-date period, IAPD.AS achieves a 2.70% return, which is significantly lower than SPYG's 12.18% return. Over the past 10 years, IAPD.AS has underperformed SPYG with an annualized return of 5.50%, while SPYG has yielded a comparatively higher 17.77% annualized return.


IAPD.AS

1D
0.00%
1M
2.66%
YTD
2.70%
6M
2.70%
1Y
20.28%
3Y*
13.71%
5Y*
8.30%
10Y*
5.50%

SPYG

1D
0.01%
1M
-0.19%
YTD
12.18%
6M
10.92%
1Y
27.58%
3Y*
23.66%
5Y*
15.19%
10Y*
17.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAPD.AS vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAPD.AS
iShares Asia Pacific Dividend UCITS ETF
2.70%13.43%13.03%9.11%4.12%12.14%-17.28%16.04%-10.54%2.53%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
12.18%7.60%44.97%26.13%-25.04%41.89%22.46%33.80%4.57%11.60%

Correlation

The correlation between IAPD.AS and SPYG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.22

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

0.24

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.38

Over the past year, the correlation between IAPD.AS and SPYG has dropped to 0.13 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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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
IAPD.AS Risk / Return Rank: 9797
Overall Rank
IAPD.AS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IAPD.AS Sortino Ratio Rank: 9797
Sortino Ratio Rank
IAPD.AS Omega Ratio Rank: 9898
Omega Ratio Rank
IAPD.AS Calmar Ratio Rank: 9595
Calmar Ratio Rank
IAPD.AS Martin Ratio Rank: 9797
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 4444
Overall Rank
SPYG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPYG Omega Ratio Rank: 4343
Omega Ratio Rank
SPYG Calmar Ratio Rank: 3939
Calmar Ratio Rank
SPYG Martin Ratio Rank: 4747
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.

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.ASSPYGDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

2.36

1.29

+1.07

Calmar ratioReturn relative to maximum drawdown

6.84

2.18

+4.66

Martin ratioReturn relative to average drawdown

39.82

7.49

+32.33

IAPD.AS vs. SPYG - Sharpe Ratio Comparison

The current IAPD.AS Sharpe Ratio is 3.27, which is higher than the SPYG Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IAPD.AS and SPYG, 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

IAPD.AS vs. SPYG - Drawdown Comparison

The maximum IAPD.AS drawdown since its inception was -75.90%, which is greater than SPYG's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IAPD.AS and SPYG.


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Drawdown Indicators


IAPD.ASSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-75.90%

-45.25%

-30.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-12.70%

+9.58%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-27.05%

+6.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.06%

-27.05%

+6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-42.65%

-30.75%

-11.90%

Current Drawdown

Current decline from peak

0.00%

-3.42%

+3.42%

Average Drawdown

Average peak-to-trough decline

-25.02%

-7.59%

-17.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

3.69%

-3.15%

Volatility

IAPD.AS vs. SPYG - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS ETF (IAPD.AS) is 2.62%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 6.43%. This indicates that IAPD.AS experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAPD.ASSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

6.43%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

12.77%

-10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

6.61%

17.05%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

21.06%

-8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

21.11%

-5.74%

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.


Dividends

IAPD.AS vs. SPYG - Dividend Comparison

IAPD.AS's dividend yield for the trailing twelve months is around 4.75%, more than SPYG's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IAPD.AS
iShares Asia Pacific Dividend UCITS ETF
4.75%4.31%5.20%5.83%7.01%5.42%3.68%5.52%5.93%4.78%4.40%5.39%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.50%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


IAPD.AS and SPYG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.59% for IAPD.AS.

IAPD.AS is categorized as Asia Pacific Equities, while SPYG is S&P 500. IAPD.AS tracks MSCI AC Asia Pacific NR USD, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.59% for IAPD.AS and 0.04% for SPYG.

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