IAPD.L vs. EXV2.DE
IAPD.L (iShares Asia Pacific Dividend UCITS) and EXV2.DE (iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)) are both exchange-traded funds - IAPD.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while EXV2.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications. Both are passively managed. Over the past 10 years, IAPD.L returned 9.65%/yr vs 4.99%/yr for EXV2.DE. At a 0.45 correlation, their price movements are largely independent. IAPD.L charges 0.59%/yr vs 0.47%/yr for EXV2.DE.
Performance
IAPD.L vs. EXV2.DE - Performance Comparison
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Different Trading Currencies
IAPD.L is traded in GBp, while EXV2.DE is traded in EUR. To make them comparable, the EXV2.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IAPD.L achieves a 13.20% return, which is significantly lower than EXV2.DE's 25.64% return. Over the past 10 years, IAPD.L has outperformed EXV2.DE with an annualized return of 9.65%, while EXV2.DE has yielded a comparatively lower 4.99% annualized return.
IAPD.L
- 1D
- 0.04%
- 1M
- 0.77%
- YTD
- 13.20%
- 6M
- 13.76%
- 1Y
- 41.98%
- 3Y*
- 20.42%
- 5Y*
- 12.72%
- 10Y*
- 9.65%
EXV2.DE
- 1D
- -1.74%
- 1M
- 4.08%
- YTD
- 25.64%
- 6M
- 28.73%
- 1Y
- 27.56%
- 3Y*
- 21.36%
- 5Y*
- 10.57%
- 10Y*
- 4.99%
IAPD.L vs. EXV2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAPD.L iShares Asia Pacific Dividend UCITS | 13.20% | 22.91% | 9.51% | 8.99% | 11.40% | 6.82% | -11.63% | 11.98% | -8.55% | 8.25% |
EXV2.DE iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) | 25.64% | 22.19% | 15.47% | 5.58% | -9.53% | 6.73% | -7.84% | -0.18% | -7.91% | 4.56% |
Correlation
The correlation between IAPD.L and EXV2.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
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 | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.45 |
The correlation between IAPD.L and EXV2.DE shifts across timeframes, from 0.26 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IAPD.L vs. EXV2.DE — Risk / Return Rank
IAPD.L
EXV2.DE
IAPD.L vs. EXV2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.L) and iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE). 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.
| IAPD.L | EXV2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.31 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 6.04 | 3.73 | +2.31 |
| Martin ratioReturn relative to average drawdown | 20.30 | 8.41 | +11.89 |
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
| IAPD.L | EXV2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.89 | 1.76 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.73 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.31 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.29 | +0.26 |
Drawdowns
IAPD.L vs. EXV2.DE - Drawdown Comparison
The maximum IAPD.L drawdown since its inception was -52.66%, which is greater than EXV2.DE's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for IAPD.L and EXV2.DE.
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Drawdown Indicators
| IAPD.L | EXV2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.66% | -38.00% | -14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -7.35% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -7.93% | -8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -16.88% | -19.05% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -35.77% | -1.76% |
Current DrawdownCurrent decline from peak | -2.91% | -2.23% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -11.36% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.22% | -1.16% |
Volatility
IAPD.L vs. EXV2.DE - Volatility Comparison
The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 3.49%, while iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) has a volatility of 5.72%. This indicates that IAPD.L experiences smaller price fluctuations and is considered to be less risky than EXV2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAPD.L | EXV2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 5.72% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 12.42% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 15.57% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 14.32% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 15.98% | -0.52% |
IAPD.L vs. EXV2.DE - Expense Ratio Comparison
IAPD.L has a 0.59% expense ratio, which is higher than EXV2.DE's 0.47% expense ratio.
Dividends
IAPD.L vs. EXV2.DE - Dividend Comparison
IAPD.L's dividend yield for the trailing twelve months is around 4.89%, more than EXV2.DE's 1.99% 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
IAPD.L and EXV2.DE have a correlation of 0.26, 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.
IAPD.L is categorized as Asia Pacific Equities, while EXV2.DE is Communications Equities. IAPD.L tracks MSCI AC Asia Pacific NR USD, while EXV2.DE tracks STOXX® Europe 600 Telecommunications. Their fees differ too: 0.59% for IAPD.L and 0.47% for EXV2.DE.
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