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IAPD.L vs. FCSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAPD.L vs. FCSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Pacific Dividend UCITS (IAPD.L) and Fidelity China Special Situations plc (FCSS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAPD.L achieves a 13.20% return, which is significantly higher than FCSS.L's -5.47% return. Both investments have delivered pretty close results over the past 10 years, with IAPD.L having a 9.65% annualized return and FCSS.L not far behind at 9.63%.


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%

FCSS.L

1D
-0.35%
1M
-2.40%
YTD
-5.47%
6M
-7.92%
1Y
16.51%
3Y*
12.57%
5Y*
-5.01%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAPD.L vs. FCSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FCSS.L
Fidelity China Special Situations plc
-5.47%40.12%8.61%-9.30%-21.25%-17.53%68.64%24.10%-18.81%39.79%

Correlation

The correlation between IAPD.L and FCSS.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.49

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

0.47

The correlation between IAPD.L and FCSS.L shifts across timeframes, from 0.39 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IAPD.L vs. FCSS.L — Risk / Return Rank

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

IAPD.L
IAPD.L Risk / Return Rank: 9393
Overall Rank
IAPD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9595
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 9090
Martin Ratio Rank

FCSS.L
FCSS.L Risk / Return Rank: 6161
Overall Rank
FCSS.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FCSS.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
FCSS.L Omega Ratio Rank: 5858
Omega Ratio Rank
FCSS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCSS.L Martin Ratio Rank: 6262
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.L vs. FCSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.L) and Fidelity China Special Situations plc (FCSS.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.


IAPD.LFCSS.LDifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+4.35

Omega ratioGain probability vs. loss probability

1.71

1.15

+0.56

Calmar ratioReturn relative to maximum drawdown

6.04

0.99

+5.05

Martin ratioReturn relative to average drawdown

20.30

2.26

+18.04

IAPD.L vs. FCSS.L - Sharpe Ratio Comparison

The current IAPD.L Sharpe Ratio is 3.89, which is higher than the FCSS.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IAPD.L and FCSS.L, 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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Sharpe Ratios by Period


IAPD.LFCSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

0.79

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

-0.18

+1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.37

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.32

+0.23

Drawdowns

IAPD.L vs. FCSS.L - Drawdown Comparison

The maximum IAPD.L drawdown since its inception was -52.66%, smaller than the maximum FCSS.L drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for IAPD.L and FCSS.L.


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Drawdown Indicators


IAPD.LFCSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.66%

-62.98%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-16.69%

+9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-27.34%

+10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-56.66%

+39.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-62.98%

+25.45%

Current Drawdown

Current decline from peak

-2.91%

-35.09%

+32.18%

Average Drawdown

Average peak-to-trough decline

-7.37%

-24.93%

+17.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

7.29%

-5.23%

Volatility

IAPD.L vs. FCSS.L - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 3.49%, while Fidelity China Special Situations plc (FCSS.L) has a volatility of 6.84%. This indicates that IAPD.L experiences smaller price fluctuations and is considered to be less risky than FCSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAPD.LFCSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

6.84%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

15.40%

-7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

21.05%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

28.18%

-15.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

26.10%

-10.64%

Dividends

IAPD.L vs. FCSS.L - Dividend Comparison

IAPD.L's dividend yield for the trailing twelve months is around 4.89%, more than FCSS.L's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
FCSS.L
Fidelity China Special Situations plc
3.16%2.99%2.87%2.96%2.29%1.50%1.11%1.67%1.86%1.06%1.06%0.91%
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 FCSS.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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