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IAPD.L vs. FVSJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAPD.L vs. FVSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Pacific Dividend UCITS (IAPD.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAPD.L is traded in GBp, while FVSJ.DE is traded in EUR. To make them comparable, the FVSJ.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 FVSJ.DE's 44.31% 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%

FVSJ.DE

1D
-1.63%
1M
10.32%
YTD
44.31%
6M
48.25%
1Y
78.67%
3Y*
26.11%
5Y*
14.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAPD.L vs. FVSJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IAPD.L
iShares Asia Pacific Dividend UCITS
13.20%22.91%9.51%8.99%11.40%6.82%-11.63%11.98%-4.70%
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
44.31%21.42%9.04%6.07%-2.52%5.69%1.77%7.91%-4.70%

Correlation

The correlation between IAPD.L and FVSJ.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.55

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.61

The correlation between IAPD.L and FVSJ.DE shifts across timeframes, from 0.45 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IAPD.L vs. FVSJ.DE — 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

FVSJ.DE
FVSJ.DE Risk / Return Rank: 9393
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9292
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. FVSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.LFVSJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.71

1.70

0.00

Calmar ratioReturn relative to maximum drawdown

6.04

6.55

-0.51

Martin ratioReturn relative to average drawdown

20.30

23.60

-3.30

IAPD.L vs. FVSJ.DE - Sharpe Ratio Comparison

The current IAPD.L Sharpe Ratio is 3.89, which is comparable to the FVSJ.DE Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of IAPD.L and FVSJ.DE, 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.LFVSJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

3.96

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.96

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.63

-0.07

Drawdowns

IAPD.L vs. FVSJ.DE - Drawdown Comparison

The maximum IAPD.L drawdown since its inception was -52.66%, which is greater than FVSJ.DE's maximum drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for IAPD.L and FVSJ.DE.


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Drawdown Indicators


IAPD.LFVSJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.66%

-20.61%

-32.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-11.95%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-20.61%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-20.61%

+3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

Current Drawdown

Current decline from peak

-2.91%

-2.56%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.37%

-3.93%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

3.32%

-1.26%

Volatility

IAPD.L vs. FVSJ.DE - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 3.49%, while Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a volatility of 8.95%. This indicates that IAPD.L experiences smaller price fluctuations and is considered to be less risky than FVSJ.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.LFVSJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

8.95%

-5.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

17.31%

-8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

19.75%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

15.19%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

16.94%

-1.48%

IAPD.L vs. FVSJ.DE - Expense Ratio Comparison

IAPD.L has a 0.59% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.


Dividends

IAPD.L vs. FVSJ.DE - Dividend Comparison

IAPD.L's dividend yield for the trailing twelve months is around 4.89%, while FVSJ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FVSJ.DE
Franklin FTSE Asia ex China ex Japan 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%
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 FVSJ.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.59% for IAPD.L.

IAPD.L tracks MSCI AC Asia Pacific NR USD, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.59% for IAPD.L and 0.14% for FVSJ.DE.

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