IAPD.L vs. LIRU.DE
IAPD.L (iShares Asia Pacific Dividend UCITS) and LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) are both exchange-traded funds - IAPD.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while LIRU.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, IAPD.L returned 9.65%/yr vs 12.22%/yr for LIRU.DE. At a 0.49 correlation, their price movements are largely independent. IAPD.L charges 0.59%/yr vs 0.30%/yr for LIRU.DE.
Performance
IAPD.L vs. LIRU.DE - Performance Comparison
Loading charts...
Different Trading Currencies
IAPD.L is traded in GBp, while LIRU.DE is traded in EUR. To make them comparable, the LIRU.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 higher than LIRU.DE's -3.39% return. Over the past 10 years, IAPD.L has underperformed LIRU.DE with an annualized return of 9.65%, while LIRU.DE has yielded a comparatively higher 12.22% 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%
LIRU.DE
- 1D
- 0.43%
- 1M
- -1.02%
- YTD
- -3.39%
- 6M
- 1.32%
- 1Y
- 5.54%
- 3Y*
- 18.32%
- 5Y*
- 14.10%
- 10Y*
- 12.22%
IAPD.L vs. LIRU.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% |
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | -3.39% | 36.43% | 17.32% | 10.35% | 9.17% | 11.16% | -4.84% | 15.69% | 0.87% | 15.84% |
Correlation
The correlation between IAPD.L and LIRU.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.49 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAPD.L vs. LIRU.DE — Risk / Return Rank
IAPD.L
LIRU.DE
IAPD.L vs. LIRU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.L) and Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.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 | LIRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.53 | ||
| Sortino ratioReturn per unit of downside risk | +4.97 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.07 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 6.04 | 0.67 | +5.37 |
| Martin ratioReturn relative to average drawdown | 20.30 | 1.62 | +18.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IAPD.L | LIRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.89 | 0.37 | +3.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.84 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.33 | +0.22 |
Drawdowns
IAPD.L vs. LIRU.DE - Drawdown Comparison
The maximum IAPD.L drawdown since its inception was -52.66%, smaller than the maximum LIRU.DE drawdown of -62.56%. Use the drawdown chart below to compare losses from any high point for IAPD.L and LIRU.DE.
Loading charts...
Drawdown Indicators
| IAPD.L | LIRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.66% | -62.56% | +9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -8.22% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -9.99% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.88% | -19.66% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -40.16% | +2.63% |
Current DrawdownCurrent decline from peak | -2.91% | -5.52% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -10.28% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.42% | -1.36% |
Volatility
IAPD.L vs. LIRU.DE - Volatility Comparison
The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 3.49%, while Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a volatility of 4.56%. This indicates that IAPD.L experiences smaller price fluctuations and is considered to be less risky than LIRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IAPD.L | LIRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 4.56% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 11.93% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 15.04% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 16.62% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 19.13% | -3.67% |
IAPD.L vs. LIRU.DE - Expense Ratio Comparison
IAPD.L has a 0.59% expense ratio, which is higher than LIRU.DE's 0.30% expense ratio.
Dividends
IAPD.L vs. LIRU.DE - Dividend Comparison
IAPD.L's dividend yield for the trailing twelve months is around 4.89%, while LIRU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAPD.L and LIRU.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LIRU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LIRU.DE is cheaper with a 0.30% expense ratio, compared with 0.59% for IAPD.L.
IAPD.L is categorized as Asia Pacific Equities, while LIRU.DE is Financials Equities. IAPD.L tracks MSCI AC Asia Pacific NR USD, while LIRU.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.59% for IAPD.L and 0.30% for LIRU.DE.
Find the right allocation for IAPD.L and LIRU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer