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

IAPD.L vs. XDJP.L

Last updated Jul 16, 2026
Documentation

IAPD.L (iShares Asia Pacific Dividend UCITS) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both exchange-traded funds - IAPD.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while XDJP.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 10 years, IAPD.L returned 6.52%/yr vs 11.82%/yr for XDJP.L. A 0.58 correlation means they provide meaningful diversification when combined. IAPD.L charges 0.59%/yr vs 0.09%/yr for XDJP.L.

Performance

IAPD.L vs. XDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Pacific Dividend UCITS (IAPD.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 14.62% return, which is significantly lower than XDJP.L's 30.27% return. Over the past 10 years, IAPD.L has underperformed XDJP.L with an annualized return of 6.52%, while XDJP.L has yielded a comparatively higher 11.82% annualized return.

IAPD.L

1D
0.00%
1M
1.51%
6M
10.11%
YTD
14.62%
1Y
31.27%
3Y*
19.11%
5Y*
11.12%
10Y*
6.52%

XDJP.L

1D
-1.87%
1M
-3.97%
6M
22.43%
YTD
30.27%
1Y
57.42%
3Y*
21.91%
5Y*
12.72%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IAPD.L
iShares Asia Pacific Dividend UCITS		14.62%20.92%7.89%7.23%9.69%4.75%-12.58%10.23%-10.11%6.71%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		30.27%21.04%9.68%15.52%-10.26%-3.79%21.77%16.59%-3.53%14.74%

Correlation

The correlation between IAPD.L and XDJP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.48

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

0.51

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.58

The correlation between IAPD.L and XDJP.L shifts across timeframes, from 0.43 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.

IAPD.L vs. XDJP.L - Sectors Allocation Comparison

Sectors
IAPD.L
XDJP.L

Financial Services

30.8%
2.9%

Basic Materials

18.2%
4.1%

Consumer Cyclical

11.1%
16.6%

Real Estate

10.0%
1.2%

Industrials

6.7%
18.2%

Energy

4.8%
0.3%

Consumer Defensive

4.6%
2.9%

Communication Services

4.4%
14.3%

Utilities

4.1%
0.1%

Healthcare

3.4%
6.1%

Technology

1.8%
33.3%

Financial Services

IAPD.L
30.8%
XDJP.L
2.9%

Basic Materials

IAPD.L
18.2%
XDJP.L
4.1%

Consumer Cyclical

IAPD.L
11.1%
XDJP.L
16.6%

Real Estate

IAPD.L
10.0%
XDJP.L
1.2%

Industrials

IAPD.L
6.7%
XDJP.L
18.2%

Energy

IAPD.L
4.8%
XDJP.L
0.3%

Consumer Defensive

IAPD.L
4.6%
XDJP.L
2.9%

Communication Services

IAPD.L
4.4%
XDJP.L
14.3%

Utilities

IAPD.L
4.1%
XDJP.L
0.1%

Healthcare

IAPD.L
3.4%
XDJP.L
6.1%

Technology

IAPD.L
1.8%
XDJP.L
33.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Asia Pacific Dividend UCITS

Xtrackers Nikkei 225 UCITS ETF 1D

Often compared with IAPD.L:
IAPD.L vs. 100D.LIAPD.L vs. JEPQIAPD.L vs. NOBLIAPD.L vs. CNDX.LIAPD.L vs. VAPX.LIAPD.L vs. IJRIAPD.L vs. VOO
Often compared with XDJP.L:
XDJP.L vs. CNKY.LXDJP.L vs. VJPN.LXDJP.L vs. DXJXDJP.L vs. DXJG.LXDJP.L vs. CSJP.LXDJP.L vs. PRIJ.LXDJP.L vs. JPJP.L

Return for Risk

IAPD.L vs. XDJP.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: 9191
Overall Rank
IAPD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 8181
Martin Ratio Rank
XDJP.L
XDJP.L Risk / Return Rank: 8585
Overall Rank
XDJP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7979
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. XDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.

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.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility
2.88
2.30

+0.58

Sortino ratioReturn per unit of downside risk
4.18
3.09

+1.08

Omega ratioGain probability vs. loss probability

1.52

1.38

+0.14

Calmar ratioReturn relative to maximum drawdown

4.49

4.26

+0.23

Martin ratioReturn relative to average drawdown

12.47

12.05

+0.42

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

The current IAPD.L Sharpe Ratio is 2.88, which is comparable to the XDJP.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IAPD.L and XDJP.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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Drawdowns

IAPD.L vs. XDJP.L - Drawdown Comparison

The maximum IAPD.L drawdown since its inception was -56.01%, smaller than the maximum XDJP.L drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for IAPD.L and XDJP.L.

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Drawdown Indicators

IAPD.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.01%

-99.99%

+43.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-13.40%

+6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-18.82%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

-20.61%

+3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-23.69%

-14.40%

Current Drawdown

Current decline from peak

-1.69%

-99.97%

+98.28%

Average Drawdown

Average peak-to-trough decline

-8.66%

-99.40%

+90.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.75%

-2.25%

Volatility

IAPD.L vs. XDJP.L - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 2.70%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 10.17%. This indicates that IAPD.L experiences smaller price fluctuations and is considered to be less risky than XDJP.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.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

10.17%

-7.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

20.40%

-11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

24.88%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

18.38%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

17.47%

-2.08%

IAPD.L vs. XDJP.L - Expense Ratio Comparison

IAPD.L has a 0.59% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.

Dividends

IAPD.L vs. XDJP.L - Dividend Comparison

IAPD.L's dividend yield for the trailing twelve months is around 4.16%, more than XDJP.L's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
IAPD.L
iShares Asia Pacific Dividend UCITS		4.16%4.20%5.25%5.77%6.84%5.51%3.70%5.67%5.87%4.71%4.22%5.31%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D		1.05%1.33%1.41%1.60%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions

IAPD.L and XDJP.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.59% for IAPD.L.

IAPD.L is categorized as Asia Pacific Equities, while XDJP.L is Japan Equities. IAPD.L tracks MSCI AC Asia Pacific NR USD, while XDJP.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.59% for IAPD.L and 0.09% for XDJP.L.

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