IASP.L vs. 1530.HK

Last updated Jun 5, 2026

IASP.L (iShares Asia Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Asia TR USD, while 1530.HK (3SBio Inc) is a stock. Over the past 10 years, IASP.L returned -0.92%/yr vs 10.12%/yr for 1530.HK. At a 0.18 correlation, their price movements are largely independent.

Performance

IASP.L vs. 1530.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Property Yield UCITS ETF (IASP.L) and 3SBio Inc (1530.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IASP.L is traded in GBp, while 1530.HK is traded in HKD. To make them comparable, the 1530.HK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IASP.L achieves a -7.66% return, which is significantly higher than 1530.HK's -34.05% return. Over the past 10 years, IASP.L has underperformed 1530.HK with an annualized return of -0.92%, while 1530.HK has yielded a comparatively higher 10.12% annualized return.

IASP.L

• 1D: 0.16%
• 1M: -6.82%
• YTD: -7.66%
• 6M: -7.06%
• 1Y: 3.44%
• 3Y*: -2.88%
• 5Y*: -4.60%
• 10Y*: -0.92%

1530.HK

• 1D: -2.25%
• 1M: -27.63%
• YTD: -34.05%
• 6M: -46.93%
• 1Y: -17.04%
• 3Y*: 26.10%
• 5Y*: 14.36%
• 10Y*: 10.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IASP.L vs. 1530.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IASP.L iShares Asia Property Yield UCITS ETF	-7.66%	17.20%	-11.78%	-10.90%	-4.90%	2.59%	-14.59%	8.99%	0.23%	4.41%
1530.HK 3SBio Inc	-34.05%	271.70%	-14.04%	-12.76%	47.03%	-7.71%	-31.72%	-2.72%	-30.56%	84.24%

Correlation

The correlation between IASP.L and 1530.HK is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 12, 2015	0.18

The correlation between IASP.L and 1530.HK shifts across timeframes, from 0.02 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IASP.L vs. 1530.HK — Risk / Return Rank

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

IASP.L

IASP.L Risk / Return Rank: 13
IASP.L Sharpe Ratio Rank: 14
IASP.L Sortino Ratio Rank: 13
IASP.L Omega Ratio Rank: 13
IASP.L Calmar Ratio Rank: 12
IASP.L Martin Ratio Rank: 13

1530.HK

1530.HK Risk / Return Rank: 30
1530.HK Sharpe Ratio Rank: 30
1530.HK Sortino Ratio Rank: 31
1530.HK Omega Ratio Rank: 31
1530.HK Calmar Ratio Rank: 31
1530.HK Martin Ratio Rank: 28

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.

IASP.L vs. 1530.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IASP.L) and 3SBio Inc (1530.HK). 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.

	IASP.L	1530.HK	Difference
Sharpe ratio: Return per unit of total volatility	0.30	-0.27	+0.56
Sortino ratio: Return per unit of downside risk	0.49	0.05	+0.44
Omega ratio: Gain probability vs. loss probability	1.06	1.01	+0.06
Calmar ratio: Return relative to maximum drawdown	0.24	-0.31	+0.56
Martin ratio: Return relative to average drawdown	0.73	-0.66	+1.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IASP.L vs. 1530.HK - Sharpe Ratio Comparison

The current IASP.L Sharpe Ratio is 0.30, which is higher than the 1530.HK Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of IASP.L and 1530.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IASP.L	1530.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	-0.27	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.27	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	0.21	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.15	-0.10

Drawdowns

IASP.L vs. 1530.HK - Drawdown Comparison

The maximum IASP.L drawdown since its inception was -57.81%, smaller than the maximum 1530.HK drawdown of -78.12%. Use the drawdown chart below to compare losses from any high point for IASP.L and 1530.HK.

Drawdown Indicators

	IASP.L	1530.HK	Difference
Max Drawdown Largest peak-to-trough decline	-57.81%	-78.12%	+20.31%
Max Drawdown (1Y) Largest decline over 1 year	-14.22%	-55.37%	+41.15%
Max Drawdown (3Y) Largest decline over 3 years	-18.10%	-55.37%	+37.27%
Max Drawdown (5Y) Largest decline over 5 years	-30.75%	-58.29%	+27.54%
Max Drawdown (10Y) Largest decline over 10 years	-41.88%	-78.12%	+36.24%
Current Drawdown Current decline from peak	-35.67%	-55.37%	+19.70%
Average Drawdown Average peak-to-trough decline	-19.17%	-42.12%	+22.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	26.08%	-21.39%

Volatility

IASP.L vs. 1530.HK - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF (IASP.L) is 3.79%, while 3SBio Inc (1530.HK) has a volatility of 16.89%. This indicates that IASP.L experiences smaller price fluctuations and is considered to be less risky than 1530.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IASP.L	1530.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	16.89%	-13.10%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	40.98%	-32.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	65.48%	-53.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.82%	54.39%	-42.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.52%	50.37%	-35.85%

Dividends

IASP.L vs. 1530.HK - Dividend Comparison

IASP.L's dividend yield for the trailing twelve months is around 0.04%, less than 1530.HK's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1530.HK 3SBio Inc	1.56%	1.03%	4.11%	1.33%	2.41%	0.00%	0.00%	0.00%	0.68%	0.00%	0.00%	0.00%
IASP.L iShares Asia Property Yield UCITS ETF	0.04%	0.03%	0.04%	0.04%	0.04%	0.03%	0.03%	0.03%	0.03%	0.03%	0.03%	0.03%

Frequently Asked Questions

Can I hold both IASP.L and 1530.HK in my portfolio?

IASP.L and 1530.HK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.