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IASP.L vs. AAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IASP.L vs. AAS.L

Last updated Jun 9, 2026

IASP.L (iShares Asia Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Asia TR USD, while AAS.L (Abrdn Asia Focus plc) is a stock. Over the past 10 years, IASP.L returned 2.46%/yr vs 16.32%/yr for AAS.L. At a 0.30 correlation, their price movements are largely independent.

Performance

IASP.L vs. AAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Property Yield UCITS ETF (IASP.L) and Abrdn Asia Focus plc (AAS.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, IASP.L achieves a -6.42% return, which is significantly lower than AAS.L's 15.99% return. Over the past 10 years, IASP.L has underperformed AAS.L with an annualized return of 2.46%, while AAS.L has yielded a comparatively higher 16.32% annualized return.

IASP.L

1D
0.41%
1M
-5.73%
YTD
-6.42%
6M
-5.31%
1Y
5.45%
3Y*
1.02%
5Y*
-1.54%
10Y*
2.46%

AAS.L

1D
0.24%
1M
-8.18%
YTD
15.99%
6M
15.36%
1Y
37.00%
3Y*
20.94%
5Y*
13.50%
10Y*
16.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IASP.L vs. AAS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IASP.L
iShares Asia Property Yield UCITS ETF		-6.42%21.55%-8.28%-7.53%-1.49%5.66%-11.71%12.30%3.64%7.73%
AAS.L
Abrdn Asia Focus plc		15.99%26.73%13.15%6.64%-10.14%28.05%19.52%16.63%4.69%20.45%

Correlation

The correlation between IASP.L and AAS.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.20

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

0.22

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2006

0.30

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 Property Yield UCITS ETF

Abrdn Asia Focus plc

Often compared with IASP.L:
IASP.L vs. TDIV.ASIASP.L vs. REETIASP.L vs. SCHDIASP.L vs. AVUVIASP.L vs. VGTIASP.L vs. VOOIASP.L vs. AREG.L
Often compared with AAS.L:
AAS.L vs. ATR.LAAS.L vs. FRIN.LAAS.L vs. BHMG.LAAS.L vs. ^GSPCAAS.L vs. TVK.TOAAS.L vs. FCIT.LAAS.L vs. GSIB

Return for Risk

IASP.L vs. AAS.L — 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: 1616
Overall Rank
IASP.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IASP.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IASP.L Omega Ratio Rank: 1717
Omega Ratio Rank
IASP.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IASP.L Martin Ratio Rank: 1515
Martin Ratio Rank
AAS.L
AAS.L Risk / Return Rank: 8787
Overall Rank
AAS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AAS.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
AAS.L Omega Ratio Rank: 8888
Omega Ratio Rank
AAS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
AAS.L Martin Ratio Rank: 8787
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.

IASP.L vs. AAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IASP.L) and Abrdn Asia Focus plc (AAS.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.

IASP.LAAS.LDifference
Sharpe ratioReturn per unit of total volatility
0.49
1.99

-1.51

Sortino ratioReturn per unit of downside risk
0.75
2.77

-2.02

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.39

2.84

-2.45

Martin ratioReturn relative to average drawdown

1.17

9.46

-8.29

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. AAS.L - Sharpe Ratio Comparison

The current IASP.L Sharpe Ratio is 0.49, which is lower than the AAS.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IASP.L and AAS.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

IASP.LAAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.99

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.70

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.85

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.00

+0.03

Drawdowns

IASP.L vs. AAS.L - Drawdown Comparison

The maximum IASP.L drawdown since its inception was -74.24%, smaller than the maximum AAS.L drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for IASP.L and AAS.L.

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Drawdown Indicators

IASP.LAAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.24%

-99.97%

+25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-12.97%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-13.92%

-14.76%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-23.17%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-35.82%

0.00%

Current Drawdown

Current decline from peak

-18.33%

-78.43%

+60.10%

Average Drawdown

Average peak-to-trough decline

-25.68%

-80.82%

+55.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.90%

+0.76%

Volatility

IASP.L vs. AAS.L - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF (IASP.L) is 3.28%, while Abrdn Asia Focus plc (AAS.L) has a volatility of 6.52%. This indicates that IASP.L experiences smaller price fluctuations and is considered to be less risky than AAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IASP.LAAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

6.52%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

16.04%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

18.53%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.68%

19.19%

-7.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

19.27%

-4.85%

Dividends

IASP.L vs. AAS.L - Dividend Comparison

IASP.L's dividend yield for the trailing twelve months is around 3.77%, more than AAS.L's 1.53% yield.

PositionTTM20252024202320222021202020192018201720162015
AAS.L
Abrdn Asia Focus plc		1.53%1.77%2.53%3.26%4.11%0.00%8.14%8.84%8.40%7.58%5.54%10.18%
IASP.L
iShares Asia Property Yield UCITS ETF		3.77%3.45%4.16%3.84%3.63%3.00%3.42%3.07%3.30%3.13%2.82%3.43%

Frequently Asked Questions

IASP.L and AAS.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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