IDAP.L vs. ASDV.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Asia Pacific Dividend UCITS (IDAP.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L).

IDAP.L and ASDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDAP.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on Jun 2, 2006. ASDV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. Both IDAP.L and ASDV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IDAP.L vs. ASDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Pacific Dividend UCITS (IDAP.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L). The values are adjusted to include any dividend payments, if applicable.

IDAP.L vs. ASDV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDAP.L iShares Asia Pacific Dividend UCITS	10.63%	29.69%	6.18%	13.48%	-1.96%	3.39%	-9.38%	13.90%	-15.23%	17.00%
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS	3.40%	23.27%	4.84%	15.47%	-15.61%	2.54%	0.15%	20.64%	-9.03%	29.85%

Returns By Period

In the year-to-date period, IDAP.L achieves a 10.63% return, which is significantly higher than ASDV.L's 3.40% return. Over the past 10 years, IDAP.L has outperformed ASDV.L with an annualized return of 7.48%, while ASDV.L has yielded a comparatively lower 7.06% annualized return.

IDAP.L

• 1D: 2.28%
• 1M: -3.26%
• YTD: 10.63%
• 6M: 18.09%
• 1Y: 42.35%
• 3Y*: 19.42%
• 5Y*: 10.04%
• 10Y*: 7.48%

ASDV.L

• 1D: 2.05%
• 1M: -2.40%
• YTD: 3.40%
• 6M: 5.51%
• 1Y: 20.39%
• 3Y*: 14.49%
• 5Y*: 4.81%
• 10Y*: 7.06%

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

IDAP.L vs. ASDV.L - Expense Ratio Comparison

IDAP.L has a 0.59% expense ratio, which is higher than ASDV.L's 0.55% expense ratio.

IDAP.L

iShares Asia Pacific Dividend UCITS

ASDV.L

SPDR S&P Pan Asia Dividend Aristocrats UCITS

Return for Risk

IDAP.L vs. ASDV.L — Risk / Return Rank

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

IDAP.L

IDAP.L Risk / Return Rank: 95
IDAP.L Sharpe Ratio Rank: 96
IDAP.L Sortino Ratio Rank: 96
IDAP.L Omega Ratio Rank: 96
IDAP.L Calmar Ratio Rank: 93
IDAP.L Martin Ratio Rank: 96

ASDV.L

ASDV.L Risk / Return Rank: 78
ASDV.L Sharpe Ratio Rank: 79
ASDV.L Sortino Ratio Rank: 77
ASDV.L Omega Ratio Rank: 75
ASDV.L Calmar Ratio Rank: 84
ASDV.L Martin Ratio Rank: 75

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.

IDAP.L vs. ASDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.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.

	IDAP.L	ASDV.L	Difference
Sharpe ratio Return per unit of total volatility	2.73	1.53	+1.20
Sortino ratio Return per unit of downside risk	3.29	2.06	+1.23
Omega ratio Gain probability vs. loss probability	1.54	1.29	+0.25
Calmar ratio Return relative to maximum drawdown	3.84	2.65	+1.19
Martin ratio Return relative to average drawdown	17.35	8.46	+8.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDAP.L vs. ASDV.L - Sharpe Ratio Comparison

The current IDAP.L Sharpe Ratio is 2.73, which is higher than the ASDV.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IDAP.L and ASDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDAP.L	ASDV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	1.53	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.33	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.46	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.42	-0.19

Correlation

The correlation between IDAP.L and ASDV.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IDAP.L vs. ASDV.L - Dividend Comparison

IDAP.L's dividend yield for the trailing twelve months is around 3.72%, more than ASDV.L's 2.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDAP.L iShares Asia Pacific Dividend UCITS	3.72%	4.22%	5.36%	5.72%	6.92%	5.59%	3.49%	5.52%	6.04%	4.55%	4.54%	5.47%
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS	2.88%	2.85%	3.11%	2.89%	3.63%	2.98%	2.82%	2.65%	2.52%	1.70%	2.37%	3.24%

Drawdowns

IDAP.L vs. ASDV.L - Drawdown Comparison

The maximum IDAP.L drawdown since its inception was -69.37%, which is greater than ASDV.L's maximum drawdown of -35.08%. Use the drawdown chart below to compare losses from any high point for IDAP.L and ASDV.L.

Drawdown Indicators

	IDAP.L	ASDV.L	Difference
Max Drawdown Largest peak-to-trough decline	-69.37%	-35.08%	-34.29%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-8.61%	-3.80%
Max Drawdown (5Y) Largest decline over 5 years	-25.99%	-35.08%	+9.09%
Max Drawdown (10Y) Largest decline over 10 years	-45.71%	-35.08%	-10.63%
Current Drawdown Current decline from peak	-4.92%	-4.71%	-0.21%
Average Drawdown Average peak-to-trough decline	-11.25%	-8.21%	-3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.45%	+0.03%

Volatility

IDAP.L vs. ASDV.L - Volatility Comparison

iShares Asia Pacific Dividend UCITS (IDAP.L) has a higher volatility of 5.96% compared to SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) at 4.75%. This indicates that IDAP.L's price experiences larger fluctuations and is considered to be riskier than ASDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDAP.L	ASDV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.96%	4.75%	+1.21%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	8.36%	+1.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.50%	13.28%	+2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	14.70%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	15.31%	+1.45%