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IDAP.L vs. C500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDAP.L vs. C500.L

Last updated Jul 16, 2026
Documentation

IDAP.L (iShares Asia Pacific Dividend UCITS) and C500.L (Invesco S&P China A MidCap 500 Swap UCITS ETF Acc) are both exchange-traded funds - IDAP.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while C500.L is a China Equities fund tracking the S&P China A MidCap 500 Index. Both are passively managed. Over the past 3 years, IDAP.L returned 20.17%/yr vs 3.42%/yr for C500.L. At a 0.36 correlation, their price movements are largely independent. IDAP.L charges 0.59%/yr vs 0.35%/yr for C500.L.

Performance

IDAP.L vs. C500.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Pacific Dividend UCITS (IDAP.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

IDAP.L

1D
0.35%
1M
1.71%
6M
10.10%
YTD
14.67%
1Y
32.02%
3Y*
20.17%
5Y*
10.62%
10Y*
6.72%

C500.L

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
3.42%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDAP.L vs. C500.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
IDAP.L
iShares Asia Pacific Dividend UCITS		14.67%29.67%6.20%13.46%-0.61%
C500.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc		0.00%6.99%12.50%-9.06%11.25%

Correlation

The correlation between IDAP.L and C500.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.36

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

Invesco S&P China A MidCap 500 Swap UCITS ETF Acc

Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. SEDY.LIDAP.L vs. HYGWIDAP.L vs. LCAL.L
Often compared with C500.L:
C500.L vs. C300.LC500.L vs. CA3S.LC500.L vs. JRCE.LC500.L vs. HMCT.LC500.L vs. CHIN.LC500.L vs. CM5S.LC500.L vs. CNAA.L

Return for Risk

IDAP.L vs. C500.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: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8888
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 7676
Martin Ratio Rank
C500.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. C500.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.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.

IDAP.LC500.LDifference
Sharpe ratioReturn per unit of total volatility
2.43

—

—

Sortino ratioReturn per unit of downside risk
3.37

—

—

Omega ratioGain probability vs. loss probability

1.43

—

—

Calmar ratioReturn relative to maximum drawdown

3.64

—

—

Martin ratioReturn relative to average drawdown

11.36

—

—

IDAP.L vs. C500.L - Sharpe Ratio Comparison

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Drawdowns

IDAP.L vs. C500.L - Drawdown Comparison

The maximum IDAP.L drawdown since its inception was -69.97%, which is greater than C500.L's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for IDAP.L and C500.L.

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Drawdown Indicators

IDAP.LC500.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.97%

-35.90%

-34.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

0.00%

-8.77%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-27.05%

+8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

—

—

Current Drawdown

Current decline from peak

-1.45%

-11.28%

+9.83%

Average Drawdown

Average peak-to-trough decline

-12.80%

-14.01%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.00%

+2.81%

Volatility

IDAP.L vs. C500.L - Volatility Comparison

iShares Asia Pacific Dividend UCITS (IDAP.L) has a higher volatility of 3.62% compared to Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) at 0.00%. This indicates that IDAP.L's price experiences larger fluctuations and is considered to be riskier than C500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDAP.LC500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

0.00%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

0.00%

+11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

0.00%

+13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

23.51%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

23.51%

-6.96%

IDAP.L vs. C500.L - Expense Ratio Comparison

IDAP.L has a 0.59% expense ratio, which is higher than C500.L's 0.35% expense ratio.

Dividends

IDAP.L vs. C500.L - Dividend Comparison

IDAP.L's dividend yield for the trailing twelve months is around 4.12%, while C500.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
C500.L
Invesco S&P China A MidCap 500 Swap 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%
IDAP.L
iShares Asia Pacific Dividend UCITS		4.12%4.21%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.46%

Frequently Asked Questions

IDAP.L and C500.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C500.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C500.L is cheaper with a 0.35% expense ratio, compared with 0.59% for IDAP.L.

IDAP.L is categorized as Asia Pacific Equities, while C500.L is China Equities. IDAP.L tracks MSCI AC Asia Pacific NR USD, while C500.L tracks S&P China A MidCap 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.59% for IDAP.L and 0.35% for C500.L.

Portfolio Optimizer

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