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IDAP.L vs. UB20.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDAP.L vs. UB20.L

Last updated Jun 5, 2026

IDAP.L (iShares Asia Pacific Dividend UCITS) and UB20.L (UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - IDAP.L tracks the MSCI AC Asia Pacific NR USD while UB20.L tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 10 years, IDAP.L returned 7.15%/yr vs 7.39%/yr for UB20.L. A 0.51 correlation means they provide meaningful diversification when combined. IDAP.L charges 0.59%/yr vs 0.30%/yr for UB20.L.

Performance

IDAP.L vs. UB20.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Pacific Dividend UCITS (IDAP.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDAP.L is traded in USD, while UB20.L is traded in GBp. To make them comparable, the UB20.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDAP.L achieves a 12.85% return, which is significantly higher than UB20.L's 8.62% return. Both investments have delivered pretty close results over the past 10 years, with IDAP.L having a 7.15% annualized return and UB20.L not far ahead at 7.39%.

IDAP.L

1D
-0.38%
1M
-0.35%
YTD
12.85%
6M
13.89%
1Y
38.26%
3Y*
21.67%
5Y*
9.72%
10Y*
7.15%

UB20.L

1D
-0.84%
1M
-0.44%
YTD
8.62%
6M
10.36%
1Y
16.40%
3Y*
13.44%
5Y*
4.88%
10Y*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDAP.L vs. UB20.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDAP.L
iShares Asia Pacific Dividend UCITS		12.85%29.69%6.18%13.48%-1.96%3.39%-9.38%13.90%-15.23%17.00%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		8.62%20.45%5.20%4.93%-5.76%4.34%6.60%20.51%-11.48%24.40%

Correlation

The correlation between IDAP.L and UB20.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.83

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

0.71

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2012

0.51

Over the past year, IDAP.L and UB20.L have become more correlated (0.82) than their long-term average of 0.51, meaning their price movements have been converging.

IDAP.L vs. UB20.L - Sectors Allocation Comparison

Sectors
IDAP.L
UB20.L

Financial Services

30.9%
46.1%

Basic Materials

16.1%
14.6%

Consumer Cyclical

10.9%
6.0%

Real Estate

10.6%
7.8%

Industrials

7.1%
8.5%

Consumer Defensive

5.2%
3.0%

Energy

5.1%
2.9%

Communication Services

4.7%
2.7%

Utilities

4.5%
3.6%

Healthcare

3.5%
3.7%

Technology

1.6%
1.1%

Financial Services

IDAP.L
30.9%
UB20.L
46.1%

Basic Materials

IDAP.L
16.1%
UB20.L
14.6%

Consumer Cyclical

IDAP.L
10.9%
UB20.L
6.0%

Real Estate

IDAP.L
10.6%
UB20.L
7.8%

Industrials

IDAP.L
7.1%
UB20.L
8.5%

Consumer Defensive

IDAP.L
5.2%
UB20.L
3.0%

Energy

IDAP.L
5.1%
UB20.L
2.9%

Communication Services

IDAP.L
4.7%
UB20.L
2.7%

Utilities

IDAP.L
4.5%
UB20.L
3.6%

Healthcare

IDAP.L
3.5%
UB20.L
3.7%

Technology

IDAP.L
1.6%
UB20.L
1.1%

Compare stocks, funds, or ETFs

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iShares Asia Pacific Dividend UCITS

UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis

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 UB20.L:
UB20.L vs. EQQQ.LUB20.L vs. XKS2.LUB20.L vs. UC44.LUB20.L vs. FRIN.LUB20.L vs. ASDV.LUB20.L vs. HMEF.LUB20.L vs. IAPD.L

Return for Risk

IDAP.L vs. UB20.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: 8989
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 8484
Martin Ratio Rank
UB20.L
UB20.L Risk / Return Rank: 4848
Overall Rank
UB20.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 4646
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 4747
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.

IDAP.L vs. UB20.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.LUB20.LDifference
Sharpe ratioReturn per unit of total volatility
2.95
1.24

+1.71

Sortino ratioReturn per unit of downside risk
4.06
1.95

+2.11

Omega ratioGain probability vs. loss probability

1.52

1.22

+0.29

Calmar ratioReturn relative to maximum drawdown

4.34

1.89

+2.45

Martin ratioReturn relative to average drawdown

16.72

6.03

+10.69

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. UB20.L - Sharpe Ratio Comparison

The current IDAP.L Sharpe Ratio is 2.95, which is higher than the UB20.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IDAP.L and UB20.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

IDAP.LUB20.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

1.24

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.31

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.55

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.53

-0.29

Drawdowns

IDAP.L vs. UB20.L - Drawdown Comparison

The maximum IDAP.L drawdown since its inception was -69.37%, which is greater than UB20.L's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for IDAP.L and UB20.L.

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Drawdown Indicators

IDAP.LUB20.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.37%

-35.62%

-33.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-8.89%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-19.32%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-25.35%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-45.71%

-35.62%

-10.09%

Current Drawdown

Current decline from peak

-3.01%

-3.45%

+0.44%

Average Drawdown

Average peak-to-trough decline

-11.15%

-7.17%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.76%

-0.48%

Volatility

IDAP.L vs. UB20.L - Volatility Comparison

iShares Asia Pacific Dividend UCITS (IDAP.L) and UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) have volatilities of 4.29% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDAP.LUB20.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.27%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

10.68%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

13.57%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

18.88%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

20.06%

-3.33%

IDAP.L vs. UB20.L - Expense Ratio Comparison

IDAP.L has a 0.59% expense ratio, which is higher than UB20.L's 0.30% expense ratio.

Dividends

IDAP.L vs. UB20.L - Dividend Comparison

IDAP.L's dividend yield for the trailing twelve months is around 3.65%, more than UB20.L's 2.93% yield.

PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS		3.65%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis		2.93%3.86%3.26%3.97%3.64%2.60%3.05%4.03%4.36%3.43%4.00%5.16%

Frequently Asked Questions

IDAP.L and UB20.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB20.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB20.L is cheaper with a 0.30% expense ratio, compared with 0.59% for IDAP.L.

IDAP.L tracks MSCI AC Asia Pacific NR USD, while UB20.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.59% for IDAP.L and 0.30% for UB20.L.

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