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IOO vs. AIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IOO and AIA is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

IOO vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
260.73%
103.23%
IOO
AIA

Key characteristics

Sharpe Ratio

IOO:

0.53

AIA:

0.71

Sortino Ratio

IOO:

0.88

AIA:

1.15

Omega Ratio

IOO:

1.12

AIA:

1.15

Calmar Ratio

IOO:

0.57

AIA:

0.53

Martin Ratio

IOO:

2.28

AIA:

2.68

Ulcer Index

IOO:

4.80%

AIA:

7.18%

Daily Std Dev

IOO:

20.54%

AIA:

27.21%

Max Drawdown

IOO:

-55.85%

AIA:

-60.89%

Current Drawdown

IOO:

-8.74%

AIA:

-25.28%

Returns By Period

In the year-to-date period, IOO achieves a -4.80% return, which is significantly lower than AIA's 2.58% return. Over the past 10 years, IOO has outperformed AIA with an annualized return of 11.40%, while AIA has yielded a comparatively lower 4.66% annualized return.


IOO

YTD

-4.80%

1M

-2.55%

6M

-3.48%

1Y

11.36%

5Y*

16.42%

10Y*

11.40%

AIA

YTD

2.58%

1M

-6.37%

6M

-2.88%

1Y

17.58%

5Y*

5.78%

10Y*

4.66%

*Annualized

Compare stocks, funds, or ETFs

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IOO vs. AIA - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is lower than AIA's 0.50% expense ratio.


Expense ratio chart for AIA: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIA: 0.50%
Expense ratio chart for IOO: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IOO: 0.40%

Risk-Adjusted Performance

IOO vs. AIA — Risk-Adjusted Performance Rank

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

IOO
The Risk-Adjusted Performance Rank of IOO is 6161
Overall Rank
The Sharpe Ratio Rank of IOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IOO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IOO is 6363
Martin Ratio Rank

AIA
The Risk-Adjusted Performance Rank of AIA is 6868
Overall Rank
The Sharpe Ratio Rank of AIA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AIA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AIA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AIA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AIA is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IOO vs. AIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and iShares Asia 50 ETF (AIA). 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.


The chart of Sharpe ratio for IOO, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
IOO: 0.53
AIA: 0.71
The chart of Sortino ratio for IOO, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
IOO: 0.88
AIA: 1.15
The chart of Omega ratio for IOO, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
IOO: 1.12
AIA: 1.15
The chart of Calmar ratio for IOO, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
IOO: 0.57
AIA: 0.53
The chart of Martin ratio for IOO, currently valued at 2.28, compared to the broader market0.0020.0040.0060.00
IOO: 2.28
AIA: 2.68

The current IOO Sharpe Ratio is 0.53, which is comparable to the AIA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IOO and AIA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.71
IOO
AIA

Dividends

IOO vs. AIA - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 1.13%, less than AIA's 2.71% yield.


TTM20242023202220212020201920182017201620152014
IOO
iShares Global 100 ETF
1.13%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%
AIA
iShares Asia 50 ETF
2.71%2.78%2.62%2.59%1.53%1.11%2.24%2.50%1.45%2.29%2.88%2.24%

Drawdowns

IOO vs. AIA - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, smaller than the maximum AIA drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for IOO and AIA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.74%
-25.28%
IOO
AIA

Volatility

IOO vs. AIA - Volatility Comparison

iShares Global 100 ETF (IOO) and iShares Asia 50 ETF (AIA) have volatilities of 14.41% and 14.70%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.41%
14.70%
IOO
AIA