PortfoliosLab logoPortfoliosLab logo
LDAP.L vs. IAPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDAP.L vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDAP.L) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, LDAP.L achieves a 16.25% return, which is significantly higher than IAPD.L's 13.97% return.


LDAP.L

1D
-0.31%
1M
-1.62%
6M
14.02%
YTD
16.25%
1Y
23.79%
3Y*
19.79%
5Y*
9.48%
10Y*

IAPD.L

1D
-0.23%
1M
1.91%
6M
8.50%
YTD
13.97%
1Y
30.46%
3Y*
19.94%
5Y*
10.51%
10Y*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDAP.L vs. IAPD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist)
16.25%35.59%3.81%9.13%-8.93%-99.00%
IAPD.L
iShares Asia Pacific Dividend UCITS
13.97%30.05%6.09%12.89%-2.04%-5.32%

Correlation

The correlation between LDAP.L and IAPD.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.70

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.73

The correlation between LDAP.L and IAPD.L shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LDAP.L vs. IAPD.L — Risk / Return Rank

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

LDAP.L
LDAP.L Risk / Return Rank: 5656
Overall Rank
LDAP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5656
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4747
Martin Ratio Rank

IAPD.L
IAPD.L Risk / Return Rank: 9090
Overall Rank
IAPD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9292
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 8080
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.

LDAP.L vs. IAPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDAP.L) and iShares Asia Pacific Dividend UCITS (IAPD.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.


LDAP.LIAPD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.26

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

2.18

3.81

-1.63

Martin ratioReturn relative to average drawdown

5.87

10.20

-4.33

LDAP.L vs. IAPD.L - Sharpe Ratio Comparison

The current LDAP.L Sharpe Ratio is 1.50, which is lower than the IAPD.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of LDAP.L and IAPD.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.


Loading charts...

Drawdowns

LDAP.L vs. IAPD.L - Drawdown Comparison

The maximum LDAP.L drawdown since its inception was -99.33%, which is greater than IAPD.L's maximum drawdown of -70.10%. Use the drawdown chart below to compare losses from any high point for LDAP.L and IAPD.L.


Loading charts...

Drawdown Indicators


LDAP.LIAPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-70.10%

-29.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-7.96%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-18.35%

-6.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

-25.23%

-9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-45.48%

Current Drawdown

Current decline from peak

-98.39%

-2.43%

-95.96%

Average Drawdown

Average peak-to-trough decline

-98.71%

-13.01%

-85.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.98%

+1.06%

Volatility

LDAP.L vs. IAPD.L - Volatility Comparison

L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDAP.L) has a higher volatility of 4.63% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 3.39%. This indicates that LDAP.L's price experiences larger fluctuations and is considered to be riskier than IAPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LDAP.LIAPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

3.39%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

10.35%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

12.74%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.06%

14.99%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

16.74%

+34.39%

LDAP.L vs. IAPD.L - Expense Ratio Comparison

LDAP.L has a 0.40% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.


Dividends

LDAP.L vs. IAPD.L - Dividend Comparison

LDAP.L's dividend yield for the trailing twelve months is around 3.86%, less than IAPD.L's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IAPD.L
iShares Asia Pacific Dividend UCITS
4.18%4.20%5.25%5.77%6.84%5.51%3.70%5.67%5.87%4.71%4.22%5.31%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist)
3.86%4.23%4.86%5.25%4.92%2.23%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDAP.L and IAPD.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDAP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDAP.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IAPD.L.

LDAP.L tracks FTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality Net Tax Index, while IAPD.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: L&G and iShares. Their fees differ too: 0.40% for LDAP.L and 0.59% for IAPD.L.

Portfolio Optimizer

Find the right allocation for LDAP.L and IAPD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer