SADA.L vs. IAPD.L

Last updated Jun 5, 2026

SADA.L (Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)) and IAPD.L (iShares Asia Pacific Dividend UCITS) are both Asia Pacific Equities funds - SADA.L tracks the MSCI AC Asia Ex Japan NR USD while IAPD.L tracks the MSCI AC Asia Pacific NR USD. Both are passively managed. Over the past 3 years, SADA.L returned 14.62%/yr vs 23.53%/yr for IAPD.L. At a 0.42 correlation, their price movements are largely independent. SADA.L charges 0.25%/yr vs 0.59%/yr for IAPD.L.

Performance

SADA.L vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SADA.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, SADA.L achieves a 17.66% return, which is significantly higher than IAPD.L's 12.92% return.

SADA.L

• 1D: -1.51%
• 1M: 3.65%
• YTD: 17.66%
• 6M: 18.58%
• 1Y: 40.73%
• 3Y*: 14.62%
• 5Y*: —
• 10Y*: —

IAPD.L

• 1D: 0.09%
• 1M: -0.08%
• YTD: 12.92%
• 6M: 14.61%
• 1Y: 40.63%
• 3Y*: 23.53%
• 5Y*: 11.54%
• 10Y*: 8.85%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
SADA.L Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)	17.66%	25.43%	8.02%	-3.62%	-23.16%	-7.30%
IAPD.L iShares Asia Pacific Dividend UCITS	12.92%	32.19%	7.69%	14.74%	-0.51%	-0.51%

Correlation

The correlation between SADA.L and IAPD.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (All Time) Calculated using the full available price history since Oct 27, 2021	0.42

The correlation between SADA.L and IAPD.L shifts across timeframes, from 0.35 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.

SADA.L vs. IAPD.L - Sectors Allocation Comparison

Sectors	SADA.L	IAPD.L
Technology	44.3%	1.6%
Financial Services	12.7%	30.9%
Consumer Cyclical	9.5%	10.9%
Industrials	8.7%	7.1%
Healthcare	6.8%	3.5%
Communication Services	5.1%	4.7%
Consumer Defensive	5.0%	5.2%
Basic Materials	3.5%	16.1%
Real Estate	2.7%	10.6%
Utilities	1.6%	4.5%
Energy	-	5.1%

Return for Risk

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

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

SADA.L

SADA.L Risk / Return Rank: 83
SADA.L Sharpe Ratio Rank: 86
SADA.L Sortino Ratio Rank: 85
SADA.L Omega Ratio Rank: 81
SADA.L Calmar Ratio Rank: 87
SADA.L Martin Ratio Rank: 77

IAPD.L

IAPD.L Risk / Return Rank: 93
IAPD.L Sharpe Ratio Rank: 95
IAPD.L Sortino Ratio Rank: 96
IAPD.L Omega Ratio Rank: 95
IAPD.L Calmar Ratio Rank: 92
IAPD.L Martin Ratio Rank: 90

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.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.

	SADA.L	IAPD.L	Difference
Sharpe ratio: Return per unit of total volatility	2.79	3.27	-0.48
Sortino ratio: Return per unit of downside risk	3.76	4.64	-0.88
Omega ratio: Gain probability vs. loss probability	1.48	1.57	-0.09
Calmar ratio: Return relative to maximum drawdown	4.85	5.09	-0.23
Martin ratio: Return relative to average drawdown	14.52	17.02	-2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SADA.L Sharpe Ratio is 2.79, which is comparable to the IAPD.L Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of SADA.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.

Sharpe Ratios by Period

	SADA.L	IAPD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	3.27	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.31	-0.18

Drawdowns

SADA.L vs. IAPD.L - Drawdown Comparison

The maximum SADA.L drawdown since its inception was -38.76%, smaller than the maximum IAPD.L drawdown of -67.73%. Use the drawdown chart below to compare losses from any high point for SADA.L and IAPD.L.

Drawdown Indicators

	SADA.L	IAPD.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.76%	-67.73%	+28.97%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-7.95%	-4.26%
Max Drawdown (3Y) Largest decline over 3 years	-22.64%	-17.95%	-4.69%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.22%	—
Current Drawdown Current decline from peak	-2.46%	-3.33%	+0.87%
Average Drawdown Average peak-to-trough decline	-19.67%	-10.45%	-9.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.75%	2.38%	+4.37%

Volatility

SADA.L vs. IAPD.L - Volatility Comparison

Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) has a higher volatility of 7.33% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 4.04%. This indicates that SADA.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.

Volatility by Period

	SADA.L	IAPD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.33%	4.04%	+3.29%
Volatility (6M) Calculated over the trailing 6-month period	14.95%	9.77%	+5.18%
Volatility (1Y) Calculated over the trailing 1-year period	21.33%	12.39%	+8.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.66%	14.95%	+10.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.66%	16.88%	+8.78%

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

SADA.L has a 0.25% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.

Dividends

SADA.L vs. IAPD.L - Dividend Comparison

SADA.L's dividend yield for the trailing twelve months is around 1.34%, less than IAPD.L's 4.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IAPD.L iShares Asia Pacific Dividend UCITS	4.89%	5.67%	6.72%	7.29%	8.34%	7.53%	4.77%	7.26%	7.70%	6.15%	5.60%	8.10%
SADA.L Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)	1.34%	1.58%	1.54%	1.63%	1.66%	0.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SADA.L and IAPD.L in my portfolio?

SADA.L and IAPD.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SADA.L or IAPD.L?

On fees, SADA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SADA.L or IAPD.L?

SADA.L is cheaper with a 0.25% expense ratio, compared with 0.59% for IAPD.L.

What is the main difference between SADA.L and IAPD.L?

SADA.L tracks MSCI AC Asia Ex Japan NR USD, while IAPD.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for SADA.L and 0.59% for IAPD.L.