XMID.L vs. ASDV.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L).

XMID.L and ASDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMID.L is a passively managed fund by DWS that tracks the performance of the MSCI Indonesia NR IDR. It was launched on Mar 2, 2010. ASDV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. Both XMID.L and ASDV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XMID.L vs. ASDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L). The values are adjusted to include any dividend payments, if applicable.

XMID.L vs. ASDV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XMID.L Xtrackers MSCI Indonesia Swap UCITS ETF 1C	-17.99%	-8.44%	-12.66%	-0.27%	14.84%	1.39%	-10.64%	3.73%	-4.01%	12.41%
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS	5.11%	14.49%	6.67%	9.70%	-5.57%	3.51%	-2.79%	16.05%	-3.63%	18.62%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMID.L achieves a -17.99% return, which is significantly lower than ASDV.L's 5.11% return. Over the past 10 years, XMID.L has underperformed ASDV.L with an annualized return of -0.93%, while ASDV.L has yielded a comparatively higher 7.82% annualized return.

XMID.L

• 1D: 0.86%
• 1M: -9.28%
• YTD: -17.99%
• 6M: -13.12%
• 1Y: -13.06%
• 3Y*: -14.09%
• 5Y*: -3.24%
• 10Y*: -0.93%

ASDV.L

• 1D: 1.81%
• 1M: -1.29%
• YTD: 5.11%
• 6M: 7.29%
• 1Y: 17.37%
• 3Y*: 11.77%
• 5Y*: 5.71%
• 10Y*: 7.82%

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

XMID.L vs. ASDV.L - Expense Ratio Comparison

XMID.L has a 0.65% expense ratio, which is higher than ASDV.L's 0.55% expense ratio.

XMID.L

Xtrackers MSCI Indonesia Swap UCITS ETF 1C

ASDV.L

SPDR S&P Pan Asia Dividend Aristocrats UCITS

Return for Risk

XMID.L vs. ASDV.L — Risk / Return Rank

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

XMID.L

XMID.L Risk / Return Rank: 3
XMID.L Sharpe Ratio Rank: 4
XMID.L Sortino Ratio Rank: 4
XMID.L Omega Ratio Rank: 3
XMID.L Calmar Ratio Rank: 4
XMID.L Martin Ratio Rank: 1

ASDV.L

ASDV.L Risk / Return Rank: 78
ASDV.L Sharpe Ratio Rank: 79
ASDV.L Sortino Ratio Rank: 77
ASDV.L Omega Ratio Rank: 75
ASDV.L Calmar Ratio Rank: 84
ASDV.L Martin Ratio Rank: 75

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.

XMID.L vs. ASDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.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.

	XMID.L	ASDV.L	Difference
Sharpe ratio Return per unit of total volatility	-0.55	1.46	-2.00
Sortino ratio Return per unit of downside risk	-0.61	1.97	-2.58
Omega ratio Gain probability vs. loss probability	0.92	1.27	-0.35
Calmar ratio Return relative to maximum drawdown	-0.50	2.76	-3.26
Martin ratio Return relative to average drawdown	-1.43	8.22	-9.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMID.L vs. ASDV.L - Sharpe Ratio Comparison

The current XMID.L Sharpe Ratio is -0.55, which is lower than the ASDV.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XMID.L and ASDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XMID.L	ASDV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	1.46	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	0.43	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.52	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.50	-0.55

Correlation

The correlation between XMID.L and ASDV.L is 0.46, 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.

Dividends

XMID.L vs. ASDV.L - Dividend Comparison

XMID.L has not paid dividends to shareholders, while ASDV.L's dividend yield for the trailing twelve months is around 2.88%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XMID.L Xtrackers MSCI Indonesia Swap UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS	2.88%	2.85%	3.11%	2.89%	3.63%	2.98%	2.82%	2.65%	2.52%	1.70%	2.37%	3.24%

Drawdowns

XMID.L vs. ASDV.L - Drawdown Comparison

The maximum XMID.L drawdown since its inception was -49.56%, which is greater than ASDV.L's maximum drawdown of -27.03%. Use the drawdown chart below to compare losses from any high point for XMID.L and ASDV.L.

Drawdown Indicators

	XMID.L	ASDV.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.56%	-35.08%	-14.48%
Max Drawdown (1Y) Largest decline over 1 year	-25.21%	-8.61%	-16.60%
Max Drawdown (5Y) Largest decline over 5 years	-45.65%	-35.08%	-10.57%
Max Drawdown (10Y) Largest decline over 10 years	-48.17%	-35.08%	-13.09%
Current Drawdown Current decline from peak	-43.53%	-4.71%	-38.82%
Average Drawdown Average peak-to-trough decline	-17.64%	-8.21%	-9.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.81%	2.45%	+6.36%

Volatility

XMID.L vs. ASDV.L - Volatility Comparison

Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) has a higher volatility of 8.25% compared to SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) at 4.75%. This indicates that XMID.L's price experiences larger fluctuations and is considered to be riskier than ASDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XMID.L	ASDV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	4.75%	+3.50%
Volatility (6M) Calculated over the trailing 6-month period	19.04%	8.46%	+10.58%
Volatility (1Y) Calculated over the trailing 1-year period	23.85%	11.91%	+11.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.68%	13.24%	+6.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.13%	15.00%	+8.13%