PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) Sharpe Ratio: 0.76

ETF · Currency in EUR · Last updated Jul 21, 2026

AYEP.DE is a passive ETF by iShares tracking the investment results of the FTSE EPRA/NAREIT Developed Asia Dividend+. AYEP.DE launched on Dec 12, 2018 and has a 0.59% expense ratio.

AYEP.DE's Sharpe Ratio of 0.76 indicates that for each unit of volatility, it generates 0.76 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AYEP.DE Sharpe Ratio Rank

AYEP.DE Sharpe Ratio Rank: 27.728
Below Average

AYEP.DE ranks above 27.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

AYEP.DE Sharpe Ratio Market Positioning

The chart shows AYEP.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.66 or lower
  • Yellow zone (middle 50%): 0.66 to 1.79
  • Green zone (top 25%): 1.79 or higher
  • Top 1%: 6.36+
  • Median: 1.29 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Asia Property Yield UCITS ETF USD Acc's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how AYEP.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 21, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPY2.DESPDR Dow Jones Global Real Estate UCITS ETF Accumulating1.93
SPYJ.DESPDR Dow Jones Global Real Estate UCITS ETF1.91
XDRE.DEXtrackers Developed Green Real Estate ESG UCITS ETF 1C1.86
IQQ7.DEiShares US Property Yield UCITS ETF1.75
H4ZL.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD1.75
H4Z7.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)1.72
10AJ.DEAmundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist1.69
LMWE.DELyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)1.68
TRET.DEVanEck Global Real Estate UCITS ETF1.65
CSYZ.DECSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD1.63
AYEP.DEiShares Asia Property Yield UCITS ETF USD Acc0.76

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AYEP.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AYEP.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does AYEP.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio