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iShares Developed Markets Property Yield UCITS ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFM6T921
IssueriShares
Inception DateMay 10, 2018
CategoryREIT
Index TrackedFTSE EPRA Nareit Global TR USD
Asset ClassReal Estate

Expense Ratio

The iShares Developed Markets Property Yield UCITS ETF USD (Acc) has a high expense ratio of 0.59%, indicating higher-than-average management fees.


Expense ratio chart for DPYA.L: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

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iShares Developed Markets Property Yield UCITS ETF USD (Acc)

Popular comparisons: DPYA.L vs. VNQ, DPYA.L vs. SCHH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Developed Markets Property Yield UCITS ETF USD (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
12.67%
21.14%
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Developed Markets Property Yield UCITS ETF USD (Acc) had a return of -8.25% year-to-date (YTD) and 0.52% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-8.25%6.33%
1 month-3.59%-2.81%
6 months12.66%21.13%
1 year0.52%24.56%
5 years (annualized)-1.53%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.49%-1.80%3.78%
2023-6.06%-5.37%10.22%11.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DPYA.L is 16, indicating that it is in the bottom 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DPYA.L is 1616
iShares Developed Markets Property Yield UCITS ETF USD (Acc)(DPYA.L)
The Sharpe Ratio Rank of DPYA.L is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of DPYA.L is 1616Sortino Ratio Rank
The Omega Ratio Rank of DPYA.L is 1616Omega Ratio Rank
The Calmar Ratio Rank of DPYA.L is 1616Calmar Ratio Rank
The Martin Ratio Rank of DPYA.L is 1616Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DPYA.L
Sharpe ratio
The chart of Sharpe ratio for DPYA.L, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.03
Sortino ratio
The chart of Sortino ratio for DPYA.L, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.000.18
Omega ratio
The chart of Omega ratio for DPYA.L, currently valued at 1.02, compared to the broader market1.001.502.001.02
Calmar ratio
The chart of Calmar ratio for DPYA.L, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.000.02
Martin ratio
The chart of Martin ratio for DPYA.L, currently valued at 0.08, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current iShares Developed Markets Property Yield UCITS ETF USD (Acc) Sharpe ratio is 0.03. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.03
1.91
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares Developed Markets Property Yield UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-24.26%
-3.48%
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Developed Markets Property Yield UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Developed Markets Property Yield UCITS ETF USD (Acc) was 42.96%, occurring on Mar 23, 2020. Recovery took 298 trading sessions.

The current iShares Developed Markets Property Yield UCITS ETF USD (Acc) drawdown is 24.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.96%Feb 18, 202025Mar 23, 2020298May 28, 2021323
-33.35%Jan 5, 2022458Oct 30, 2023
-10.25%Aug 30, 201887Jan 2, 201920Jan 30, 2019107
-7.63%Sep 7, 202122Oct 6, 202158Dec 29, 202180
-4.34%Oct 23, 201938Dec 13, 201921Jan 16, 202059

Volatility

Volatility Chart

The current iShares Developed Markets Property Yield UCITS ETF USD (Acc) volatility is 5.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.98%
3.59%
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc))
Benchmark (^GSPC)