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Issuer
iShares
Inception Date
Nov 4, 2005
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

IPRE.DE Performance Chart

iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) is up 4.0% since the beginning of the year. IPRE.DE is currently trading at €5 per share. Investors who bought €1,000 worth of IPRE.DE shares 5 years ago would now be looking at an investment worth €828.


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S&P 500 Index

Returns By Period

iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has returned 3.98% so far this year and 1.43% over the past 12 months.


iShares European Property Yield UCITS ETF EUR (Acc)

1D
0.20%
1M
4.20%
6M
4.86%
YTD
3.98%
1Y
1.43%
3Y*
11.38%
5Y*
-3.70%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRE.DE Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2018, IPRE.DE's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +13.4%, while the worst month was Mar 2020 at -21.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IPRE.DE closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.73%10.00%-12.99%5.12%0.41%-1.21%1.43%3.98%
20254.10%0.66%-4.78%6.85%4.49%0.82%-2.84%0.42%-1.25%0.63%0.84%-1.04%8.66%
2024-3.39%-8.41%8.42%-0.94%5.94%-4.48%3.52%5.90%4.28%-6.98%1.77%-4.77%-0.90%
20239.07%-1.96%-13.22%5.46%-8.17%1.48%9.65%0.27%-3.19%-3.30%13.35%11.03%18.13%
2022-1.84%-3.74%-1.24%-6.80%-3.07%-16.63%10.93%-9.64%-15.17%2.51%2.72%-0.53%-37.40%
2021-4.33%-2.83%3.30%4.70%4.49%0.69%5.46%2.10%-8.56%4.16%-1.00%0.67%8.12%

Benchmark Metrics

iShares European Property Yield UCITS ETF EUR (Acc) has an annualized alpha of -4.13%, beta of 0.31, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since December 12, 2018.

  • This ETF participated in 93.32% of S&P 500 Index downside but only 38.48% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.31 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.13%
Beta
0.31
0.09
Upside Capture
38.48%
Downside Capture
93.32%

Expense Ratio

IPRE.DE has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IPRE.DE ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IPRE.DE Risk / Return Rank: 1010
Overall Rank
IPRE.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IPRE.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IPRE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IPRE.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRE.DE Martin Ratio Rank: 1010
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) and compare them to S&P 500 Index.

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.


IPRE.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.32

Calmar ratioReturn relative to maximum drawdown

0.09

3.18

-3.09

Martin ratioReturn relative to average drawdown

0.23

11.76

-11.53

Dividends

Dividend History


iShares European Property Yield UCITS ETF EUR (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares European Property Yield UCITS ETF EUR (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 European Property Yield UCITS ETF EUR (Acc) was 50.15%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current iShares European Property Yield UCITS ETF EUR (Acc) drawdown is 24.16%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-50.15%Oct 2022
2y 7mo
6y 4moFeb 2020 - now
2019 pullback2019
-6.14%Jun 2019
21d2mo 4d
2mo 25dJun 2019 - Aug 2019
Rate-hike selloffLate 2018
-5.53%Dec 2018
14d20d
1mo 4dDec 2018 - Jan 2019
2019 pullback2019
-3.75%Mar 2019
29d13d
1mo 12dJan 2019 - Mar 2019
2019 pullback2019
-3.23%Sep 2019
14d4d
18dSep 2019 - Sep 2019

Drawdown Indicators


IPRE.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.15%

-51.62%

+1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

-7.57%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

-23.99%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-49.30%

-23.99%

-25.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-24.16%

-0.43%

-23.73%

Average Drawdown

Average peak-to-trough decline

-23.68%

-9.08%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

2.04%

+4.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IPRE.DE

Add iShares European Property Yield UCITS ETF EUR (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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