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iShares UK Property UCITS ETF (IUKP.L) Sharpe Ratio: 0.67

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

IUKP.L is a passive ETF by iShares tracking the investment results of the FTSE EPRA/NAREIT United Kingdom. IUKP.L launched on Mar 16, 2007 and has a 0.40% expense ratio.

IUKP.L's Sharpe Ratio of 0.67 indicates that for each unit of volatility, it generates 0.67 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.

IUKP.L Sharpe Ratio Rank

IUKP.L Sharpe Ratio Rank: 24.625
Below Average

IUKP.L ranks above 24.6% 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

IUKP.L Sharpe Ratio Market Positioning

The chart shows IUKP.L'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%): 0.65 or lower
  • Yellow zone (middle 50%): 0.65 to 1.79
  • Green zone (top 25%): 1.79 or higher
  • Top 1%: 6.34+
  • Median: 1.29 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares UK Property UCITS ETF's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how IUKP.L'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
VPN.LGlobal X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc)1.92
GBRE.LSPDR® Dow Jones Global Real Estate UCITS ETF1.72
IUSP.LiShares US Property Yield UCITS ETF1.59
HPRO.LHSBC FTSE EPRA/NAREIT Developed UCITS ETF1.56
EPRA.LAmundi Index FTSE EPRA NAREIT Global UCITS ETF DR1.55
IDUP.LiShares US Property Yield UCITS ETF USD (Dist)1.52
TREG.LVanEck Global Real Estate UCITS ETF1.52
GLRE.LSPDR Dow Jones Global Real Estate UCITS ETF1.49
GLRA.LSPDR® Dow Jones Global Real Estate UCITS ETF USD Cap1.46
HPRD.LHSBC FTSE EPRA NAREIT Developed UCITS ETF1.39
IUKP.LiShares UK Property UCITS ETF0.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IUKP.L'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 IUKP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IUKP.L fit in your portfolio?

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

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