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ISIN
US4642884229
CUSIP
464288422
Issuer
iShares
Inception Date
Aug 7, 2007
Region
Developed Markets (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
S&P Developed ex US Property Index
Distribution Policy
Accumulating
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$30M

Share Price Chart


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Performance

WPS Performance Chart


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S&P 500 Index

Returns By Period


iShares International Developed Property ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPS Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.35%-2.35%6.45%-4.57%2.15%-3.65%6.09%-2.69%-3.59%
20237.34%-5.29%-3.34%3.46%-6.24%1.01%5.07%-3.16%-4.83%-4.02%10.04%9.08%7.43%
2022-3.58%-1.81%0.81%-6.71%-1.17%-9.67%6.44%-7.16%-13.09%0.28%10.54%-0.54%-24.74%
2021-1.91%2.63%1.72%3.91%3.10%-0.59%2.46%1.02%-5.37%3.38%-4.15%3.04%9.05%

Benchmark Metrics

iShares International Developed Property ETF has an annualized alpha of -5.28%, beta of 0.85, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since August 07, 2007.

  • This ETF participated in 108.11% of S&P 500 Index downside but only 76.25% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.28% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.28%
Beta
0.85
0.64
Upside Capture
76.25%
Downside Capture
108.11%

Expense Ratio

WPS has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) 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.


WPSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

iShares International Developed Property ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.00$2.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.00$0.68$0.72$1.62$0.82$2.64$1.54$1.70$1.93$1.12

Dividend yield

0.00%2.38%2.63%4.36%2.31%6.81%4.45%4.31%5.73%3.20%

Monthly Dividends

The table displays the monthly dividend distributions for iShares International Developed Property ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.10$0.00$0.00$0.57$0.00$0.00$0.67
2023$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.19$0.68
2022$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.00$0.00$0.72
2021$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.46$0.00$0.00$0.55$1.62
2020$0.00$0.00$0.27$0.00$0.00$0.24$0.00$0.00$0.31$0.00$0.00$0.00$0.82
2019$0.00$0.00$0.26$0.00$0.00$0.50$0.00$0.00$0.29$0.00$0.00$1.59$2.64

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 International Developed Property ETF. 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 International Developed Property ETF was 72.23%, occurring on Mar 9, 2009. Recovery took 1870 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.23%Mar 2009
1y 4mo7y 5mo
8y 9moNov 2007 - Aug 2016
COVID crash2020
-39.98%Mar 2020
1mo1y 1mo
1y 2moFeb 2020 - May 2021
Bear market2022
-37.11%Oct 2022
1y 1mo
4y 9moSep 2021 - now
Rate-hike selloffLate 2018
-15.11%Dec 2018
10mo 29d9mo 21d
1y 8moJan 2018 - Oct 2019
2016 correction2016
-12.03%Nov 2016
2mo 9d6mo 4d
8mo 13dSep 2016 - May 2017

Drawdown Indicators


WPSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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