AYEP.DE vs. AVRE
Compare and contrast key facts about iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Avantis Real Estate ETF (AVRE).
AYEP.DE and AVRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AYEP.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Asia Dividend+. It was launched on Dec 12, 2018. AVRE is an actively managed fund by Avantis. It was launched on Sep 29, 2021.
Performance
AYEP.DE vs. AVRE - Performance Comparison
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AYEP.DE vs. AVRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -1.05% | 15.89% | -4.24% | -5.46% | -7.48% | 2.97% |
AVRE Avantis Real Estate ETF | 3.49% | -4.51% | 7.18% | 5.83% | -18.97% | 15.23% |
Different Trading Currencies
AYEP.DE is traded in EUR, while AVRE is traded in USD. To make them comparable, the AVRE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AYEP.DE achieves a -1.05% return, which is significantly lower than AVRE's 3.49% return.
AYEP.DE
- 1D
- 1.56%
- 1M
- -7.26%
- YTD
- -1.05%
- 6M
- 0.73%
- 1Y
- 10.18%
- 3Y*
- 2.07%
- 5Y*
- -0.20%
- 10Y*
- —
AVRE
- 1D
- 0.60%
- 1M
- -5.59%
- YTD
- 3.49%
- 6M
- 2.20%
- 1Y
- -0.56%
- 3Y*
- 3.81%
- 5Y*
- —
- 10Y*
- —
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AYEP.DE vs. AVRE - Expense Ratio Comparison
AYEP.DE has a 0.59% expense ratio, which is higher than AVRE's 0.17% expense ratio.
Return for Risk
AYEP.DE vs. AVRE — Risk / Return Rank
AYEP.DE
AVRE
AYEP.DE vs. AVRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Avantis Real Estate ETF (AVRE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AYEP.DE | AVRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | -0.04 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.05 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.00 | +1.13 |
Martin ratioReturn relative to average drawdown | 4.61 | 0.00 | +4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AYEP.DE | AVRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.04 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.07 | -0.02 |
Correlation
The correlation between AYEP.DE and AVRE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AYEP.DE vs. AVRE - Dividend Comparison
AYEP.DE has not paid dividends to shareholders, while AVRE's dividend yield for the trailing twelve months is around 3.69%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVRE Avantis Real Estate ETF | 3.69% | 4.30% | 3.99% | 3.33% | 3.78% | 0.61% |
Drawdowns
AYEP.DE vs. AVRE - Drawdown Comparison
The maximum AYEP.DE drawdown since its inception was -38.46%, which is greater than AVRE's maximum drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and AVRE.
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Drawdown Indicators
| AYEP.DE | AVRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -32.52% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -10.63% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | — | — |
Current DrawdownCurrent decline from peak | -12.92% | -7.58% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -15.08% | -15.25% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.76% | -0.32% |
Volatility
AYEP.DE vs. AVRE - Volatility Comparison
iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Avantis Real Estate ETF (AVRE) have volatilities of 4.23% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AYEP.DE | AVRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.10% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 8.38% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 15.24% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.61% | 15.62% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 15.62% | -0.14% |