AYEP.DE vs. AVRE
AYEP.DE (iShares Asia Property Yield UCITS ETF USD Acc) and AVRE (Avantis Real Estate ETF) are both REIT funds. AYEP.DE is passively managed, while AVRE is actively managed. Over the past 3 years, AYEP.DE returned 0.62%/yr vs 6.07%/yr for AVRE. At a 0.41 correlation, their price movements are largely independent. AYEP.DE charges 0.59%/yr vs 0.17%/yr for AVRE.
Performance
AYEP.DE vs. AVRE - Performance Comparison
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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 -5.35% return, which is significantly lower than AVRE's 9.99% return.
AYEP.DE
- 1D
- -0.02%
- 1M
- -6.11%
- YTD
- -5.35%
- 6M
- -4.80%
- 1Y
- 4.48%
- 3Y*
- 0.62%
- 5Y*
- -1.21%
- 10Y*
- —
AVRE
- 1D
- 1.27%
- 1M
- 0.39%
- YTD
- 9.99%
- 6M
- 9.07%
- 1Y
- 9.08%
- 3Y*
- 6.07%
- 5Y*
- —
- 10Y*
- —
AYEP.DE vs. AVRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -5.35% | 15.89% | -4.24% | -5.46% | -7.48% | 2.97% |
AVRE Avantis Real Estate ETF | 9.99% | -4.51% | 7.18% | 5.83% | -18.97% | 15.23% |
Correlation
The correlation between AYEP.DE and AVRE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.41 |
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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 | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.18 | -0.82 |
| Martin ratioReturn relative to average drawdown | 1.10 | 3.64 | -2.54 |
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 | 0.41 | 0.81 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.15 | -0.14 |
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% | -28.61% | -9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -7.69% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -17.54% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | — | — |
Current DrawdownCurrent decline from peak | -16.71% | -4.97% | -11.74% |
Average DrawdownAverage peak-to-trough decline | -15.03% | -12.93% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 2.50% | +1.57% |
Volatility
AYEP.DE vs. AVRE - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 2.79%, while Avantis Real Estate ETF (AVRE) has a volatility of 3.11%. This indicates that AYEP.DE experiences smaller price fluctuations and is considered to be less risky than AVRE based on this measure. 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 | 2.79% | 3.11% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 8.48% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 11.23% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.71% | 15.49% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 15.49% | -0.06% |
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.
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 3.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AVRE Avantis Real Estate ETF | 3.46% | 4.30% | 3.99% | 3.33% | 3.78% | 0.61% |
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AYEP.DE and AVRE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVRE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVRE is cheaper with a 0.17% expense ratio, compared with 0.59% for AYEP.DE.
They also come from different issuers: iShares and Avantis. Their fees differ too: 0.59% for AYEP.DE and 0.17% for AVRE.
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