AYEP.DE vs. DFAR
Compare and contrast key facts about iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Dimensional US Real Estate ETF (DFAR).
AYEP.DE and DFAR 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. DFAR is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Performance
AYEP.DE vs. DFAR - Performance Comparison
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AYEP.DE vs. DFAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -1.05% | 15.89% | -4.24% | -5.46% | -2.94% |
DFAR Dimensional US Real Estate ETF | 5.45% | -10.71% | 12.19% | 7.71% | -10.38% |
Different Trading Currencies
AYEP.DE is traded in EUR, while DFAR is traded in USD. To make them comparable, the DFAR 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 DFAR's 5.45% 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*
- —
DFAR
- 1D
- 0.28%
- 1M
- -5.27%
- YTD
- 5.45%
- 6M
- 2.62%
- 1Y
- -4.01%
- 3Y*
- 4.22%
- 5Y*
- —
- 10Y*
- —
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AYEP.DE vs. DFAR - Expense Ratio Comparison
AYEP.DE has a 0.59% expense ratio, which is higher than DFAR's 0.19% expense ratio.
Return for Risk
AYEP.DE vs. DFAR — Risk / Return Rank
AYEP.DE
DFAR
AYEP.DE vs. DFAR - 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 Dimensional US Real Estate ETF (DFAR). 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 | DFAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | -0.23 | +1.10 |
Sortino ratioReturn per unit of downside risk | 1.23 | -0.19 | +1.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | -0.29 | +1.41 |
Martin ratioReturn relative to average drawdown | 4.61 | -0.52 | +5.13 |
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 | DFAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.23 | +1.10 |
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 | 0.03 | +0.02 |
Correlation
The correlation between AYEP.DE and DFAR is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AYEP.DE vs. DFAR - Dividend Comparison
AYEP.DE has not paid dividends to shareholders, while DFAR's dividend yield for the trailing twelve months is around 2.97%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAR Dimensional US Real Estate ETF | 2.97% | 2.97% | 2.89% | 3.06% | 1.69% |
Drawdowns
AYEP.DE vs. DFAR - Drawdown Comparison
The maximum AYEP.DE drawdown since its inception was -38.46%, which is greater than DFAR's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and DFAR.
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Drawdown Indicators
| AYEP.DE | DFAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -32.27% | -6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -12.10% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | — | — |
Current DrawdownCurrent decline from peak | -12.92% | -6.40% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -15.08% | -14.75% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.15% | -0.71% |
Volatility
AYEP.DE vs. DFAR - Volatility Comparison
iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Dimensional US Real Estate ETF (DFAR) have volatilities of 4.23% and 4.12%, 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 | DFAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.12% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 9.62% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 17.51% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.61% | 18.62% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 18.62% | -3.14% |