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AYEP.DE vs. DFAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEP.DE vs. DFAR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and Dimensional US Real Estate ETF (DFAR). The values are adjusted to include any dividend payments, if applicable.

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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 -5.35% return, which is significantly lower than DFAR's 14.68% 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*

DFAR

1D
1.59%
1M
1.57%
YTD
14.68%
6M
12.90%
1Y
11.42%
3Y*
7.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEP.DE vs. DFAR - Yearly Performance Comparison


2026 (YTD)2025202420232022
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
-5.35%15.89%-4.24%-5.46%-2.94%
DFAR
Dimensional US Real Estate ETF
14.68%-10.71%12.19%7.71%-10.38%

Correlation

The correlation between AYEP.DE and DFAR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.32

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Return for Risk

AYEP.DE vs. DFAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AYEP.DE
AYEP.DE Risk / Return Rank: 1515
Overall Rank
AYEP.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 1414
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 1515
Martin Ratio Rank

DFAR
DFAR Risk / Return Rank: 3030
Overall Rank
DFAR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DFAR Sortino Ratio Rank: 2727
Sortino Ratio Rank
DFAR Omega Ratio Rank: 2828
Omega Ratio Rank
DFAR Calmar Ratio Rank: 3333
Calmar Ratio Rank
DFAR Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEDFARDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.08

1.16

-0.09

Calmar ratioReturn relative to maximum drawdown

0.36

1.63

-1.26

Martin ratioReturn relative to average drawdown

1.10

4.00

-2.90

AYEP.DE vs. DFAR - Sharpe Ratio Comparison

The current AYEP.DE Sharpe Ratio is 0.41, which is lower than the DFAR Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AYEP.DE and DFAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AYEP.DEDFARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.89

-0.48

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

0.13

-0.13

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.DEDFARDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-30.56%

-7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-7.05%

-5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-20.31%

+8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

Current Drawdown

Current decline from peak

-16.71%

-4.54%

-12.17%

Average Drawdown

Average peak-to-trough decline

-15.03%

-14.76%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.86%

+1.21%

Volatility

AYEP.DE vs. DFAR - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 2.79%, while Dimensional US Real Estate ETF (DFAR) has a volatility of 3.57%. This indicates that AYEP.DE experiences smaller price fluctuations and is considered to be less risky than DFAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEP.DEDFARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.57%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.49%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

12.96%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

18.42%

-6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

18.42%

-2.99%

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.


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 2.72%.


PositionTTM2025202420232022
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
2.72%2.97%2.89%3.06%1.69%

Frequently Asked Questions


AYEP.DE and DFAR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFAR is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFAR is cheaper with a 0.19% expense ratio, compared with 0.59% for AYEP.DE.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.59% for AYEP.DE and 0.19% for DFAR.

Portfolio Optimizer

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