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

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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AYEP.DE vs. DFAR - Yearly Performance Comparison


2026 (YTD)2025202420232022
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

AYEP.DE
AYEP.DE Risk / Return Rank: 4141
Overall Rank
AYEP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 3737
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 4444
Martin Ratio Rank

DFAR
DFAR Risk / Return Rank: 1616
Overall Rank
DFAR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DFAR Sortino Ratio Rank: 1515
Sortino Ratio Rank
DFAR Omega Ratio Rank: 1515
Omega Ratio Rank
DFAR Calmar Ratio Rank: 1717
Calmar Ratio Rank
DFAR Martin Ratio Rank: 1818
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 ratio

Return per unit of total volatility

0.87

-0.23

+1.10

Sortino ratio

Return per unit of downside risk

1.23

-0.19

+1.42

Omega ratio

Gain probability vs. loss probability

1.16

0.97

+0.19

Calmar ratio

Return relative to maximum drawdown

1.13

-0.29

+1.41

Martin ratio

Return relative to average drawdown

4.61

-0.52

+5.13

AYEP.DE vs. DFAR - Sharpe Ratio Comparison

The current AYEP.DE Sharpe Ratio is 0.87, which is higher than the DFAR Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AYEP.DE and DFAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AYEP.DEDFARDifference

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%.


TTM2025202420232022
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.DEDFARDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.92%

-6.40%

-6.52%

Average Drawdown

Average peak-to-trough decline

-15.08%

-14.75%

-0.33%

Ulcer Index

Depth 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.DEDFARDifference

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%