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AYEP.DE vs. IPRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYEP.DE and IPRP.L is 0.46, 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.


-0.50.00.51.00.5

Performance

AYEP.DE vs. IPRP.L - 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 iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.52%
-15.20%
AYEP.DE
IPRP.L

Key characteristics

Sharpe Ratio

AYEP.DE:

0.18

IPRP.L:

0.28

Sortino Ratio

AYEP.DE:

0.34

IPRP.L:

0.52

Omega Ratio

AYEP.DE:

1.04

IPRP.L:

1.06

Calmar Ratio

AYEP.DE:

0.08

IPRP.L:

0.13

Martin Ratio

AYEP.DE:

0.40

IPRP.L:

0.72

Ulcer Index

AYEP.DE:

5.08%

IPRP.L:

6.82%

Daily Std Dev

AYEP.DE:

11.54%

IPRP.L:

17.32%

Max Drawdown

AYEP.DE:

-38.42%

IPRP.L:

-59.70%

Current Drawdown

AYEP.DE:

-22.04%

IPRP.L:

-33.69%

Returns By Period

In the year-to-date period, AYEP.DE achieves a 2.66% return, which is significantly higher than IPRP.L's -2.30% return.


AYEP.DE

YTD

2.66%

1M

-0.75%

6M

-3.15%

1Y

1.77%

5Y*

-2.68%

10Y*

N/A

IPRP.L

YTD

-2.30%

1M

-4.94%

6M

-11.25%

1Y

6.65%

5Y*

-6.44%

10Y*

2.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AYEP.DE vs. IPRP.L - Expense Ratio Comparison

AYEP.DE has a 0.59% expense ratio, which is higher than IPRP.L's 0.40% expense ratio.


AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
Expense ratio chart for AYEP.DE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for IPRP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

AYEP.DE vs. IPRP.L — Risk-Adjusted Performance Rank

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

AYEP.DE
The Risk-Adjusted Performance Rank of AYEP.DE is 1717
Overall Rank
The Sharpe Ratio Rank of AYEP.DE is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AYEP.DE is 1818
Sortino Ratio Rank
The Omega Ratio Rank of AYEP.DE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AYEP.DE is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AYEP.DE is 1616
Martin Ratio Rank

IPRP.L
The Risk-Adjusted Performance Rank of IPRP.L is 2121
Overall Rank
The Sharpe Ratio Rank of IPRP.L is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IPRP.L is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IPRP.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of IPRP.L is 1818
Calmar Ratio Rank
The Martin Ratio Rank of IPRP.L is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AYEP.DE vs. IPRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and iShares European Property Yield UCITS ETF (IPRP.L). 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.


Sharpe ratio
The chart of Sharpe ratio for AYEP.DE, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.005.00-0.170.37
The chart of Sortino ratio for AYEP.DE, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.150.66
The chart of Omega ratio for AYEP.DE, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.08
The chart of Calmar ratio for AYEP.DE, currently valued at -0.08, compared to the broader market0.005.0010.0015.0020.00-0.080.16
The chart of Martin ratio for AYEP.DE, currently valued at -0.27, compared to the broader market0.0020.0040.0060.0080.00100.00-0.270.76
AYEP.DE
IPRP.L

The current AYEP.DE Sharpe Ratio is 0.18, which is lower than the IPRP.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of AYEP.DE and IPRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
-0.17
0.37
AYEP.DE
IPRP.L

Dividends

AYEP.DE vs. IPRP.L - Dividend Comparison

AYEP.DE has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 3.38%.


TTM20242023202220212020201920182017201620152014
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPRP.L
iShares European Property Yield UCITS ETF
3.36%3.30%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%3.78%

Drawdowns

AYEP.DE vs. IPRP.L - Drawdown Comparison

The maximum AYEP.DE drawdown since its inception was -38.42%, smaller than the maximum IPRP.L drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and IPRP.L. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-24.28%
-37.38%
AYEP.DE
IPRP.L

Volatility

AYEP.DE vs. IPRP.L - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 3.49%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 5.20%. This indicates that AYEP.DE experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
3.49%
5.20%
AYEP.DE
IPRP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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