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CDFF.L vs. IUKP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CDFF.L vs. IUKP.L

Last updated Jun 5, 2026

CDFF.L (Cardiff Property plc) is a stock, while IUKP.L (iShares UK Property UCITS ETF) is REIT fund tracking the FTSE EPRA/NAREIT United Kingdom. Over the past 10 years, CDFF.L returned 14.49%/yr vs -4.20%/yr for IUKP.L. At a 0.00 correlation, their price movements are largely independent.

Performance

CDFF.L vs. IUKP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Cardiff Property plc (CDFF.L) and iShares UK Property UCITS ETF (IUKP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDFF.L achieves a 2.99% return, which is significantly higher than IUKP.L's -3.75% return. Over the past 10 years, CDFF.L has outperformed IUKP.L with an annualized return of 14.49%, while IUKP.L has yielded a comparatively lower -4.20% annualized return.

CDFF.L

1D
0.00%
1M
0.36%
YTD
2.99%
6M
2.99%
1Y
6.95%
3Y*
5.27%
5Y*
24.51%
10Y*
14.49%

IUKP.L

1D
0.96%
1M
-1.76%
YTD
-3.75%
6M
-2.04%
1Y
-4.20%
3Y*
-3.49%
5Y*
-7.61%
10Y*
-4.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDFF.L vs. IUKP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CDFF.L
Cardiff Property plc		2.99%11.25%7.57%-4.13%128.53%20.05%1.01%-1.89%2.94%13.28%
IUKP.L
iShares UK Property UCITS ETF		-3.75%4.80%-15.54%6.20%-33.79%25.56%-18.46%25.37%-16.13%8.55%

Correlation

The correlation between CDFF.L and IUKP.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.04

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

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2007

0.00

Compare stocks, funds, or ETFs

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

Cardiff Property plc

iShares UK Property UCITS ETF

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Often compared with IUKP.L:
IUKP.L vs. UKRE.LIUKP.L vs. USRTIUKP.L vs. LMP.LIUKP.L vs. IUSP.LIUKP.L vs. VUSA.LIUKP.L vs. QQQIUKP.L vs. REET

Return for Risk

CDFF.L vs. IUKP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CDFF.L
IUKP.L
IUKP.L Risk / Return Rank: 77
Overall Rank
IUKP.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IUKP.L Sortino Ratio Rank: 77
Sortino Ratio Rank
IUKP.L Omega Ratio Rank: 77
Omega Ratio Rank
IUKP.L Calmar Ratio Rank: 77
Calmar Ratio Rank
IUKP.L Martin Ratio Rank: 77
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.

CDFF.L vs. IUKP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardiff Property plc (CDFF.L) and iShares UK Property UCITS ETF (IUKP.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.

CDFF.LIUKP.LDifference
Sharpe ratioReturn per unit of total volatility
1.60
-0.24

+1.84

Sortino ratioReturn per unit of downside risk

—

-0.21

—

Omega ratioGain probability vs. loss probability

—

0.98

—

Calmar ratioReturn relative to maximum drawdown

—

-0.25

—

Martin ratioReturn relative to average drawdown

—

-0.58

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CDFF.L vs. IUKP.L - Sharpe Ratio Comparison

The current CDFF.L Sharpe Ratio is 1.60, which is higher than the IUKP.L Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CDFF.L and IUKP.L, 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

CDFF.LIUKP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

-0.24

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

-0.36

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

-0.20

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.18

+0.76

Drawdowns

CDFF.L vs. IUKP.L - Drawdown Comparison

The maximum CDFF.L drawdown since its inception was -64.04%, smaller than the maximum IUKP.L drawdown of -81.01%. Use the drawdown chart below to compare losses from any high point for CDFF.L and IUKP.L.

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Drawdown Indicators

CDFF.LIUKP.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.04%

-81.01%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-17.67%

+17.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-24.37%

+18.25%

Max Drawdown (5Y)

Largest decline over 5 years

-9.02%

-45.63%

+36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-10.00%

-45.63%

+35.63%

Current Drawdown

Current decline from peak

0.00%

-61.46%

+61.46%

Average Drawdown

Average peak-to-trough decline

-7.44%

-51.12%

+43.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.72%

-7.72%

Volatility

CDFF.L vs. IUKP.L - Volatility Comparison

The current volatility for Cardiff Property plc (CDFF.L) is 0.36%, while iShares UK Property UCITS ETF (IUKP.L) has a volatility of 6.51%. This indicates that CDFF.L experiences smaller price fluctuations and is considered to be less risky than IUKP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CDFF.LIUKP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

6.51%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

15.21%

-13.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

18.88%

-14.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.05%

21.29%

+20.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.17%

20.84%

+9.33%

Dividends

CDFF.L vs. IUKP.L - Dividend Comparison

CDFF.L's dividend yield for the trailing twelve months is around 1.09%, more than IUKP.L's 0.04% yield.

PositionTTM20252024202320222021202020192018201720162015
CDFF.L
Cardiff Property plc		1.09%0.91%0.92%0.91%42.34%0.87%1.00%0.97%0.90%0.83%0.88%1.01%
IUKP.L
iShares UK Property UCITS ETF		0.04%0.04%0.05%0.04%0.04%0.02%0.02%0.03%0.04%0.03%0.03%0.02%

Frequently Asked Questions

CDFF.L and IUKP.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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