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CMCX.L vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CMCX.L vs. IPRP.L

Last updated Jun 13, 2026

CMCX.L (CMC Markets plc) is a stock, while IPRP.L (iShares European Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Over the past 10 years, CMCX.L returned 10.03%/yr vs 1.88%/yr for IPRP.L. At a 0.18 correlation, their price movements are largely independent.

Performance

CMCX.L vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CMC Markets plc (CMCX.L) and iShares European Property Yield UCITS ETF (IPRP.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, CMCX.L achieves a 55.18% return, which is significantly higher than IPRP.L's 0.47% return. Over the past 10 years, CMCX.L has outperformed IPRP.L with an annualized return of 10.03%, while IPRP.L has yielded a comparatively lower 1.88% annualized return.

CMCX.L

1D
0.11%
1M
22.43%
YTD
55.18%
6M
62.81%
1Y
93.05%
3Y*
46.87%
5Y*
3.69%
10Y*
10.03%

IPRP.L

1D
1.60%
1M
0.47%
YTD
0.47%
6M
2.67%
1Y
2.32%
3Y*
11.51%
5Y*
-4.25%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMCX.L vs. IPRP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CMCX.L
CMC Markets plc		55.18%27.16%144.09%-51.43%-10.97%-28.25%183.92%43.23%-26.78%45.42%
IPRP.L
iShares European Property Yield UCITS ETF		0.47%13.63%-4.96%15.42%-33.74%1.88%-3.84%18.45%-5.36%19.14%

Correlation

The correlation between CMCX.L and IPRP.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.20

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

0.26

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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2016

0.18

The correlation between CMCX.L and IPRP.L shifts across timeframes, from 0.15 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

CMC Markets plc

iShares European Property Yield UCITS ETF

Often compared with CMCX.L:
CMCX.L vs. IGG.LCMCX.L vs. PLUS.LCMCX.L vs. GBTCCMCX.L vs. CLIQ.DECMCX.L vs. FXPO.LCMCX.L vs. ACX.DECMCX.L vs. CAVA
Often compared with IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS

Return for Risk

CMCX.L vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMCX.L
CMCX.L Risk / Return Rank: 9393
Overall Rank
CMCX.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CMCX.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
CMCX.L Omega Ratio Rank: 9494
Omega Ratio Rank
CMCX.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CMCX.L Martin Ratio Rank: 9292
Martin Ratio Rank
IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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.

CMCX.L vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CMC Markets plc (CMCX.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CMCX.LIPRP.LDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.08

+2.01

Sortino ratioReturn per unit of downside risk
4.44
0.23

+4.21

Omega ratioGain probability vs. loss probability

1.52

1.03

+0.49

Calmar ratioReturn relative to maximum drawdown

5.16

0.08

+5.08

Martin ratioReturn relative to average drawdown

13.26

0.21

+13.05

CMCX.L vs. IPRP.L - Sharpe Ratio Comparison

The current CMCX.L Sharpe Ratio is 2.09, which is higher than the IPRP.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CMCX.L and IPRP.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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Drawdowns

CMCX.L vs. IPRP.L - Drawdown Comparison

The maximum CMCX.L drawdown since its inception was -81.04%, which is greater than IPRP.L's maximum drawdown of -64.48%. Use the drawdown chart below to compare losses from any high point for CMCX.L and IPRP.L.

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Drawdown Indicators

CMCX.LIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.04%

-64.48%

-16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-17.02%

-16.12%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-45.29%

-16.12%

-29.17%

Max Drawdown (5Y)

Largest decline over 5 years

-78.60%

-48.77%

-29.83%

Max Drawdown (10Y)

Largest decline over 10 years

-81.04%

-48.77%

-32.27%

Current Drawdown

Current decline from peak

-0.22%

-23.83%

+23.61%

Average Drawdown

Average peak-to-trough decline

-40.52%

-16.67%

-23.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

6.28%

+0.35%

Volatility

CMCX.L vs. IPRP.L - Volatility Comparison

CMC Markets plc (CMCX.L) has a higher volatility of 17.61% compared to iShares European Property Yield UCITS ETF (IPRP.L) at 4.23%. This indicates that CMCX.L's price experiences larger fluctuations and is considered to be riskier than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CMCX.LIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.61%

4.23%

+13.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.26%

13.05%

+11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

41.97%

15.28%

+26.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.85%

21.53%

+25.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.35%

19.35%

+27.00%

Dividends

CMCX.L vs. IPRP.L - Dividend Comparison

CMCX.L's dividend yield for the trailing twelve months is around 2.97%, more than IPRP.L's 0.50% yield.

PositionTTM20252024202320222021202020192018201720162015
CMCX.L
CMC Markets plc		2.97%4.62%4.19%4.67%5.53%9.46%5.47%2.41%6.94%5.95%0.00%0.00%
IPRP.L
iShares European Property Yield UCITS ETF		0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%

Frequently Asked Questions

CMCX.L and IPRP.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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