DFAR vs. AYEP.DE
Compare and contrast key facts about Dimensional US Real Estate ETF (DFAR) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE).
DFAR and AYEP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAR is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. AYEP.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Asia Dividend+. It was launched on Dec 12, 2018.
Performance
DFAR vs. AYEP.DE - Performance Comparison
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DFAR vs. AYEP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFAR Dimensional US Real Estate ETF | 3.46% | 1.31% | 5.25% | 11.04% | -14.30% |
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -4.01% | 30.84% | -9.72% | -2.48% | -7.21% |
Different Trading Currencies
DFAR is traded in USD, while AYEP.DE is traded in EUR. To make them comparable, the AYEP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DFAR achieves a 3.46% return, which is significantly higher than AYEP.DE's -4.01% return.
DFAR
- 1D
- 1.55%
- 1M
- -6.28%
- YTD
- 3.46%
- 6M
- 0.97%
- 1Y
- 2.53%
- 3Y*
- 6.36%
- 5Y*
- —
- 10Y*
- —
AYEP.DE
- 1D
- 0.60%
- 1M
- -11.19%
- YTD
- -4.01%
- 6M
- -1.88%
- 1Y
- 17.12%
- 3Y*
- 3.77%
- 5Y*
- -0.86%
- 10Y*
- —
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DFAR vs. AYEP.DE - Expense Ratio Comparison
DFAR has a 0.19% expense ratio, which is lower than AYEP.DE's 0.59% expense ratio.
Return for Risk
DFAR vs. AYEP.DE — Risk / Return Rank
DFAR
AYEP.DE
DFAR vs. AYEP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). 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.
| DFAR | AYEP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.25 | -1.09 |
Sortino ratioReturn per unit of downside risk | 0.32 | 1.76 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.34 | -1.04 |
Martin ratioReturn relative to average drawdown | 1.16 | 5.67 | -4.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAR | AYEP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.25 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.05 | +0.02 |
Correlation
The correlation between DFAR and AYEP.DE is 0.40, 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.
Dividends
DFAR vs. AYEP.DE - Dividend Comparison
DFAR's dividend yield for the trailing twelve months is around 2.98%, while AYEP.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFAR Dimensional US Real Estate ETF | 2.98% | 2.97% | 2.89% | 3.06% | 1.69% |
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFAR vs. AYEP.DE - Drawdown Comparison
The maximum DFAR drawdown since its inception was -32.27%, smaller than the maximum AYEP.DE drawdown of -40.02%. Use the drawdown chart below to compare losses from any high point for DFAR and AYEP.DE.
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Drawdown Indicators
| DFAR | AYEP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.27% | -38.46% | +6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -9.99% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.65% | — |
Current DrawdownCurrent decline from peak | -6.75% | -14.25% | +7.50% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -15.08% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.43% | +0.70% |
Volatility
DFAR vs. AYEP.DE - Volatility Comparison
The current volatility for Dimensional US Real Estate ETF (DFAR) is 4.48%, while iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) has a volatility of 5.11%. This indicates that DFAR experiences smaller price fluctuations and is considered to be less risky than AYEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAR | AYEP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.11% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 8.78% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 13.62% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.32% | 13.50% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 16.97% | +2.35% |