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

Performance

DFAR vs. AYEP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Real Estate ETF (DFAR) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). The values are adjusted to include any dividend payments, if applicable.

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DFAR vs. AYEP.DE - Yearly Performance Comparison


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

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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

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

DFAR
DFAR Risk / Return Rank: 1717
Overall Rank
DFAR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DFAR Sortino Ratio Rank: 1616
Sortino Ratio Rank
DFAR Omega Ratio Rank: 1616
Omega Ratio Rank
DFAR Calmar Ratio Rank: 1919
Calmar Ratio Rank
DFAR Martin Ratio Rank: 2121
Martin Ratio Rank

AYEP.DE
AYEP.DE Risk / Return Rank: 3939
Overall Rank
AYEP.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 3838
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.

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.


DFARAYEP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.25

-1.09

Sortino ratio

Return per unit of downside risk

0.32

1.76

-1.44

Omega ratio

Gain probability vs. loss probability

1.04

1.24

-0.19

Calmar ratio

Return relative to maximum drawdown

0.30

1.34

-1.04

Martin ratio

Return relative to average drawdown

1.16

5.67

-4.51

DFAR vs. AYEP.DE - Sharpe Ratio Comparison

The current DFAR Sharpe Ratio is 0.16, which is lower than the AYEP.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DFAR and AYEP.DE, 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


DFARAYEP.DEDifference

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.


TTM2025202420232022
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


DFARAYEP.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.75%

-14.25%

+7.50%

Average Drawdown

Average peak-to-trough decline

-14.76%

-15.08%

+0.32%

Ulcer Index

Depth 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


DFARAYEP.DEDifference

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%