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

Performance

DFND vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Dividend Defender ETF (DFND) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DFND is traded in USD, while IPRP.L is traded in GBp. To make them comparable, the IPRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

Over the past 10 years, DFND has outperformed IPRP.L with an annualized return of 7.15%, while IPRP.L has yielded a comparatively lower 1.35% annualized return.


DFND

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.72%
3Y*
8.10%
5Y*
4.54%
10Y*
7.15%

IPRP.L

1D
1.44%
1M
1.04%
YTD
0.02%
6M
2.90%
1Y
1.07%
3Y*
13.77%
5Y*
-5.25%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFND vs. IPRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFND
Siren DIVCON Dividend Defender ETF
0.00%10.37%8.48%12.13%-19.59%14.80%16.12%19.53%-1.83%16.33%
IPRP.L
iShares European Property Yield UCITS ETF
0.02%22.21%-6.55%21.51%-40.83%0.96%-0.89%23.20%-10.72%30.48%

Correlation

The correlation between DFND and IPRP.L is 0.02, 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

0.02

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

0.06

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2016

0.20

The correlation between DFND and IPRP.L shifts across timeframes, from 0.02 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

DFND vs. IPRP.L — Risk / Return Rank

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

DFND

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

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

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) 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.


DFNDIPRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.60

-0.02

+0.62

Martin ratioReturn relative to average drawdown

1.08

-0.05

+1.12

DFND vs. IPRP.L - Sharpe Ratio Comparison

The current DFND Sharpe Ratio is 0.19, which is higher than the IPRP.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DFND 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

DFND vs. IPRP.L - Drawdown Comparison

The maximum DFND drawdown since its inception was -22.65%, smaller than the maximum IPRP.L drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for DFND and IPRP.L.


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Drawdown Indicators


DFNDIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-73.26%

+50.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-17.54%

+14.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

-20.80%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-58.02%

+35.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-58.02%

+35.37%

Current Drawdown

Current decline from peak

-3.69%

-26.11%

+22.42%

Average Drawdown

Average peak-to-trough decline

-5.70%

-20.10%

+14.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

7.11%

-3.39%

Volatility

DFND vs. IPRP.L - Volatility Comparison

The current volatility for Siren DIVCON Dividend Defender ETF (DFND) is 0.00%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.94%. This indicates that DFND 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.


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Volatility by Period


DFNDIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.94%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

14.03%

-7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

16.94%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.44%

24.17%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

21.42%

-2.34%

DFND vs. IPRP.L - Expense Ratio Comparison

DFND has a 1.50% expense ratio, which is higher than IPRP.L's 0.40% expense ratio.


Dividends

DFND vs. IPRP.L - Dividend Comparison

DFND has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
DFND
Siren DIVCON Dividend Defender ETF
0.62%1.10%1.64%1.84%0.29%0.00%0.00%0.77%0.53%0.02%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


DFND and IPRP.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IPRP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IPRP.L is cheaper with a 0.40% expense ratio, compared with 1.50% for DFND.

DFND is categorized as Large Cap Blend Equities, while IPRP.L is REIT. DFND tracks Siren DIVCON Dividend Defender Index, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: SRN Advisors and iShares. Their fees differ too: 1.50% for DFND and 0.40% for IPRP.L.

Portfolio Optimizer

Find the right allocation for DFND and IPRP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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