DPYA.L vs. IBTA

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and Ibotta, Inc (IBTA).

DPYA.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on May 10, 2018.

Performance

DPYA.L vs. IBTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and Ibotta, Inc (IBTA). The values are adjusted to include any dividend payments, if applicable.

DPYA.L vs. IBTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc)	0.27%	9.25%	10.39%
IBTA Ibotta, Inc	31.85%	-65.07%	-36.97%

Returns By Period

In the year-to-date period, DPYA.L achieves a 0.27% return, which is significantly lower than IBTA's 31.85% return.

DPYA.L

• 1D: 0.05%
• 1M: -9.18%
• YTD: 0.27%
• 6M: 0.25%
• 1Y: 6.88%
• 3Y*: 6.35%
• 5Y*: 1.28%
• 10Y*: —

IBTA

• 1D: 2.18%
• 1M: 20.02%
• YTD: 31.85%
• 6M: 7.61%
• 1Y: -28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

DPYA.L vs. IBTA — Risk / Return Rank

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

DPYA.L

DPYA.L Risk / Return Rank: 26
DPYA.L Sharpe Ratio Rank: 27
DPYA.L Sortino Ratio Rank: 26
DPYA.L Omega Ratio Rank: 26
DPYA.L Calmar Ratio Rank: 26
DPYA.L Martin Ratio Rank: 28

IBTA

IBTA Risk / Return Rank: 26
IBTA Sharpe Ratio Rank: 22
IBTA Sortino Ratio Rank: 25
IBTA Omega Ratio Rank: 25
IBTA Calmar Ratio Rank: 27
IBTA Martin Ratio Rank: 31

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.

DPYA.L vs. IBTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and Ibotta, Inc (IBTA). 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.

	DPYA.L	IBTA	Difference
Sharpe ratio Return per unit of total volatility	0.46	-0.41	+0.88
Sortino ratio Return per unit of downside risk	0.72	-0.17	+0.89
Omega ratio Gain probability vs. loss probability	1.10	0.97	+0.13
Calmar ratio Return relative to maximum drawdown	0.57	-0.44	+1.01
Martin ratio Return relative to average drawdown	2.23	-0.61	+2.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DPYA.L vs. IBTA - Sharpe Ratio Comparison

The current DPYA.L Sharpe Ratio is 0.46, which is higher than the IBTA Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DPYA.L and IBTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DPYA.L	IBTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	-0.41	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	-0.63	+0.76

Correlation

The correlation between DPYA.L and IBTA is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DPYA.L vs. IBTA - Dividend Comparison

Neither DPYA.L nor IBTA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DPYA.L vs. IBTA - Drawdown Comparison

The maximum DPYA.L drawdown since its inception was -42.96%, smaller than the maximum IBTA drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for DPYA.L and IBTA.

Drawdown Indicators

	DPYA.L	IBTA	Difference
Max Drawdown Largest peak-to-trough decline	-42.96%	-82.48%	+39.52%
Max Drawdown (1Y) Largest decline over 1 year	-11.39%	-68.04%	+56.65%
Max Drawdown (5Y) Largest decline over 5 years	-33.79%	—	—
Current Drawdown Current decline from peak	-9.67%	-72.73%	+63.06%
Average Drawdown Average peak-to-trough decline	-12.59%	-54.40%	+41.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	48.81%	-45.88%

Volatility

DPYA.L vs. IBTA - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) is 4.81%, while Ibotta, Inc (IBTA) has a volatility of 14.75%. This indicates that DPYA.L experiences smaller price fluctuations and is considered to be less risky than IBTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DPYA.L	IBTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	14.75%	-9.94%
Volatility (6M) Calculated over the trailing 6-month period	8.26%	50.61%	-42.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	70.17%	-55.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	74.98%	-58.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	74.98%	-56.66%