DPYA.L vs. IGLN.L
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - DPYA.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, DPYA.L returned 0.70%/yr vs 18.61%/yr for IGLN.L. At a 0.18 correlation, their price movements are largely independent. DPYA.L charges 0.59%/yr vs 0.25%/yr for IGLN.L.
Performance
DPYA.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, DPYA.L achieves a 6.77% return, which is significantly higher than IGLN.L's 3.70% return.
DPYA.L
- 1D
- 0.28%
- 1M
- -1.15%
- YTD
- 6.77%
- 6M
- 7.84%
- 1Y
- 10.62%
- 3Y*
- 8.60%
- 5Y*
- 0.70%
- 10Y*
- —
IGLN.L
- 1D
- 0.68%
- 1M
- -2.35%
- YTD
- 3.70%
- 6M
- 6.03%
- 1Y
- 32.37%
- 3Y*
- 31.55%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
DPYA.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 6.77% | 9.25% | -0.10% | 9.70% | -24.03% | 25.35% | -9.35% | 21.05% | -4.06% |
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.28% | -2.90% |
Correlation
The correlation between DPYA.L and IGLN.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.18 |
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Return for Risk
DPYA.L vs. IGLN.L — Risk / Return Rank
DPYA.L
IGLN.L
DPYA.L vs. IGLN.L - 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 iShares Physical Gold ETC (IGLN.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.
| DPYA.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.86 | -0.80 |
| Martin ratioReturn relative to average drawdown | 3.66 | 4.79 | -1.14 |
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
| DPYA.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.30 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 1.07 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.46 | -0.28 |
Drawdowns
DPYA.L vs. IGLN.L - Drawdown Comparison
The maximum DPYA.L drawdown since its inception was -42.96%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for DPYA.L and IGLN.L.
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Drawdown Indicators
| DPYA.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.96% | -45.24% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -17.36% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.07% | -17.36% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -21.15% | -12.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.15% | — |
Current DrawdownCurrent decline from peak | -3.81% | -15.66% | +11.85% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -19.80% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 6.74% | -3.84% |
Volatility
DPYA.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) is 3.57%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.36%. This indicates that DPYA.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPYA.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 6.36% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 21.73% | -12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 24.78% | -12.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 17.36% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 15.54% | +2.71% |
DPYA.L vs. IGLN.L - Expense Ratio Comparison
DPYA.L has a 0.59% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.
Dividends
DPYA.L vs. IGLN.L - Dividend Comparison
Neither DPYA.L nor IGLN.L has paid dividends to shareholders.
Frequently Asked Questions
DPYA.L and IGLN.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.59% for DPYA.L.
DPYA.L is categorized as REIT, while IGLN.L is Gold. DPYA.L tracks FTSE EPRA Nareit Global TR USD, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.59% for DPYA.L and 0.25% for IGLN.L.
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