DPYA.L vs. IWDA.L
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
DPYA.L and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both DPYA.L and IWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DPYA.L vs. IWDA.L - Performance Comparison
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DPYA.L vs. IWDA.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) | 0.27% | 9.25% | -0.10% | 9.70% | -24.03% | 25.35% | -9.35% | 21.05% | -4.06% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -5.09% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -10.78% |
Returns By Period
In the year-to-date period, DPYA.L achieves a 0.27% return, which is significantly higher than IWDA.L's -5.09% 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*
- —
IWDA.L
- 1D
- 0.46%
- 1M
- -7.32%
- YTD
- -5.09%
- 6M
- -1.08%
- 1Y
- 18.59%
- 3Y*
- 16.54%
- 5Y*
- 9.90%
- 10Y*
- 11.84%
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DPYA.L vs. IWDA.L - Expense Ratio Comparison
DPYA.L has a 0.59% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.
Return for Risk
DPYA.L vs. IWDA.L — Risk / Return Rank
DPYA.L
IWDA.L
DPYA.L vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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 | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.20 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.71 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.48 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.23 | 7.09 | -4.86 |
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 | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.20 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.64 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.73 | -0.60 |
Correlation
The correlation between DPYA.L and IWDA.L is 0.66, 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
DPYA.L vs. IWDA.L - Dividend Comparison
Neither DPYA.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
DPYA.L vs. IWDA.L - Drawdown Comparison
The maximum DPYA.L drawdown since its inception was -42.96%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for DPYA.L and IWDA.L.
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Drawdown Indicators
| DPYA.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.96% | -34.11% | -8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.56% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -25.88% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -9.67% | -7.85% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -4.48% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.41% | +0.52% |
Volatility
DPYA.L vs. IWDA.L - Volatility Comparison
iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 4.81% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPYA.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.83% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 8.46% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 15.41% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 15.58% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 15.84% | +2.48% |