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DPYA.L vs. VGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPYA.L vs. VGSIX - 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 Vanguard Real Estate Index Fund (VGSIX). The values are adjusted to include any dividend payments, if applicable.

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DPYA.L vs. VGSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
VGSIX
Vanguard Real Estate Index Fund
-0.24%2.04%2.67%12.97%-26.29%40.18%-4.87%28.74%-0.57%

Returns By Period

In the year-to-date period, DPYA.L achieves a 0.27% return, which is significantly higher than VGSIX's -0.24% 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*

VGSIX

1D
0.38%
1M
-7.74%
YTD
-0.24%
6M
-2.68%
1Y
0.17%
3Y*
5.09%
5Y*
2.35%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPYA.L vs. VGSIX - Expense Ratio Comparison

DPYA.L has a 0.59% expense ratio, which is higher than VGSIX's 0.26% expense ratio.


Return for Risk

DPYA.L vs. VGSIX — 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: 2626
Overall Rank
DPYA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DPYA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
DPYA.L Omega Ratio Rank: 2626
Omega Ratio Rank
DPYA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DPYA.L Martin Ratio Rank: 2828
Martin Ratio Rank

VGSIX
VGSIX Risk / Return Rank: 77
Overall Rank
VGSIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSIX Omega Ratio Rank: 66
Omega Ratio Rank
VGSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSIX Martin Ratio Rank: 88
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.

DPYA.L vs. VGSIX - 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 Vanguard Real Estate Index Fund (VGSIX). 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.LVGSIXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.06

+0.40

Sortino ratio

Return per unit of downside risk

0.72

0.20

+0.52

Omega ratio

Gain probability vs. loss probability

1.10

1.03

+0.07

Calmar ratio

Return relative to maximum drawdown

0.57

0.08

+0.50

Martin ratio

Return relative to average drawdown

2.23

0.31

+1.93

DPYA.L vs. VGSIX - Sharpe Ratio Comparison

The current DPYA.L Sharpe Ratio is 0.46, which is higher than the VGSIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of DPYA.L and VGSIX, 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


DPYA.LVGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.06

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.12

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.33

-0.20

Correlation

The correlation between DPYA.L and VGSIX is 0.57, 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. VGSIX - Dividend Comparison

DPYA.L has not paid dividends to shareholders, while VGSIX's dividend yield for the trailing twelve months is around 3.84%.


TTM20252024202320222021202020192018201720162015
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSIX
Vanguard Real Estate Index Fund
3.84%2.76%2.83%3.77%3.75%2.43%3.78%3.24%4.59%4.09%4.67%3.78%

Drawdowns

DPYA.L vs. VGSIX - Drawdown Comparison

The maximum DPYA.L drawdown since its inception was -42.96%, smaller than the maximum VGSIX drawdown of -73.13%. Use the drawdown chart below to compare losses from any high point for DPYA.L and VGSIX.


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Drawdown Indicators


DPYA.LVGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.96%

-73.13%

+30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.45%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-34.58%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-9.67%

-12.98%

+3.31%

Average Drawdown

Average peak-to-trough decline

-12.59%

-11.91%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.16%

-0.23%

Volatility

DPYA.L vs. VGSIX - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) has a higher volatility of 4.81% compared to Vanguard Real Estate Index Fund (VGSIX) at 4.12%. This indicates that DPYA.L's price experiences larger fluctuations and is considered to be riskier than VGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPYA.LVGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.12%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

9.12%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

16.31%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

18.88%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

20.85%

-2.53%