DPYA.L vs. VGSIX
DPYA.L (iShares Developed Markets Property Yield UCITS ETF USD (Acc)) and VGSIX (Vanguard Real Estate Index Fund) are both REIT funds. Over the past 5 years, DPYA.L returned 0.70%/yr vs 1.66%/yr for VGSIX. A 0.57 correlation means they provide meaningful diversification when combined. DPYA.L charges 0.59%/yr vs 0.26%/yr for VGSIX.
Performance
DPYA.L vs. VGSIX - 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 lower than VGSIX's 7.73% 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*
- —
VGSIX
- 1D
- -0.16%
- 1M
- -1.45%
- YTD
- 7.73%
- 6M
- 6.89%
- 1Y
- 9.52%
- 3Y*
- 8.33%
- 5Y*
- 1.66%
- 10Y*
- 4.84%
DPYA.L vs. VGSIX - 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% |
VGSIX Vanguard Real Estate Index Fund | 7.73% | 2.04% | 2.67% | 12.97% | -26.29% | 40.18% | -4.87% | 28.74% | -0.57% |
Correlation
The correlation between DPYA.L and VGSIX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.57 |
The correlation between DPYA.L and VGSIX has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
DPYA.L vs. VGSIX — Risk / Return Rank
DPYA.L
VGSIX
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.L | VGSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.18 | -0.12 |
| Martin ratioReturn relative to average drawdown | 3.66 | 3.71 | -0.06 |
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 | VGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.75 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.09 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.34 | -0.17 |
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.L | VGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.96% | -73.13% | +30.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -8.32% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -18.07% | -18.62% | +0.55% |
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 DrawdownCurrent decline from peak | -3.81% | -6.03% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -11.88% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.65% | +0.25% |
Volatility
DPYA.L vs. VGSIX - Volatility Comparison
iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) and Vanguard Real Estate Index Fund (VGSIX) have volatilities of 3.57% and 3.71%, 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 | VGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 3.71% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.23% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 13.14% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 18.88% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 20.85% | -2.60% |
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.
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 3.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.56% | 2.76% | 2.83% | 3.77% | 3.75% | 2.43% | 3.78% | 3.24% | 4.59% | 4.09% | 4.67% | 3.78% |
Frequently Asked Questions
DPYA.L and VGSIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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