DPYE.L vs. EIMI.L
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
DPYE.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DPYE.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged). It was launched on Mar 5, 2018. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both DPYE.L and EIMI.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
DPYE.L vs. EIMI.L - Performance Comparison
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DPYE.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DPYE.L iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) | 1.42% | 5.47% | 0.74% | 8.05% | -23.49% | 27.34% | -12.56% | 18.22% | 0.64% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 6.09% | 16.48% | 14.45% | 7.70% | -14.70% | 6.78% | 9.01% | 19.00% | -10.55% |
Different Trading Currencies
DPYE.L is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DPYE.L achieves a 1.42% return, which is significantly lower than EIMI.L's 6.09% return.
DPYE.L
- 1D
- 1.19%
- 1M
- -6.49%
- YTD
- 1.42%
- 6M
- 0.48%
- 1Y
- 5.28%
- 3Y*
- 5.50%
- 5Y*
- 0.88%
- 10Y*
- —
EIMI.L
- 1D
- 4.02%
- 1M
- -4.99%
- YTD
- 6.09%
- 6M
- 9.70%
- 1Y
- 24.99%
- 3Y*
- 14.00%
- 5Y*
- 5.13%
- 10Y*
- 8.29%
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DPYE.L vs. EIMI.L - Expense Ratio Comparison
DPYE.L has a 0.64% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Return for Risk
DPYE.L vs. EIMI.L — Risk / Return Rank
DPYE.L
EIMI.L
DPYE.L vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.
| DPYE.L | EIMI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.36 | -0.98 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.84 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.37 | -1.84 |
Martin ratioReturn relative to average drawdown | 1.85 | 8.12 | -6.27 |
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
| DPYE.L | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.36 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.31 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.36 | -0.24 |
Correlation
The correlation between DPYE.L and EIMI.L is 0.41, 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
DPYE.L vs. EIMI.L - Dividend Comparison
Neither DPYE.L nor EIMI.L has paid dividends to shareholders.
Drawdowns
DPYE.L vs. EIMI.L - Drawdown Comparison
The maximum DPYE.L drawdown since its inception was -41.46%, which is greater than EIMI.L's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for DPYE.L and EIMI.L.
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Drawdown Indicators
| DPYE.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.46% | -38.73% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -12.66% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -35.66% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -11.85% | -9.03% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -14.21% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.47% | -0.70% |
Volatility
DPYE.L vs. EIMI.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) is 4.50%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.31%. This indicates that DPYE.L experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPYE.L | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 8.31% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 13.42% | -5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 18.36% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.34% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 18.29% | -0.97% |