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DPYE.L vs. EIMI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPYE.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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DPYE.L vs. EIMI.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DPYE.L
DPYE.L Risk / Return Rank: 2121
Overall Rank
DPYE.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DPYE.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DPYE.L Omega Ratio Rank: 2121
Omega Ratio Rank
DPYE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
DPYE.L Martin Ratio Rank: 2323
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 8585
Overall Rank
EIMI.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 8484
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 8383
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.

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.LEIMI.LDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.36

-0.98

Sortino ratio

Return per unit of downside risk

0.60

1.84

-1.25

Omega ratio

Gain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.53

2.37

-1.84

Martin ratio

Return relative to average drawdown

1.85

8.12

-6.27

DPYE.L vs. EIMI.L - Sharpe Ratio Comparison

The current DPYE.L Sharpe Ratio is 0.38, which is lower than the EIMI.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of DPYE.L and EIMI.L, 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


DPYE.LEIMI.LDifference

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.


Tickers have no history of dividend payments

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.LEIMI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.85%

-9.03%

-2.82%

Average Drawdown

Average peak-to-trough decline

-12.86%

-14.21%

+1.35%

Ulcer Index

Depth 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.LEIMI.LDifference

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%