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

Performance

DPYE.L vs. IDUP.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 US Property Yield UCITS ETF USD (Dist) (IDUP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DPYE.L is traded in EUR, while IDUP.L is traded in USD. To make them comparable, the IDUP.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 9.11% return, which is significantly lower than IDUP.L's 18.82% return.


DPYE.L

1D
-0.31%
1M
-0.00%
6M
7.12%
YTD
9.11%
1Y
11.94%
3Y*
6.81%
5Y*
0.03%
10Y*

IDUP.L

1D
0.00%
1M
0.97%
6M
16.17%
YTD
18.82%
1Y
19.64%
3Y*
8.72%
5Y*
3.83%
10Y*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
DPYE.L
iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)
9.11%5.33%0.90%7.96%-23.49%27.34%-12.56%18.22%2.14%
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
18.82%-9.90%11.65%9.65%-19.60%52.38%-18.26%24.13%16.21%

Correlation

The correlation between DPYE.L and IDUP.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.83

The correlation between DPYE.L and IDUP.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

DPYE.L vs. IDUP.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: 3333
Overall Rank
DPYE.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DPYE.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
DPYE.L Omega Ratio Rank: 3333
Omega Ratio Rank
DPYE.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
DPYE.L Martin Ratio Rank: 3535
Martin Ratio Rank

IDUP.L
IDUP.L Risk / Return Rank: 5252
Overall Rank
IDUP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5050
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. IDUP.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 US Property Yield UCITS ETF USD (Dist) (IDUP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DPYE.LIDUP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.29

3.17

-1.88

Martin ratioReturn relative to average drawdown

4.32

7.33

-3.01

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

The current DPYE.L Sharpe Ratio is 1.06, which is comparable to the IDUP.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DPYE.L and IDUP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DPYE.L vs. IDUP.L - Drawdown Comparison

The maximum DPYE.L drawdown since its inception was -41.46%, smaller than the maximum IDUP.L drawdown of -66.93%. Use the drawdown chart below to compare losses from any high point for DPYE.L and IDUP.L.


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Drawdown Indicators


DPYE.LIDUP.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-66.93%

+25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-6.35%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-23.12%

+5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

-31.30%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.06%

Current Drawdown

Current decline from peak

-5.23%

-1.96%

-3.27%

Average Drawdown

Average peak-to-trough decline

-12.63%

-13.49%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.75%

0.00%

Volatility

DPYE.L vs. IDUP.L - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) is 3.19%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 4.40%. This indicates that DPYE.L experiences smaller price fluctuations and is considered to be less risky than IDUP.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.LIDUP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.40%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

10.31%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

13.73%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

18.08%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

20.47%

-3.21%

DPYE.L vs. IDUP.L - Expense Ratio Comparison

DPYE.L has a 0.64% expense ratio, which is higher than IDUP.L's 0.40% expense ratio.


Dividends

DPYE.L vs. IDUP.L - Dividend Comparison

DPYE.L has not paid dividends to shareholders, while IDUP.L's dividend yield for the trailing twelve months is around 2.90%.


PositionTTM20252024202320222021202020192018201720162015
DPYE.L
iShares Developed Markets Property Yield UCITS ETF EUR Hedged (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%
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
2.90%3.20%3.09%3.13%3.84%2.13%3.22%3.10%4.60%3.17%3.55%2.98%

Frequently Asked Questions


DPYE.L and IDUP.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDUP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDUP.L is cheaper with a 0.40% expense ratio, compared with 0.64% for DPYE.L.

DPYE.L tracks FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged), while IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist). Their fees differ too: 0.64% for DPYE.L and 0.40% for IDUP.L.

Portfolio Optimizer

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