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

DPYE.L vs. URTH

Last updated Jun 5, 2026

DPYE.L (iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)) and URTH (iShares MSCI World ETF) are both exchange-traded funds - DPYE.L is a REIT fund tracking the FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged), while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, DPYE.L returned 0.11%/yr vs 13.01%/yr for URTH. At a 0.32 correlation, their price movements are largely independent. DPYE.L charges 0.64%/yr vs 0.24%/yr for URTH.

Performance

DPYE.L vs. URTH - 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 MSCI World ETF (URTH). 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 URTH is traded in USD. To make them comparable, the URTH 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 5.70% return, which is significantly lower than URTH's 11.97% return.

DPYE.L

1D
-0.05%
1M
-2.76%
YTD
5.70%
6M
6.76%
1Y
8.67%
3Y*
6.76%
5Y*
0.11%
10Y*
—

URTH

1D
0.00%
1M
3.69%
YTD
11.97%
6M
11.38%
1Y
25.19%
3Y*
17.68%
5Y*
13.01%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPYE.L vs. URTH - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DPYE.L
iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)		5.70%5.47%0.74%8.05%-23.49%27.34%-12.56%18.22%0.64%
URTH
iShares MSCI World ETF		9.98%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-3.05%

Correlation

The correlation between DPYE.L and URTH is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.24

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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2018

0.32

DPYE.L vs. URTH - Sectors Allocation Comparison

Sectors
DPYE.L
URTH

Real Estate

100.0%
1.9%

Financial Services

0.1%
15.8%

Consumer Cyclical

0.0%
9.3%

Basic Materials

-

3.3%

Communication Services

-

9.3%

Consumer Defensive

-

5.2%

Energy

-

4.2%

Healthcare

-

8.8%

Industrials

-

11.3%

Technology

-

28.3%

Utilities

-

2.7%

Real Estate

DPYE.L
100.0%
URTH
1.9%

Financial Services

DPYE.L
0.1%
URTH
15.8%

Consumer Cyclical

DPYE.L
0.0%
URTH
9.3%

Basic Materials

DPYE.L

-

URTH
3.3%

Communication Services

DPYE.L

-

URTH
9.3%

Consumer Defensive

DPYE.L

-

URTH
5.2%

Energy

DPYE.L

-

URTH
4.2%

Healthcare

DPYE.L

-

URTH
8.8%

Industrials

DPYE.L

-

URTH
11.3%

Technology

DPYE.L

-

URTH
28.3%

Utilities

DPYE.L

-

URTH
2.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)

iShares MSCI World ETF

Often compared with DPYE.L:
DPYE.L vs. VNQDPYE.L vs. XAIX.DEDPYE.L vs. WNEW.LDPYE.L vs. TRET.LDPYE.L vs. IWDP.LDPYE.L vs. EPRA.LDPYE.L vs. IASP.L
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

DPYE.L vs. URTH — 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: 2323
Overall Rank
DPYE.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DPYE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
DPYE.L Omega Ratio Rank: 2222
Omega Ratio Rank
DPYE.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
DPYE.L Martin Ratio Rank: 2525
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 5959
Overall Rank
URTH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTH Omega Ratio Rank: 5757
Omega Ratio Rank
URTH Calmar Ratio Rank: 5454
Calmar Ratio Rank
URTH Martin Ratio Rank: 6666
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. URTH - 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 MSCI World ETF (URTH). 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.LURTHDifference
Sharpe ratioReturn per unit of total volatility
0.80
2.16

-1.36

Sortino ratioReturn per unit of downside risk
1.21
2.82

-1.61

Omega ratioGain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratioReturn relative to maximum drawdown

0.95

3.86

-2.91

Martin ratioReturn relative to average drawdown

3.18

15.85

-12.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DPYE.L vs. URTH - Sharpe Ratio Comparison

The current DPYE.L Sharpe Ratio is 0.80, which is lower than the URTH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DPYE.L and URTH, 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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Sharpe Ratios by Period

DPYE.LURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.16

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.85

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.75

-0.60

Drawdowns

DPYE.L vs. URTH - Drawdown Comparison

The maximum DPYE.L drawdown since its inception was -41.46%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for DPYE.L and URTH.

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Drawdown Indicators

DPYE.LURTHDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-33.45%

-8.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-6.56%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-17.31%

-20.94%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-20.94%

-12.18%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.45%

—

Current Drawdown

Current decline from peak

-8.13%

-0.11%

-8.02%

Average Drawdown

Average peak-to-trough decline

-12.75%

-4.10%

-8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.59%

+1.19%

Volatility

DPYE.L vs. URTH - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) has a higher volatility of 3.37% compared to iShares MSCI World ETF (URTH) at 2.24%. This indicates that DPYE.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DPYE.LURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

2.24%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.59%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

11.76%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

15.36%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

17.21%

+0.03%

DPYE.L vs. URTH - Expense Ratio Comparison

DPYE.L has a 0.64% expense ratio, which is higher than URTH's 0.24% expense ratio.

Dividends

DPYE.L vs. URTH - Dividend Comparison

DPYE.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.38%.

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%
URTH
iShares MSCI World ETF		1.38%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

DPYE.L and URTH have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.64% for DPYE.L.

DPYE.L is categorized as REIT, while URTH is Global Equities. DPYE.L tracks FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged), while URTH tracks MSCI World Index (Net). Their fees differ too: 0.64% for DPYE.L and 0.24% for URTH.

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