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

DPYE.L vs. WTMF

Last updated Jun 5, 2026

DPYE.L (iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - DPYE.L is a REIT fund tracking the FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged), while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. Both are passively managed. Over the past 5 years, DPYE.L returned 0.11%/yr vs 6.91%/yr for WTMF. At a correlation of -0.02, they often move in opposite directions. DPYE.L charges 0.64%/yr vs 0.65%/yr for WTMF.

Performance

DPYE.L vs. WTMF - 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 WisdomTree Managed Futures Strategy Fund (WTMF). 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 WTMF is traded in USD. To make them comparable, the WTMF 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 WTMF's 8.48% 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*
—

WTMF

1D
-1.06%
1M
1.22%
YTD
8.48%
6M
7.62%
1Y
18.65%
3Y*
6.31%
5Y*
6.91%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPYE.L vs. WTMF - 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%
WTMF
WisdomTree Managed Futures Strategy Fund		8.48%-1.14%10.01%13.22%-0.73%17.67%-7.81%-0.55%9.18%

Correlation

The correlation between DPYE.L and WTMF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.06

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

0.02

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

-0.02

The correlation between DPYE.L and WTMF shifts across timeframes, from -0.02 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

DPYE.L vs. WTMF - Sectors Allocation Comparison

Sectors
DPYE.L
WTMF

Real Estate

100.0%
6.1%

Financial Services

0.1%
15.8%

Consumer Cyclical

0.0%
8.4%

Basic Materials

-

4.8%

Communication Services

-

2.4%

Consumer Defensive

-

2.4%

Energy

-

6.1%

Healthcare

-

16.5%

Industrials

-

17.7%

Technology

-

17.0%

Utilities

-

2.9%

Real Estate

DPYE.L
100.0%
WTMF
6.1%

Financial Services

DPYE.L
0.1%
WTMF
15.8%

Consumer Cyclical

DPYE.L
0.0%
WTMF
8.4%

Basic Materials

DPYE.L

-

WTMF
4.8%

Communication Services

DPYE.L

-

WTMF
2.4%

Consumer Defensive

DPYE.L

-

WTMF
2.4%

Energy

DPYE.L

-

WTMF
6.1%

Healthcare

DPYE.L

-

WTMF
16.5%

Industrials

DPYE.L

-

WTMF
17.7%

Technology

DPYE.L

-

WTMF
17.0%

Utilities

DPYE.L

-

WTMF
2.9%

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

WisdomTree Managed Futures Strategy Fund

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 WTMF:
WTMF vs. DBMFWTMF vs. CTAWTMF vs. KMLMWTMF vs. SPYWTMF vs. VOOWTMF vs. FMFWTMF vs. OILK

Return for Risk

DPYE.L vs. WTMF — 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
WTMF
WTMF Risk / Return Rank: 7878
Overall Rank
WTMF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WTMF Sortino Ratio Rank: 6868
Sortino Ratio Rank
WTMF Omega Ratio Rank: 7575
Omega Ratio Rank
WTMF Calmar Ratio Rank: 8787
Calmar Ratio Rank
WTMF Martin Ratio Rank: 9191
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. WTMF - 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 WisdomTree Managed Futures Strategy Fund (WTMF). 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.LWTMFDifference
Sharpe ratioReturn per unit of total volatility
0.80
1.84

-1.04

Sortino ratioReturn per unit of downside risk
1.21
2.52

-1.31

Omega ratioGain probability vs. loss probability

1.14

1.34

-0.20

Calmar ratioReturn relative to maximum drawdown

0.95

3.14

-2.19

Martin ratioReturn relative to average drawdown

3.18

11.98

-8.79

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. WTMF - Sharpe Ratio Comparison

The current DPYE.L Sharpe Ratio is 0.80, which is lower than the WTMF Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DPYE.L and WTMF, 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.LWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.84

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.57

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.26

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.17

-0.02

Drawdowns

DPYE.L vs. WTMF - Drawdown Comparison

The maximum DPYE.L drawdown since its inception was -41.46%, which is greater than WTMF's maximum drawdown of -27.33%. Use the drawdown chart below to compare losses from any high point for DPYE.L and WTMF.

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Drawdown Indicators

DPYE.LWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-27.33%

-14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-5.97%

-3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-17.31%

-16.64%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-16.64%

-16.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-22.62%

—

Current Drawdown

Current decline from peak

-8.13%

-1.28%

-6.85%

Average Drawdown

Average peak-to-trough decline

-12.75%

-12.62%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.56%

+1.22%

Volatility

DPYE.L vs. WTMF - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) has a higher volatility of 3.37% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.12%. This indicates that DPYE.L's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DPYE.LWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

2.12%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

7.73%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

10.21%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

12.20%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

11.00%

+6.24%

DPYE.L vs. WTMF - Expense Ratio Comparison

DPYE.L has a 0.64% expense ratio, which is lower than WTMF's 0.65% expense ratio.

Dividends

DPYE.L vs. WTMF - Dividend Comparison

DPYE.L has not paid dividends to shareholders, while WTMF's dividend yield for the trailing twelve months is around 2.86%.

PositionTTM20252024202320222021202020192018
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%
WTMF
WisdomTree Managed Futures Strategy Fund		2.86%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%

Frequently Asked Questions

DPYE.L and WTMF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DPYE.L is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DPYE.L is cheaper with a 0.64% expense ratio, compared with 0.65% for WTMF.

DPYE.L is categorized as REIT, while WTMF is Hedge Fund. DPYE.L tracks FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged), while WTMF tracks WisdomTree Managed Futures Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.64% for DPYE.L and 0.65% for WTMF.

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