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DPYG.L vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPYG.L vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DPYG.L is traded in GBP, while IEF is traded in USD. To make them comparable, the IEF values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPYG.L achieves a 6.70% return, which is significantly higher than IEF's -0.13% return.


DPYG.L

1D
0.24%
1M
-0.72%
YTD
6.70%
6M
7.50%
1Y
11.15%
3Y*
8.45%
5Y*
1.37%
10Y*

IEF

1D
0.13%
1M
0.82%
YTD
-0.13%
6M
-1.42%
1Y
4.44%
3Y*
-0.05%
5Y*
-0.04%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPYG.L vs. IEF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DPYG.L
iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)
6.70%7.38%2.06%9.46%-22.94%27.74%-13.64%19.27%1.57%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.13%0.34%1.10%-1.54%-5.07%-2.41%6.78%3.92%12.65%

Correlation

The correlation between DPYG.L and IEF is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.08

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

-0.05

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

-0.09

The correlation between DPYG.L and IEF shifts across timeframes, from -0.09 (all time) to 0.08 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DPYG.L vs. IEF — Risk / Return Rank

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

DPYG.L
DPYG.L Risk / Return Rank: 2828
Overall Rank
DPYG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DPYG.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
DPYG.L Omega Ratio Rank: 2727
Omega Ratio Rank
DPYG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DPYG.L Martin Ratio Rank: 3030
Martin Ratio Rank

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

DPYG.L vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


DPYG.LIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratioReturn relative to maximum drawdown

1.24

0.73

+0.51

Martin ratioReturn relative to average drawdown

4.23

1.81

+2.42

DPYG.L vs. IEF - Sharpe Ratio Comparison

The current DPYG.L Sharpe Ratio is 1.00, which is higher than the IEF Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DPYG.L and IEF, 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


DPYG.LIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.67

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.00

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.48

-0.28

Drawdowns

DPYG.L vs. IEF - Drawdown Comparison

The maximum DPYG.L drawdown since its inception was -42.55%, which is greater than IEF's maximum drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for DPYG.L and IEF.


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Drawdown Indicators


DPYG.LIEFDifference

Max Drawdown

Largest peak-to-trough decline

-42.55%

-26.56%

-15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-6.12%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

-7.75%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-16.26%

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.56%

Current Drawdown

Current decline from peak

-2.86%

-21.69%

+18.83%

Average Drawdown

Average peak-to-trough decline

-11.78%

-11.03%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.46%

+0.19%

Volatility

DPYG.L vs. IEF - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) has a higher volatility of 3.43% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.45%. This indicates that DPYG.L's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPYG.LIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

1.45%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

5.14%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

6.69%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

9.69%

+5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

10.74%

+6.69%

DPYG.L vs. IEF - Expense Ratio Comparison

DPYG.L has a 0.64% expense ratio, which is higher than IEF's 0.15% expense ratio.


Dividends

DPYG.L vs. IEF - Dividend Comparison

DPYG.L's dividend yield for the trailing twelve months is around 2.95%, less than IEF's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
DPYG.L
iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)
2.95%3.02%3.11%3.00%3.71%2.13%2.98%2.95%2.99%0.00%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


DPYG.L and IEF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEF is cheaper with a 0.15% expense ratio, compared with 0.64% for DPYG.L.

DPYG.L is categorized as REIT, while IEF is Government Bonds. DPYG.L tracks FTSE EPRA/NAREIT Developed Dividend+ (GBP Hedged), while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.64% for DPYG.L and 0.15% for IEF.

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