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DTRE.L vs. IWDP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTRE.L vs. IWDP.L

Last updated Jun 4, 2026

DTRE.L (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both REIT funds tracking the FTSE EPRA Nareit Global TR USD, from First Trust and iShares respectively. Both are passively managed. Over the past 3 years, DTRE.L returned 1.53%/yr vs 5.75%/yr for IWDP.L. Their correlation of 0.86 suggests significant overlap in exposure. DTRE.L charges 0.60%/yr vs 0.59%/yr for IWDP.L.

Performance

DTRE.L vs. IWDP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DTRE.L having a 6.62% return and IWDP.L slightly lower at 6.61%.

DTRE.L

1D
0.09%
1M
0.34%
YTD
6.62%
6M
7.96%
1Y
10.05%
3Y*
1.53%
5Y*
—
10Y*
—

IWDP.L

1D
0.40%
1M
-0.76%
YTD
6.61%
6M
6.76%
1Y
11.18%
3Y*
5.75%
5Y*
1.71%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTRE.L vs. IWDP.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
DTRE.L
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist		6.62%0.17%-9.49%7.19%-18.73%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		6.61%1.71%1.22%4.00%-15.22%

Correlation

The correlation between DTRE.L and IWDP.L is 0.84, 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

0.84

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

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.86

The correlation between DTRE.L and IWDP.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

DTRE.L vs. IWDP.L - Sectors Allocation Comparison

Sectors
DTRE.L
IWDP.L

Real Estate

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.1%

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

DTRE.L
100.0%
IWDP.L
100.0%

Basic Materials

DTRE.L

-

IWDP.L

-

Communication Services

DTRE.L

-

IWDP.L

-

Consumer Cyclical

DTRE.L

-

IWDP.L
0.0%

Consumer Defensive

DTRE.L

-

IWDP.L

-

Energy

DTRE.L

-

IWDP.L

-

Financial Services

DTRE.L

-

IWDP.L
0.1%

Healthcare

DTRE.L

-

IWDP.L

-

Industrials

DTRE.L

-

IWDP.L

-

Technology

DTRE.L

-

IWDP.L

-

Utilities

DTRE.L

-

IWDP.L

-

Compare stocks, funds, or ETFs

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

First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist

iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP

Often compared with DTRE.L:
DTRE.L vs. TRET.LDTRE.L vs. AREG.LDTRE.L vs. IUSP.LDTRE.L vs. IASP.LDTRE.L vs. GLRA.LDTRE.L vs. EPRA.LDTRE.L vs. WNEW.L
Often compared with IWDP.L:
IWDP.L vs. TRET.DEIWDP.L vs. IUSP.LIWDP.L vs. VNQIWDP.L vs. HPRO.LIWDP.L vs. BIRDXIWDP.L vs. BBOX.LIWDP.L vs. ZPRP.DE

Return for Risk

DTRE.L vs. IWDP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTRE.L
DTRE.L Risk / Return Rank: 2424
Overall Rank
DTRE.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DTRE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
DTRE.L Omega Ratio Rank: 2222
Omega Ratio Rank
DTRE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DTRE.L Martin Ratio Rank: 2727
Martin Ratio Rank
IWDP.L
IWDP.L Risk / Return Rank: 2727
Overall Rank
IWDP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 2626
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 2828
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.

DTRE.L vs. IWDP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.

DTRE.LIWDP.LDifference
Sharpe ratioReturn per unit of total volatility
0.80
1.02

-0.23

Sortino ratioReturn per unit of downside risk
1.21
1.51

-0.30

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

1.21

1.29

-0.09

Martin ratioReturn relative to average drawdown

3.60

4.03

-0.43

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

DTRE.L vs. IWDP.L - Sharpe Ratio Comparison

The current DTRE.L Sharpe Ratio is 0.80, which is comparable to the IWDP.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DTRE.L and IWDP.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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Sharpe Ratios by Period

DTRE.LIWDP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.02

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.12

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.26

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.26

-0.52

Drawdowns

DTRE.L vs. IWDP.L - Drawdown Comparison

The maximum DTRE.L drawdown since its inception was -31.20%, smaller than the maximum IWDP.L drawdown of -58.29%. Use the drawdown chart below to compare losses from any high point for DTRE.L and IWDP.L.

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Drawdown Indicators

DTRE.LIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.20%

-58.29%

+27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-8.61%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-16.50%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.31%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.66%

—

Current Drawdown

Current decline from peak

-18.36%

-3.63%

-14.73%

Average Drawdown

Average peak-to-trough decline

-20.26%

-11.23%

-9.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.77%

+0.02%

Volatility

DTRE.L vs. IWDP.L - Volatility Comparison

First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.L) has a higher volatility of 4.26% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) at 3.01%. This indicates that DTRE.L's price experiences larger fluctuations and is considered to be riskier than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTRE.LIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.01%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

8.47%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

10.89%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

13.76%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

15.55%

+0.28%

DTRE.L vs. IWDP.L - Expense Ratio Comparison

DTRE.L has a 0.60% expense ratio, which is higher than IWDP.L's 0.59% expense ratio.

Dividends

DTRE.L vs. IWDP.L - Dividend Comparison

DTRE.L's dividend yield for the trailing twelve months is around 2.61%, less than IWDP.L's 3.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DTRE.L
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist		2.61%2.74%2.42%2.20%1.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		3.04%3.13%3.17%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%

Frequently Asked Questions

DTRE.L and IWDP.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDP.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDP.L is cheaper with a 0.59% expense ratio, compared with 0.60% for DTRE.L.

Both ETFs track FTSE EPRA Nareit Global TR USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for DTRE.L and 0.59% for IWDP.L.

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