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EPRA.L vs. IASP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPRA.L vs. IASP.L

Last updated Jun 5, 2026

EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) and IASP.L (iShares Asia Property Yield UCITS ETF) are both REIT funds - EPRA.L tracks the FTSE EPRA Nareit Global TR USD while IASP.L tracks the FTSE EPRA Nareit Developed Asia TR USD. Both are passively managed. Over the past 5 years, EPRA.L returned 2.03%/yr vs -4.60%/yr for IASP.L. A 0.61 correlation means they provide meaningful diversification when combined. EPRA.L charges 0.10%/yr vs 0.59%/yr for IASP.L.

Performance

EPRA.L vs. IASP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and iShares Asia Property Yield UCITS ETF (IASP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPRA.L achieves a 6.79% return, which is significantly higher than IASP.L's -7.66% return.

EPRA.L

1D
0.23%
1M
-0.61%
YTD
6.79%
6M
6.50%
1Y
12.77%
3Y*
6.12%
5Y*
2.03%
10Y*
—

IASP.L

1D
0.16%
1M
-6.82%
YTD
-7.66%
6M
-7.06%
1Y
3.44%
3Y*
-2.88%
5Y*
-4.60%
10Y*
-0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRA.L vs. IASP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR		6.79%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-0.56%0.64%
IASP.L
iShares Asia Property Yield UCITS ETF		-7.66%17.20%-11.78%-10.90%-4.90%2.59%-14.59%8.99%0.23%2.34%

Correlation

The correlation between EPRA.L and IASP.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.58

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

0.58

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.61

The correlation between EPRA.L and IASP.L has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

EPRA.L vs. IASP.L - Sectors Allocation Comparison

Sectors
EPRA.L
IASP.L

Real Estate

99.6%
100.0%

Technology

0.4%

-

Financial Services

0.1%

-

Industrials

0.0%

-

Consumer Cyclical

0.0%

-

Communication Services

0.0%

-

Healthcare

0.0%

-

Basic Materials

0.0%

-

Consumer Defensive

0.0%

-

Energy

0.0%

-

Utilities

0.0%

-

Real Estate

EPRA.L
99.6%
IASP.L
100.0%

Technology

EPRA.L
0.4%
IASP.L

-

Financial Services

EPRA.L
0.1%
IASP.L

-

Industrials

EPRA.L
0.0%
IASP.L

-

Consumer Cyclical

EPRA.L
0.0%
IASP.L

-

Communication Services

EPRA.L
0.0%
IASP.L

-

Healthcare

EPRA.L
0.0%
IASP.L

-

Basic Materials

EPRA.L
0.0%
IASP.L

-

Consumer Defensive

EPRA.L
0.0%
IASP.L

-

Energy

EPRA.L
0.0%
IASP.L

-

Utilities

EPRA.L
0.0%
IASP.L

-

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Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR

iShares Asia Property Yield UCITS ETF

Often compared with EPRA.L:
EPRA.L vs. TRET.DEEPRA.L vs. TRET.ASEPRA.L vs. TREG.LEPRA.L vs. SPY2.DEEPRA.L vs. IQSA.DEEPRA.L vs. LCWD.LEPRA.L vs. VNQ
Often compared with IASP.L:
IASP.L vs. TDIV.ASIASP.L vs. REETIASP.L vs. SCHDIASP.L vs. AVUVIASP.L vs. VGTIASP.L vs. VOOIASP.L vs. AREG.L

Return for Risk

EPRA.L vs. IASP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPRA.L
EPRA.L Risk / Return Rank: 3333
Overall Rank
EPRA.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 3333
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 3434
Martin Ratio Rank
IASP.L
IASP.L Risk / Return Rank: 1313
Overall Rank
IASP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IASP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IASP.L Omega Ratio Rank: 1313
Omega Ratio Rank
IASP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IASP.L Martin Ratio Rank: 1313
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.

EPRA.L vs. IASP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and iShares Asia Property Yield UCITS ETF (IASP.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.

EPRA.LIASP.LDifference
Sharpe ratioReturn per unit of total volatility
1.21
0.30

+0.91

Sortino ratioReturn per unit of downside risk
1.80
0.49

+1.32

Omega ratioGain probability vs. loss probability

1.22

1.06

+0.15

Calmar ratioReturn relative to maximum drawdown

1.42

0.24

+1.18

Martin ratioReturn relative to average drawdown

5.00

0.73

+4.27

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

EPRA.L vs. IASP.L - Sharpe Ratio Comparison

The current EPRA.L Sharpe Ratio is 1.21, which is higher than the IASP.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of EPRA.L and IASP.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

EPRA.LIASP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.30

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.39

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

-0.06

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.14

Drawdowns

EPRA.L vs. IASP.L - Drawdown Comparison

The maximum EPRA.L drawdown since its inception was -35.65%, smaller than the maximum IASP.L drawdown of -57.81%. Use the drawdown chart below to compare losses from any high point for EPRA.L and IASP.L.

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Drawdown Indicators

EPRA.LIASP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-57.81%

+22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-14.22%

+5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-18.10%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-30.75%

+4.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.88%

—

Current Drawdown

Current decline from peak

-3.51%

-35.67%

+32.16%

Average Drawdown

Average peak-to-trough decline

-9.83%

-19.17%

+9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

4.69%

-2.14%

Volatility

EPRA.L vs. IASP.L - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 3.19%, while iShares Asia Property Yield UCITS ETF (IASP.L) has a volatility of 3.79%. This indicates that EPRA.L experiences smaller price fluctuations and is considered to be less risky than IASP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPRA.LIASP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.79%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.92%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

11.50%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

11.82%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

14.52%

+0.98%

EPRA.L vs. IASP.L - Expense Ratio Comparison

EPRA.L has a 0.10% expense ratio, which is lower than IASP.L's 0.59% expense ratio.

Dividends

EPRA.L vs. IASP.L - Dividend Comparison

EPRA.L has not paid dividends to shareholders, while IASP.L's dividend yield for the trailing twelve months is around 0.04%.

PositionTTM20252024202320222021202020192018201720162015
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IASP.L
iShares Asia Property Yield UCITS ETF		0.04%0.03%0.04%0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.03%

Frequently Asked Questions

EPRA.L and IASP.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.59% for IASP.L.

EPRA.L tracks FTSE EPRA Nareit Global TR USD, while IASP.L tracks FTSE EPRA Nareit Developed Asia TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for EPRA.L and 0.59% for IASP.L.

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