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

Performance

EPRA.L vs. IDWP.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 Developed Markets Property Yield UCITS (IDWP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EPRA.L is traded in GBp, while IDWP.L is traded in USD. To make them comparable, the IDWP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EPRA.L having a 11.10% return and IDWP.L slightly higher at 11.15%.


EPRA.L

1D
-0.27%
1M
1.72%
YTD
11.10%
6M
12.41%
1Y
16.87%
3Y*
9.21%
5Y*
2.41%
10Y*

IDWP.L

1D
-0.18%
1M
2.21%
YTD
11.15%
6M
12.45%
1Y
15.96%
3Y*
8.78%
5Y*
2.01%
10Y*
3.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
11.10%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-0.56%-13.77%
IDWP.L
iShares Developed Markets Property Yield UCITS
11.15%1.41%1.93%3.93%-15.00%26.58%-12.19%16.64%0.14%1.58%

Correlation

The correlation between EPRA.L and IDWP.L is 0.88, 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

0.88

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2016

0.88

The correlation between EPRA.L and IDWP.L has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

EPRA.L vs. IDWP.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: 4848
Overall Rank
EPRA.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 4848
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 4444
Martin Ratio Rank

IDWP.L
IDWP.L Risk / Return Rank: 2929
Overall Rank
IDWP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IDWP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
IDWP.L Omega Ratio Rank: 2727
Omega Ratio Rank
IDWP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IDWP.L Martin Ratio Rank: 3131
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. IDWP.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 Developed Markets Property Yield UCITS (IDWP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EPRA.LIDWP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

1.88

1.92

-0.04

Martin ratioReturn relative to average drawdown

6.46

5.94

+0.52

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

The current EPRA.L Sharpe Ratio is 1.56, which is comparable to the IDWP.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EPRA.L and IDWP.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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Drawdowns

EPRA.L vs. IDWP.L - Drawdown Comparison

The maximum EPRA.L drawdown since its inception was -35.65%, smaller than the maximum IDWP.L drawdown of -55.59%. Use the drawdown chart below to compare losses from any high point for EPRA.L and IDWP.L.


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Drawdown Indicators


EPRA.LIDWP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-55.59%

+19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-8.28%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-17.16%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-26.73%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

-0.27%

-0.18%

-0.09%

Average Drawdown

Average peak-to-trough decline

-11.87%

-10.43%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.68%

-0.07%

Volatility

EPRA.L vs. IDWP.L - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 3.17%, while iShares Developed Markets Property Yield UCITS (IDWP.L) has a volatility of 3.41%. This indicates that EPRA.L experiences smaller price fluctuations and is considered to be less risky than IDWP.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.LIDWP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.41%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

9.73%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

12.13%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

14.98%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

16.41%

-0.72%

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

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


Dividends

EPRA.L vs. IDWP.L - Dividend Comparison

EPRA.L has not paid dividends to shareholders, while IDWP.L's dividend yield for the trailing twelve months is around 2.96%.


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%
IDWP.L
iShares Developed Markets Property Yield UCITS
2.96%3.07%3.22%3.07%3.66%2.22%2.91%2.89%3.94%2.91%3.27%3.01%

Frequently Asked Questions


EPRA.L and IDWP.L have a correlation of 0.88, 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 IDWP.L.

Both ETFs track FTSE EPRA Nareit Global TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for EPRA.L and 0.59% for IDWP.L.

Portfolio Optimizer

Find the right allocation for EPRA.L and IDWP.L

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