EPRA.L vs. IDWP.L
EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) and IDWP.L (iShares Developed Markets Property Yield UCITS) are both REIT funds tracking the FTSE EPRA Nareit Global TR USD, from Amundi and iShares respectively. Both are passively managed. Over the past 5 years, EPRA.L returned 2.41%/yr vs 2.01%/yr for IDWP.L. Their correlation of 0.88 suggests significant overlap in exposure. EPRA.L charges 0.10%/yr vs 0.59%/yr for IDWP.L.
Performance
EPRA.L vs. IDWP.L - Performance Comparison
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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%
EPRA.L vs. IDWP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EPRA.L
IDWP.L
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.L | IDWP.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IDWP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.27% | -0.18% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -11.87% | -10.43% | -1.44% |
Ulcer IndexDepth 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.L | IDWP.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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