IBTA vs. DPYA.L

Last updated Apr 1, 2026

Compare and contrast key facts about Ibotta, Inc (IBTA) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L).

DPYA.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on May 10, 2018.

Performance

IBTA vs. DPYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ibotta, Inc (IBTA) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). The values are adjusted to include any dividend payments, if applicable.

IBTA vs. DPYA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IBTA Ibotta, Inc	31.85%	-65.07%	-36.97%
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc)	0.27%	9.25%	10.39%

Returns By Period

In the year-to-date period, IBTA achieves a 31.85% return, which is significantly higher than DPYA.L's 0.27% return.

IBTA

• 1D: 2.18%
• 1M: 20.02%
• YTD: 31.85%
• 6M: 7.61%
• 1Y: -28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DPYA.L

• 1D: 0.05%
• 1M: -9.18%
• YTD: 0.27%
• 6M: 0.25%
• 1Y: 6.88%
• 3Y*: 6.35%
• 5Y*: 1.28%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IBTA vs. DPYA.L — Risk / Return Rank

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

IBTA

IBTA Risk / Return Rank: 26
IBTA Sharpe Ratio Rank: 22
IBTA Sortino Ratio Rank: 25
IBTA Omega Ratio Rank: 25
IBTA Calmar Ratio Rank: 27
IBTA Martin Ratio Rank: 31

DPYA.L

DPYA.L Risk / Return Rank: 26
DPYA.L Sharpe Ratio Rank: 27
DPYA.L Sortino Ratio Rank: 26
DPYA.L Omega Ratio Rank: 26
DPYA.L Calmar Ratio Rank: 26
DPYA.L Martin Ratio Rank: 28

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.

IBTA vs. DPYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ibotta, Inc (IBTA) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.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.

	IBTA	DPYA.L	Difference
Sharpe ratio Return per unit of total volatility	-0.41	0.46	-0.88
Sortino ratio Return per unit of downside risk	-0.17	0.72	-0.89
Omega ratio Gain probability vs. loss probability	0.97	1.10	-0.13
Calmar ratio Return relative to maximum drawdown	-0.44	0.57	-1.01
Martin ratio Return relative to average drawdown	-0.61	2.23	-2.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBTA vs. DPYA.L - Sharpe Ratio Comparison

The current IBTA Sharpe Ratio is -0.41, which is lower than the DPYA.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IBTA and DPYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBTA	DPYA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	0.46	-0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.63	0.13	-0.76

Correlation

The correlation between IBTA and DPYA.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IBTA vs. DPYA.L - Dividend Comparison

Neither IBTA nor DPYA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IBTA vs. DPYA.L - Drawdown Comparison

The maximum IBTA drawdown since its inception was -82.48%, which is greater than DPYA.L's maximum drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for IBTA and DPYA.L.

Drawdown Indicators

	IBTA	DPYA.L	Difference
Max Drawdown Largest peak-to-trough decline	-82.48%	-42.96%	-39.52%
Max Drawdown (1Y) Largest decline over 1 year	-68.04%	-11.39%	-56.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.79%	—
Current Drawdown Current decline from peak	-72.73%	-9.67%	-63.06%
Average Drawdown Average peak-to-trough decline	-54.40%	-12.59%	-41.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.81%	2.93%	+45.88%

Volatility

IBTA vs. DPYA.L - Volatility Comparison

Ibotta, Inc (IBTA) has a higher volatility of 14.75% compared to iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) at 4.81%. This indicates that IBTA's price experiences larger fluctuations and is considered to be riskier than DPYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBTA	DPYA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.75%	4.81%	+9.94%
Volatility (6M) Calculated over the trailing 6-month period	50.61%	8.26%	+42.35%
Volatility (1Y) Calculated over the trailing 1-year period	70.17%	14.80%	+55.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.98%	16.15%	+58.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.98%	18.32%	+56.66%