IDAR.L vs. DPYE.L
IDAR.L (iShares Asia Property Yield UCITS ETF) and DPYE.L (iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)) are both REIT funds from iShares - IDAR.L tracks the iShares Asia Property Yield UCITS ETF while DPYE.L tracks the FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged). Both are passively managed. Over the past 5 years, IDAR.L returned -1.60%/yr vs -0.53%/yr for DPYE.L. A 0.65 correlation means they provide meaningful diversification when combined. IDAR.L charges 0.59%/yr vs 0.64%/yr for DPYE.L.
Performance
IDAR.L vs. DPYE.L - Performance Comparison
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Different Trading Currencies
IDAR.L is traded in USD, while DPYE.L is traded in EUR. To make them comparable, the DPYE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDAR.L achieves a -3.46% return, which is significantly lower than DPYE.L's 6.57% return.
IDAR.L
- 1D
- 0.02%
- 1M
- 0.02%
- 6M
- -5.89%
- YTD
- -3.46%
- 1Y
- 6.69%
- 3Y*
- 4.28%
- 5Y*
- -1.60%
- 10Y*
- 1.36%
DPYE.L
- 1D
- 0.15%
- 1M
- -1.00%
- 6M
- 5.53%
- YTD
- 6.57%
- 1Y
- 10.69%
- 3Y*
- 7.59%
- 5Y*
- -0.53%
- 10Y*
- —
IDAR.L vs. DPYE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IDAR.L iShares Asia Property Yield UCITS ETF | -3.46% | 30.42% | -10.04% | -2.19% | -12.15% | 4.47% | -8.54% | 15.87% | -0.75% |
DPYE.L iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) | 6.57% | 19.48% | -5.34% | 11.37% | -28.09% | 18.67% | -4.82% | 15.92% | -5.23% |
Correlation
The correlation between IDAR.L and DPYE.L is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2018 | 0.65 |
The correlation between IDAR.L and DPYE.L has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
IDAR.L vs. DPYE.L — Risk / Return Rank
IDAR.L
DPYE.L
IDAR.L vs. DPYE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IDAR.L) and iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.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.
| IDAR.L | DPYE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.92 | -0.51 |
| Martin ratioReturn relative to average drawdown | 0.92 | 2.89 | -1.97 |
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Drawdowns
IDAR.L vs. DPYE.L - Drawdown Comparison
The maximum IDAR.L drawdown since its inception was -67.69%, which is greater than DPYE.L's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for IDAR.L and DPYE.L.
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Drawdown Indicators
| IDAR.L | DPYE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -42.12% | -25.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -11.59% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -18.96% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -40.00% | +11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -39.83% | — | — |
Current DrawdownCurrent decline from peak | -11.14% | -5.71% | -5.43% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -14.25% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 3.69% | +2.70% |
Volatility
IDAR.L vs. DPYE.L - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF (IDAR.L) is 3.40%, while iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) has a volatility of 3.70%. This indicates that IDAR.L experiences smaller price fluctuations and is considered to be less risky than DPYE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDAR.L | DPYE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.70% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 10.55% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 13.47% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 18.57% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 20.02% | -4.49% |
IDAR.L vs. DPYE.L - Expense Ratio Comparison
IDAR.L has a 0.59% expense ratio, which is lower than DPYE.L's 0.64% expense ratio.
Dividends
IDAR.L vs. DPYE.L - Dividend Comparison
IDAR.L's dividend yield for the trailing twelve months is around 3.66%, while DPYE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPYE.L iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDAR.L iShares Asia Property Yield UCITS ETF | 3.66% | 3.38% | 4.23% | 3.74% | 3.74% | 3.06% | 3.22% | 2.93% | 3.42% | 2.99% | 3.10% | 3.54% |
Frequently Asked Questions
IDAR.L and DPYE.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDAR.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDAR.L is cheaper with a 0.59% expense ratio, compared with 0.64% for DPYE.L.
IDAR.L tracks iShares Asia Property Yield UCITS ETF, while DPYE.L tracks FTSE EPRA/NAREIT Developed Dividend+ (EUR Hedged). Their fees differ too: 0.59% for IDAR.L and 0.64% for DPYE.L.
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