IDAR.L vs. IDUP.L
IDAR.L (iShares Asia Property Yield UCITS ETF) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both REIT funds from iShares - IDAR.L tracks the iShares Asia Property Yield UCITS ETF while IDUP.L tracks the iShares US Property Yield UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, IDAR.L returned 1.36%/yr vs 4.11%/yr for IDUP.L. At a 0.42 correlation, their price movements are largely independent. IDAR.L charges 0.59%/yr vs 0.40%/yr for IDUP.L.
Performance
IDAR.L vs. IDUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDAR.L achieves a -3.46% return, which is significantly lower than IDUP.L's 16.04% return. Over the past 10 years, IDAR.L has underperformed IDUP.L with an annualized return of 1.36%, while IDUP.L has yielded a comparatively higher 4.11% annualized 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%
IDUP.L
- 1D
- 0.00%
- 1M
- -0.06%
- 6M
- 14.44%
- YTD
- 16.04%
- 1Y
- 18.31%
- 3Y*
- 9.47%
- 5Y*
- 3.24%
- 10Y*
- 4.11%
IDAR.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDAR.L iShares Asia Property Yield UCITS ETF | -3.46% | 30.42% | -10.04% | -2.19% | -12.15% | 4.47% | -8.54% | 15.87% | -2.04% | 18.26% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 16.04% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | 21.39% | -4.82% | 4.35% |
Correlation
The correlation between IDAR.L and IDUP.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2006 | 0.42 |
The correlation between IDAR.L and IDUP.L has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
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Return for Risk
IDAR.L vs. IDUP.L — Risk / Return Rank
IDAR.L
IDUP.L
IDAR.L vs. IDUP.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 US Property Yield UCITS ETF USD (Dist) (IDUP.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 | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.48 | -2.08 |
| Martin ratioReturn relative to average drawdown | 0.92 | 6.81 | -5.89 |
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Drawdowns
IDAR.L vs. IDUP.L - Drawdown Comparison
The maximum IDAR.L drawdown since its inception was -67.69%, smaller than the maximum IDUP.L drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for IDAR.L and IDUP.L.
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Drawdown Indicators
| IDAR.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -75.24% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -7.41% | -7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -20.33% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -33.70% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -39.83% | -45.62% | +5.79% |
Current DrawdownCurrent decline from peak | -11.14% | -1.41% | -9.73% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -15.31% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 2.70% | +3.69% |
Volatility
IDAR.L vs. IDUP.L - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF (IDAR.L) is 3.40%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 3.92%. This indicates that IDAR.L experiences smaller price fluctuations and is considered to be less risky than IDUP.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 | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.92% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 9.76% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 12.96% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 18.37% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 20.35% | -4.82% |
IDAR.L vs. IDUP.L - Expense Ratio Comparison
IDAR.L has a 0.59% expense ratio, which is higher than IDUP.L's 0.40% expense ratio.
Dividends
IDAR.L vs. IDUP.L - Dividend Comparison
IDAR.L's dividend yield for the trailing twelve months is around 3.66%, more than IDUP.L's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.90% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
Frequently Asked Questions
IDAR.L and IDUP.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDUP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDUP.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IDAR.L.
IDAR.L tracks iShares Asia Property Yield UCITS ETF, while IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist). Their fees differ too: 0.59% for IDAR.L and 0.40% for IDUP.L.
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