IDAR.L vs. IWDP.L
IDAR.L (iShares Asia Property Yield UCITS ETF) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both REIT funds from iShares - IDAR.L tracks the iShares Asia Property Yield UCITS ETF while IWDP.L tracks the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IDAR.L returned 1.36%/yr vs 3.07%/yr for IWDP.L. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.
Performance
IDAR.L vs. IWDP.L - Performance Comparison
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Different Trading Currencies
IDAR.L is traded in USD, while IWDP.L is traded in GBp. To make them comparable, the IWDP.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 IWDP.L's 10.27% return. Over the past 10 years, IDAR.L has underperformed IWDP.L with an annualized return of 1.36%, while IWDP.L has yielded a comparatively higher 3.07% 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%
IWDP.L
- 1D
- 0.62%
- 1M
- 0.49%
- 6M
- 8.44%
- YTD
- 10.27%
- 1Y
- 13.93%
- 3Y*
- 8.32%
- 5Y*
- 0.82%
- 10Y*
- 3.07%
IDAR.L vs. IWDP.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% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 10.27% | 9.39% | -0.46% | 9.48% | -24.03% | 25.78% | -9.82% | 22.03% | -5.75% | 11.01% |
Correlation
The correlation between IDAR.L and IWDP.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.59 |
The correlation between IDAR.L and IWDP.L has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
IDAR.L vs. IWDP.L — Risk / Return Rank
IDAR.L
IWDP.L
IDAR.L vs. IWDP.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 USD (Dist) GBP (IWDP.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 | IWDP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.36 | -0.96 |
| Martin ratioReturn relative to average drawdown | 0.92 | 4.59 | -3.67 |
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Drawdowns
IDAR.L vs. IWDP.L - Drawdown Comparison
The maximum IDAR.L drawdown since its inception was -67.69%, roughly equal to the maximum IWDP.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for IDAR.L and IWDP.L.
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Drawdown Indicators
| IDAR.L | IWDP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -70.11% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -10.16% | -4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -17.59% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -33.62% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -39.83% | -42.51% | +2.68% |
Current DrawdownCurrent decline from peak | -11.14% | -0.70% | -10.44% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -14.55% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 3.03% | +3.36% |
Volatility
IDAR.L vs. IWDP.L - Volatility Comparison
iShares Asia Property Yield UCITS ETF (IDAR.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) have volatilities of 3.40% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDAR.L | IWDP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.48% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 9.20% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.64% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 15.94% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 16.97% | -1.44% |
IDAR.L vs. IWDP.L - Expense Ratio Comparison
Both IDAR.L and IWDP.L have an expense ratio of 0.59%.
Dividends
IDAR.L vs. IWDP.L - Dividend Comparison
IDAR.L's dividend yield for the trailing twelve months is around 3.66%, more than IWDP.L's 2.95% 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% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 2.95% | 3.14% | 3.18% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
Frequently Asked Questions
IDAR.L and IWDP.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDAR.L and IWDP.L have the same expense ratio: 0.59% per year.
IDAR.L tracks iShares Asia Property Yield UCITS ETF, while IWDP.L tracks FTSE EPRA Nareit Global TR USD.
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