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IDEV vs. AYEP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IDEV vs. AYEP.DE

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core MSCI International Developed Markets ETF (IDEV) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE).

IDEV and AYEP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. AYEP.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Asia Dividend+. It was launched on Dec 12, 2018. Both IDEV and AYEP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IDEV vs. AYEP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI International Developed Markets ETF (IDEV) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). The values are adjusted to include any dividend payments, if applicable.

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IDEV vs. AYEP.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IDEV
iShares Core MSCI International Developed Markets ETF		1.32%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-1.86%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		-4.01%30.84%-9.72%-2.48%-12.58%4.43%-8.50%16.75%-1.74%
Different Trading Currencies

IDEV is traded in USD, while AYEP.DE is traded in EUR. To make them comparable, the AYEP.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDEV achieves a 1.32% return, which is significantly higher than AYEP.DE's -4.01% return.

IDEV

1D
3.16%
1M
-7.78%
YTD
1.32%
6M
6.19%
1Y
25.70%
3Y*
15.12%
5Y*
8.28%
10Y*
—

AYEP.DE

1D
0.60%
1M
-11.19%
YTD
-4.01%
6M
-1.88%
1Y
17.12%
3Y*
3.77%
5Y*
-0.86%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core MSCI International Developed Markets ETF

iShares Asia Property Yield UCITS ETF USD Acc

Often compared with IDEV:
IDEV vs. VYMIIDEV vs. VEAIDEV vs. IEFAIDEV vs. IXUSIDEV vs. SCHFIDEV vs. FDEVIDEV vs. VOO
Often compared with AYEP.DE:
AYEP.DE vs. AYEM.DEAYEP.DE vs. DFARAYEP.DE vs. AVREAYEP.DE vs. IPRP.LAYEP.DE vs. VNQAYEP.DE vs. VPADXAYEP.DE vs. DFEN.DE

IDEV vs. AYEP.DE - Expense Ratio Comparison

IDEV has a 0.05% expense ratio, which is lower than AYEP.DE's 0.59% expense ratio.

AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
IDEV
iShares Core MSCI International Developed Markets ETF

Return for Risk

IDEV vs. AYEP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDEV
IDEV Risk / Return Rank: 8383
Overall Rank
IDEV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDEV Omega Ratio Rank: 8383
Omega Ratio Rank
IDEV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDEV Martin Ratio Rank: 8282
Martin Ratio Rank
AYEP.DE
AYEP.DE Risk / Return Rank: 3939
Overall Rank
AYEP.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 3838
Martin Ratio Rank
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.

IDEV vs. AYEP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). 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.

IDEVAYEP.DEDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.25

+0.26

Sortino ratio

Return per unit of downside risk

2.11

1.76

+0.35

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.21

1.34

+0.86

Martin ratio

Return relative to average drawdown

8.73

5.67

+3.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDEV vs. AYEP.DE - Sharpe Ratio Comparison

The current IDEV Sharpe Ratio is 1.51, which is comparable to the AYEP.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IDEV and AYEP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IDEVAYEP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.25

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.06

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.05

+0.46

Correlation

The correlation between IDEV and AYEP.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDEV vs. AYEP.DE - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.36%, while AYEP.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF		3.36%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDEV vs. AYEP.DE - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, smaller than the maximum AYEP.DE drawdown of -40.02%. Use the drawdown chart below to compare losses from any high point for IDEV and AYEP.DE.

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Drawdown Indicators

IDEVAYEP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-38.46%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-9.99%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-22.65%

-6.50%

Current Drawdown

Current decline from peak

-7.89%

-14.25%

+6.36%

Average Drawdown

Average peak-to-trough decline

-6.64%

-15.08%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.43%

+0.40%

Volatility

IDEV vs. AYEP.DE - Volatility Comparison

iShares Core MSCI International Developed Markets ETF (IDEV) has a higher volatility of 7.65% compared to iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) at 5.11%. This indicates that IDEV's price experiences larger fluctuations and is considered to be riskier than AYEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDEVAYEP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

5.11%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

8.78%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

13.62%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

13.50%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.97%

+0.29%