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IDUP.L vs. DHSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDUP.L vs. DHSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDUP.L achieves a 19.54% return, which is significantly higher than DHSD.L's 14.70% return. Over the past 10 years, IDUP.L has underperformed DHSD.L with an annualized return of 4.41%, while DHSD.L has yielded a comparatively higher 8.68% annualized return.


IDUP.L

1D
0.88%
1M
4.01%
6M
15.63%
YTD
19.54%
1Y
21.72%
3Y*
11.00%
5Y*
3.85%
10Y*
4.41%

DHSD.L

1D
0.42%
1M
5.12%
6M
11.21%
YTD
14.70%
1Y
24.70%
3Y*
16.17%
5Y*
11.36%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUP.L vs. DHSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
19.54%2.23%4.73%13.04%-24.29%41.77%-10.91%21.39%-4.82%4.35%
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
14.70%12.71%15.26%-0.25%7.25%23.90%-6.21%20.65%-8.19%11.28%

Correlation

The correlation between IDUP.L and DHSD.L is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.65

The correlation between IDUP.L and DHSD.L has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

IDUP.L vs. DHSD.L — Risk / Return Rank

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

IDUP.L
IDUP.L Risk / Return Rank: 6868
Overall Rank
IDUP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 6363
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 6262
Martin Ratio Rank

DHSD.L
DHSD.L Risk / Return Rank: 8282
Overall Rank
DHSD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 8484
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 7272
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.

IDUP.L vs. DHSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.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.


IDUP.LDHSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.92

2.99

-0.07

Martin ratioReturn relative to average drawdown

8.01

9.74

-1.73

IDUP.L vs. DHSD.L - Sharpe Ratio Comparison

The current IDUP.L Sharpe Ratio is 1.64, which is comparable to the DHSD.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IDUP.L and DHSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDUP.L vs. DHSD.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than DHSD.L's maximum drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for IDUP.L and DHSD.L.


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Drawdown Indicators


IDUP.LDHSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-37.27%

-37.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-8.23%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-16.10%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-17.25%

-16.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-37.27%

-8.35%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.31%

-4.36%

-10.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.53%

+0.17%

Volatility

IDUP.L vs. DHSD.L - Volatility Comparison

iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) at 2.88%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than DHSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDUP.LDHSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.88%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

8.54%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

11.28%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

14.92%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

15.48%

+4.88%

IDUP.L vs. DHSD.L - Expense Ratio Comparison

IDUP.L has a 0.40% expense ratio, which is higher than DHSD.L's 0.29% expense ratio.


Dividends

IDUP.L vs. DHSD.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.81%, more than DHSD.L's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.55%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
2.81%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


IDUP.L and DHSD.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHSD.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHSD.L is cheaper with a 0.29% expense ratio, compared with 0.40% for IDUP.L.

IDUP.L is categorized as REIT, while DHSD.L is Dividend. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while DHSD.L tracks WisdomTree US High Dividend UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IDUP.L and 0.29% for DHSD.L.

Portfolio Optimizer

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