IDUP.L vs. FRGD.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and FRGD.L (Franklin Global Quality Dividend UCITS ETF USD (Dist)) are both exchange-traded funds - IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while FRGD.L is a Dividend fund tracking the LibertyQ Global Dividend Index-NR. Both are passively managed. Over the past 5 years, IDUP.L returned 3.85%/yr vs 9.62%/yr for FRGD.L. A 0.54 correlation means they provide meaningful diversification when combined. IDUP.L charges 0.40%/yr vs 0.30%/yr for FRGD.L.
Performance
IDUP.L vs. FRGD.L - Performance Comparison
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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 FRGD.L's 12.51% 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%
FRGD.L
- 1D
- 0.48%
- 1M
- 0.30%
- 6M
- 9.18%
- YTD
- 12.51%
- 1Y
- 19.27%
- 3Y*
- 15.84%
- 5Y*
- 9.62%
- 10Y*
- —
IDUP.L vs. FRGD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.23% |
FRGD.L Franklin Global Quality Dividend UCITS ETF USD (Dist) | 12.51% | 14.23% | 15.42% | 10.52% | -9.39% | 19.24% | 5.56% | 23.88% | -8.99% | 5.36% |
Correlation
The correlation between IDUP.L and FRGD.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.54 |
The correlation between IDUP.L and FRGD.L shifts across timeframes, from 0.51 (3 years) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDUP.L vs. FRGD.L — Risk / Return Rank
IDUP.L
FRGD.L
IDUP.L vs. FRGD.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 Franklin Global Quality Dividend UCITS ETF USD (Dist) (FRGD.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.L | FRGD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.76 | +0.16 |
| Martin ratioReturn relative to average drawdown | 8.01 | 9.67 | -1.65 |
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Drawdowns
IDUP.L vs. FRGD.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than FRGD.L's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for IDUP.L and FRGD.L.
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Drawdown Indicators
| IDUP.L | FRGD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -35.03% | -40.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -6.95% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -12.61% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -22.51% | -11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.07% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -5.16% | -10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.99% | +0.71% |
Volatility
IDUP.L vs. FRGD.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to Franklin Global Quality Dividend UCITS ETF USD (Dist) (FRGD.L) at 2.49%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than FRGD.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.L | FRGD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.49% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 7.98% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 10.11% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 13.01% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 14.57% | +5.79% |
IDUP.L vs. FRGD.L - Expense Ratio Comparison
IDUP.L has a 0.40% expense ratio, which is higher than FRGD.L's 0.30% expense ratio.
Dividends
IDUP.L vs. FRGD.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.81%, more than FRGD.L's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRGD.L Franklin Global Quality Dividend UCITS ETF USD (Dist) | 2.48% | 2.69% | 2.46% | 2.73% | 3.03% | 2.36% | 2.41% | 3.21% | 3.38% | 0.44% | 0.00% | 0.00% |
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 FRGD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRGD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRGD.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDUP.L.
IDUP.L is categorized as REIT, while FRGD.L is Dividend. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while FRGD.L tracks LibertyQ Global Dividend Index-NR. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.40% for IDUP.L and 0.30% for FRGD.L.
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