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

Performance

IDUP.L vs. GLRE.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 SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.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 16.04% return, which is significantly higher than GLRE.L's 11.64% return. Over the past 10 years, IDUP.L has outperformed GLRE.L with an annualized return of 4.11%, while GLRE.L has yielded a comparatively lower 2.73% annualized return.


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%

GLRE.L

1D
-0.03%
1M
1.18%
6M
10.69%
YTD
11.64%
1Y
17.56%
3Y*
8.79%
5Y*
1.68%
10Y*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
11.64%9.96%-0.52%11.22%-25.26%30.62%-10.89%19.83%-7.97%7.91%

Correlation

The correlation between IDUP.L and GLRE.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.94

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.92

The correlation between IDUP.L and GLRE.L has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

IDUP.L vs. GLRE.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: 5252
Overall Rank
IDUP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5050
Martin Ratio Rank

GLRE.L
GLRE.L Risk / Return Rank: 4848
Overall Rank
GLRE.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GLRE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
GLRE.L Omega Ratio Rank: 4343
Omega Ratio Rank
GLRE.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
GLRE.L Martin Ratio Rank: 5151
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. GLRE.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 SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.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.LGLRE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.48

1.88

+0.61

Martin ratioReturn relative to average drawdown

6.81

7.03

-0.22

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

The current IDUP.L Sharpe Ratio is 1.42, which is comparable to the GLRE.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IDUP.L and GLRE.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. GLRE.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than GLRE.L's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for IDUP.L and GLRE.L.


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Drawdown Indicators


IDUP.LGLRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-43.26%

-31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-9.31%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-18.30%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-33.83%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-43.26%

-2.36%

Current Drawdown

Current decline from peak

-1.41%

-1.22%

-0.19%

Average Drawdown

Average peak-to-trough decline

-15.31%

-9.84%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.49%

+0.21%

Volatility

IDUP.L vs. GLRE.L - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) is 3.92%, while SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) has a volatility of 4.17%. This indicates that IDUP.L experiences smaller price fluctuations and is considered to be less risky than GLRE.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.LGLRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.17%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

10.09%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

12.69%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

16.95%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

17.62%

+2.73%

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

Both IDUP.L and GLRE.L have an expense ratio of 0.40%.


Dividends

IDUP.L vs. GLRE.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.90%, more than GLRE.L's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
2.47%2.72%2.79%2.62%2.85%1.82%2.51%2.61%1.63%2.10%2.66%2.15%
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


With a correlation of 0.91, IDUP.L and GLRE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDUP.L and GLRE.L have the same expense ratio: 0.40% per year.

IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist), while GLRE.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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