IDUP.L vs. IDAR.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IDAR.L (iShares Asia Property Yield UCITS ETF USD (Dist)) are both REIT funds from iShares - IDUP.L tracks the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD) while IDAR.L tracks the FTSE EPRA Nareit Developed Asia Dividend+ NET Index in USD. Both are passively managed. Over the past 10 years, IDUP.L returned 4.41%/yr vs 1.45%/yr for IDAR.L. At a 0.42 correlation, their price movements are largely independent. IDUP.L charges 0.40%/yr vs 0.59%/yr for IDAR.L.
Performance
IDUP.L vs. IDAR.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 IDAR.L's -3.13% return. Over the past 10 years, IDUP.L has outperformed IDAR.L with an annualized return of 4.41%, while IDAR.L has yielded a comparatively lower 1.45% 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%
IDAR.L
- 1D
- 0.41%
- 1M
- 1.56%
- 6M
- -6.40%
- YTD
- -3.13%
- 1Y
- 5.91%
- 3Y*
- 4.31%
- 5Y*
- -1.54%
- 10Y*
- 1.45%
IDUP.L vs. IDAR.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% | 4.35% |
IDAR.L iShares Asia Property Yield UCITS ETF USD (Dist) | -3.13% | 30.42% | -10.04% | -2.19% | -12.15% | 4.47% | -8.54% | 15.87% | -2.04% | 18.26% |
Correlation
The correlation between IDUP.L and IDAR.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2006 | 0.42 |
The correlation between IDUP.L and IDAR.L has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
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Return for Risk
IDUP.L vs. IDAR.L — Risk / Return Rank
IDUP.L
IDAR.L
IDUP.L vs. IDAR.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 iShares Asia Property Yield UCITS ETF USD (Dist) (IDAR.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 | IDAR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.09 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.41 | +2.51 |
| Martin ratioReturn relative to average drawdown | 8.01 | 0.92 | +7.10 |
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Drawdowns
IDUP.L vs. IDAR.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than IDAR.L's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IDAR.L.
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Drawdown Indicators
| IDUP.L | IDAR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -67.69% | -7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -14.43% | +7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -16.88% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -28.96% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -39.83% | -5.79% |
Current DrawdownCurrent decline from peak | 0.00% | -10.84% | +10.84% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -17.72% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 6.42% | -3.72% |
Volatility
IDUP.L vs. IDAR.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to iShares Asia Property Yield UCITS ETF USD (Dist) (IDAR.L) at 3.00%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than IDAR.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 | IDAR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.00% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 11.03% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 13.16% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 14.02% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 15.53% | +4.83% |
IDUP.L vs. IDAR.L - Expense Ratio Comparison
IDUP.L has a 0.40% expense ratio, which is lower than IDAR.L's 0.59% expense ratio.
Dividends
IDUP.L vs. IDAR.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.81%, less than IDAR.L's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDAR.L iShares Asia Property Yield UCITS ETF USD (Dist) | 3.64% | 3.38% | 4.23% | 3.74% | 3.74% | 3.06% | 3.22% | 2.93% | 3.42% | 2.99% | 3.10% | 3.54% |
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 IDAR.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDUP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDUP.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IDAR.L.
IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IDAR.L tracks FTSE EPRA Nareit Developed Asia Dividend+ NET Index in USD. Their fees differ too: 0.40% for IDUP.L and 0.59% for IDAR.L.
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