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

Performance

IDUP.L vs. IDWP.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 iShares Developed Markets Property Yield UCITS (IDWP.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 18.50% return, which is significantly higher than IDWP.L's 11.36% return. Over the past 10 years, IDUP.L has outperformed IDWP.L with an annualized return of 4.33%, while IDWP.L has yielded a comparatively lower 3.06% annualized return.


IDUP.L

1D
2.12%
1M
2.15%
6M
14.81%
YTD
18.50%
1Y
20.99%
3Y*
10.24%
5Y*
3.67%
10Y*
4.33%

IDWP.L

1D
1.38%
1M
1.77%
6M
8.13%
YTD
11.36%
1Y
15.30%
3Y*
8.66%
5Y*
1.01%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
18.50%2.23%4.73%13.04%-24.29%41.77%-10.91%21.39%-4.82%4.35%
IDWP.L
iShares Developed Markets Property Yield UCITS
11.36%9.19%0.18%9.40%-24.03%25.39%-9.53%21.25%-5.46%11.19%

Correlation

The correlation between IDUP.L and IDWP.L is 0.94, 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

0.94

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

0.94

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2006

0.81

The correlation between IDUP.L and IDWP.L shifts across timeframes, from 0.81 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDUP.L vs. IDWP.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: 6161
Overall Rank
IDUP.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5656
Martin Ratio Rank

IDWP.L
IDWP.L Risk / Return Rank: 4141
Overall Rank
IDWP.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IDWP.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
IDWP.L Omega Ratio Rank: 4141
Omega Ratio Rank
IDWP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IDWP.L Martin Ratio Rank: 4141
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. IDWP.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 Developed Markets Property Yield UCITS (IDWP.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.LIDWP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.05

Calmar ratioReturn relative to maximum drawdown

2.82

1.56

+1.26

Martin ratioReturn relative to average drawdown

7.75

5.25

+2.50

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

The current IDUP.L Sharpe Ratio is 1.59, which is comparable to the IDWP.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IDUP.L and IDWP.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. IDWP.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than IDWP.L's maximum drawdown of -70.34%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IDWP.L.


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Drawdown Indicators


IDUP.LIDWP.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-70.34%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-9.78%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-18.07%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-33.95%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-42.81%

-2.81%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.31%

-14.78%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.91%

-0.21%

Volatility

IDUP.L vs. IDWP.L - Volatility Comparison

iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.42% compared to iShares Developed Markets Property Yield UCITS (IDWP.L) at 3.64%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than IDWP.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.LIDWP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

3.64%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.72%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

12.16%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

16.26%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

17.17%

+3.19%

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

IDUP.L has a 0.40% expense ratio, which is lower than IDWP.L's 0.59% expense ratio.


Dividends

IDUP.L vs. IDWP.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.84%, less than IDWP.L's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
2.84%3.20%3.09%3.13%3.84%2.13%3.22%3.10%4.60%3.17%3.55%2.98%
IDWP.L
iShares Developed Markets Property Yield UCITS
2.90%3.07%3.22%3.07%3.66%2.22%2.91%2.89%3.94%2.91%3.27%3.01%

Frequently Asked Questions


With a correlation of 0.94, IDUP.L and IDWP.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.

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 IDWP.L.

IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IDWP.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.40% for IDUP.L and 0.59% for IDWP.L.

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