IDUP.L vs. IDWP.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IDWP.L (iShares Developed Markets Property Yield UCITS) are both REIT funds from iShares - IDUP.L tracks the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD) while IDWP.L tracks the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IDUP.L returned 4.33%/yr vs 3.06%/yr for IDWP.L. Their correlation of 0.81 suggests significant overlap in exposure. IDUP.L charges 0.40%/yr vs 0.59%/yr for IDWP.L.
Performance
IDUP.L vs. IDWP.L - Performance Comparison
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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%
IDUP.L vs. IDWP.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) | 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
IDUP.L
IDWP.L
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.L | IDWP.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IDWP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -14.78% | -0.53% |
Ulcer IndexDepth 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.L | IDWP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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