IDUP.L vs. IEDY.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IEDY.L (iShares EM 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 IEDY.L is a Dividend fund tracking the Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR. Both are passively managed. Over the past 10 years, IDUP.L returned 4.33%/yr vs 6.29%/yr for IEDY.L. At a 0.38 correlation, their price movements are largely independent. IDUP.L charges 0.40%/yr vs 0.65%/yr for IEDY.L.
Performance
IDUP.L vs. IEDY.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 IEDY.L's 9.34% return. Over the past 10 years, IDUP.L has underperformed IEDY.L with an annualized return of 4.33%, while IEDY.L has yielded a comparatively higher 6.29% 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%
IEDY.L
- 1D
- -0.05%
- 1M
- -1.10%
- 6M
- 4.01%
- YTD
- 9.34%
- 1Y
- 22.18%
- 3Y*
- 18.68%
- 5Y*
- 4.83%
- 10Y*
- 6.29%
IDUP.L vs. IEDY.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% |
IEDY.L iShares EM Dividend UCITS ETF USD (Dist) | 9.34% | 27.60% | 7.02% | 19.23% | -30.77% | 11.02% | -2.56% | 13.94% | -5.15% | 25.92% |
Correlation
The correlation between IDUP.L and IEDY.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2011 | 0.38 |
The correlation between IDUP.L and IEDY.L shifts across timeframes, from 0.28 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDUP.L vs. IEDY.L — Risk / Return Rank
IDUP.L
IEDY.L
IDUP.L vs. IEDY.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 EM Dividend UCITS ETF USD (Dist) (IEDY.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 | IEDY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.46 | +0.37 |
| Martin ratioReturn relative to average drawdown | 7.75 | 7.21 | +0.54 |
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Drawdowns
IDUP.L vs. IEDY.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than IEDY.L's maximum drawdown of -48.42%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IEDY.L.
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Drawdown Indicators
| IDUP.L | IEDY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -48.42% | -26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -9.00% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -14.34% | -5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -41.24% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -41.24% | -4.38% |
Current DrawdownCurrent decline from peak | 0.00% | -5.19% | +5.19% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -15.43% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.07% | -0.37% |
Volatility
IDUP.L vs. IEDY.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.42% compared to iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) at 4.04%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than IEDY.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 | IEDY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.04% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 11.98% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 14.37% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 17.26% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 18.36% | +2.00% |
IDUP.L vs. IEDY.L - Expense Ratio Comparison
IDUP.L has a 0.40% expense ratio, which is lower than IEDY.L's 0.65% expense ratio.
Dividends
IDUP.L vs. IEDY.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.84%, less than IEDY.L's 5.09% 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% |
IEDY.L iShares EM Dividend UCITS ETF USD (Dist) | 5.09% | 5.72% | 7.94% | 7.91% | 9.38% | 6.57% | 4.79% | 5.59% | 5.69% | 3.96% | 4.59% | 6.51% |
Frequently Asked Questions
IDUP.L and IEDY.L have a correlation of 0.28, 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 0.65% for IEDY.L.
IDUP.L is categorized as REIT, while IEDY.L is Dividend. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR. Their fees differ too: 0.40% for IDUP.L and 0.65% for IEDY.L.
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