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

Performance

IDUP.L vs. IPRP.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 European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDUP.L is traded in USD, while IPRP.L is traded in GBp. To make them comparable, the IPRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDUP.L achieves a 19.54% return, which is significantly higher than IPRP.L's 0.31% return. Over the past 10 years, IDUP.L has outperformed IPRP.L with an annualized return of 4.41%, while IPRP.L has yielded a comparatively lower 0.45% 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%

IPRP.L

1D
0.66%
1M
1.12%
6M
-0.92%
YTD
0.31%
1Y
1.43%
3Y*
11.09%
5Y*
-5.05%
10Y*
0.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IPRP.L
iShares European Property Yield UCITS ETF
0.31%22.21%-6.55%21.51%-40.83%0.96%-0.89%23.20%-13.32%27.61%

Correlation

The correlation between IDUP.L and IPRP.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.51

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

0.56

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

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2007

0.45

The correlation between IDUP.L and IPRP.L shifts across timeframes, from 0.45 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDUP.L vs. IPRP.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: 6868
Overall Rank
IDUP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 6363
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 6262
Martin Ratio Rank

IPRP.L
IPRP.L Risk / Return Rank: 1111
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1111
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. IPRP.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 European Property Yield UCITS ETF (IPRP.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.LIPRP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.29

1.03

+0.26

Calmar ratioReturn relative to maximum drawdown

2.92

0.08

+2.84

Martin ratioReturn relative to average drawdown

8.01

0.18

+7.83

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

The current IDUP.L Sharpe Ratio is 1.64, which is higher than the IPRP.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of IDUP.L and IPRP.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. IPRP.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, roughly equal to the maximum IPRP.L drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IPRP.L.


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Drawdown Indicators


IDUP.LIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-73.26%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-17.54%

+10.13%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-20.80%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-58.02%

+24.32%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-58.02%

+12.40%

Current Drawdown

Current decline from peak

0.00%

-25.89%

+25.89%

Average Drawdown

Average peak-to-trough decline

-15.31%

-20.34%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

7.78%

-5.08%

Volatility

IDUP.L vs. IPRP.L - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) is 4.33%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.83%. This indicates that IDUP.L experiences smaller price fluctuations and is considered to be less risky than IPRP.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.LIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.83%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

14.45%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

17.25%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

24.18%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

21.33%

-0.97%

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

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


Dividends

IDUP.L vs. IPRP.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.81%, less than IPRP.L's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IPRP.L
iShares European Property Yield UCITS ETF
2.89%2.83%2.79%2.62%4.20%2.11%2.68%3.07%0.00%0.61%0.80%2.59%

Frequently Asked Questions


IDUP.L and IPRP.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 IPRP.L have the same expense ratio: 0.40% per year.

IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR.

Portfolio Optimizer

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