IDUP.L vs. IPRP.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IPRP.L (iShares European Property Yield UCITS ETF) are both REIT funds from iShares - IDUP.L tracks the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD) while IPRP.L tracks the FTSE EPRA Nareit Developed Europe TR EUR. Both are passively managed. Over the past 10 years, IDUP.L returned 4.41%/yr vs 0.45%/yr for IPRP.L. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
IDUP.L vs. IPRP.L - Performance Comparison
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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%
IDUP.L vs. IPRP.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% |
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
IDUP.L
IPRP.L
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.L | IPRP.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IPRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -25.89% | +25.89% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -20.34% | +5.03% |
Ulcer IndexDepth 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.L | IPRP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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