IDUP.L vs. IUKD.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IUKD.L (iShares UK Dividend UCITS ETF) are both exchange-traded funds - IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IUKD.L is a Dividend fund tracking the FTSE UK Dividend+ Index. Both are passively managed. Over the past 10 years, IDUP.L returned 4.41%/yr vs 7.60%/yr for IUKD.L. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
IDUP.L vs. IUKD.L - Performance Comparison
Loading charts...
Different Trading Currencies
IDUP.L is traded in USD, while IUKD.L is traded in GBp. To make them comparable, the IUKD.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 IUKD.L's 13.32% return. Over the past 10 years, IDUP.L has underperformed IUKD.L with an annualized return of 4.41%, while IUKD.L has yielded a comparatively higher 7.60% 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%
IUKD.L
- 1D
- 0.63%
- 1M
- 5.15%
- 6M
- 11.13%
- YTD
- 13.32%
- 1Y
- 29.27%
- 3Y*
- 23.69%
- 5Y*
- 12.76%
- 10Y*
- 7.60%
IDUP.L vs. IUKD.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% |
IUKD.L iShares UK Dividend UCITS ETF | 13.32% | 42.09% | 10.40% | 11.39% | -11.98% | 22.31% | -15.41% | 23.62% | -18.97% | 17.10% |
Correlation
The correlation between IDUP.L and IUKD.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.42 |
The correlation between IDUP.L and IUKD.L shifts across timeframes, from 0.42 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDUP.L vs. IUKD.L — Risk / Return Rank
IDUP.L
IUKD.L
IDUP.L vs. IUKD.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 UK Dividend UCITS ETF (IUKD.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 | IUKD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.65 | +0.27 |
| Martin ratioReturn relative to average drawdown | 8.01 | 8.61 | -0.59 |
Loading charts...
Drawdowns
IDUP.L vs. IUKD.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, roughly equal to the maximum IUKD.L drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IUKD.L.
Loading charts...
Drawdown Indicators
| IDUP.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -71.98% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -10.99% | +3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -12.78% | -7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -34.46% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -52.58% | +6.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -26.69% | +11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.39% | -0.69% |
Volatility
IDUP.L vs. IUKD.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 3.02%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDUP.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.02% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 11.51% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 13.95% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 17.75% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 20.21% | +0.15% |
IDUP.L vs. IUKD.L - Expense Ratio Comparison
Both IDUP.L and IUKD.L have an expense ratio of 0.40%.
Dividends
IDUP.L vs. IUKD.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.81%, less than IUKD.L's 4.62% 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% |
IUKD.L iShares UK Dividend UCITS ETF | 4.62% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Frequently Asked Questions
IDUP.L and IUKD.L have a correlation of 0.46, 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 IUKD.L have the same expense ratio: 0.40% per year.
IDUP.L is categorized as REIT, while IUKD.L is Dividend. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while IUKD.L tracks FTSE UK Dividend+ Index.
Find the right allocation for IDUP.L and IUKD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer