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

Performance

IDUP.L vs. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDUP.L achieves a 19.54% return, which is significantly higher than TDIV.L's 11.84% return. Over the past 10 years, IDUP.L has underperformed TDIV.L with an annualized return of 4.41%, while TDIV.L has yielded a comparatively higher 13.83% 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%

TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUP.L vs. TDIV.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%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.84%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%

Correlation

The correlation between IDUP.L and TDIV.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.49

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

0.57

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.47

The correlation between IDUP.L and TDIV.L has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

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Return for Risk

IDUP.L vs. TDIV.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

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
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. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.LTDIV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.29

1.48

-0.19

Calmar ratioReturn relative to maximum drawdown

2.92

5.64

-2.72

Martin ratioReturn relative to average drawdown

8.01

15.83

-7.82

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

The current IDUP.L Sharpe Ratio is 1.64, which is lower than the TDIV.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of IDUP.L and TDIV.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. TDIV.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than TDIV.L's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for IDUP.L and TDIV.L.


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Drawdown Indicators


IDUP.LTDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-37.94%

-37.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-5.27%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-13.89%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-18.52%

-15.18%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-37.94%

-7.68%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.31%

-3.99%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.88%

+0.82%

Volatility

IDUP.L vs. TDIV.L - Volatility Comparison

iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) at 2.90%. This indicates that IDUP.L's price experiences larger fluctuations and is considered to be riskier than TDIV.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.LTDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.90%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

8.56%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

11.22%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

14.56%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

16.20%

+4.16%

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

IDUP.L has a 0.40% expense ratio, which is higher than TDIV.L's 0.38% expense ratio.


Dividends

IDUP.L vs. TDIV.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.81%, less than TDIV.L's 3.10% 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%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%0.00%0.00%

Frequently Asked Questions


IDUP.L and TDIV.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDIV.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDIV.L is cheaper with a 0.38% expense ratio, compared with 0.40% for IDUP.L.

IDUP.L is categorized as REIT, while TDIV.L is Global Equities. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IDUP.L and 0.38% for TDIV.L.

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