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

Performance

IDUP.L vs. UKRE.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 MSCI Target UK Real Estate UCITS ETF (UKRE.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 UKRE.L is traded in GBp. To make them comparable, the UKRE.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 18.50% return, which is significantly higher than UKRE.L's 6.48% return. Over the past 10 years, IDUP.L has outperformed UKRE.L with an annualized return of 4.33%, while UKRE.L has yielded a comparatively lower 0.95% 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%

UKRE.L

1D
0.68%
1M
6.59%
6M
3.46%
YTD
6.48%
1Y
8.88%
3Y*
6.60%
5Y*
-1.93%
10Y*
0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
6.48%14.22%-8.93%12.66%-32.33%20.06%-7.71%25.16%-15.51%16.34%

Correlation

The correlation between IDUP.L and UKRE.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

0.46

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

0.50

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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2015

0.46

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Return for Risk

IDUP.L vs. UKRE.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: 6161
Overall Rank
IDUP.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5656
Martin Ratio Rank

UKRE.L
UKRE.L Risk / Return Rank: 2222
Overall Rank
UKRE.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UKRE.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
UKRE.L Omega Ratio Rank: 2222
Omega Ratio Rank
UKRE.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
UKRE.L Martin Ratio Rank: 2222
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. UKRE.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 MSCI Target UK Real Estate UCITS ETF (UKRE.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.LUKRE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratioReturn relative to maximum drawdown

2.82

0.67

+2.15

Martin ratioReturn relative to average drawdown

7.75

1.83

+5.91

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

The current IDUP.L Sharpe Ratio is 1.59, which is higher than the UKRE.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IDUP.L and UKRE.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. UKRE.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than UKRE.L's maximum drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for IDUP.L and UKRE.L.


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Drawdown Indicators


IDUP.LUKRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-46.49%

-28.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-13.12%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-20.53%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-44.62%

+10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-44.62%

-1.00%

Current Drawdown

Current decline from peak

0.00%

-18.41%

+18.41%

Average Drawdown

Average peak-to-trough decline

-15.31%

-22.61%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

4.83%

-2.13%

Volatility

IDUP.L vs. UKRE.L - Volatility Comparison

iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) have volatilities of 4.42% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDUP.LUKRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.46%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

11.89%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

15.23%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

18.38%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

17.25%

+3.11%

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

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


Dividends

IDUP.L vs. UKRE.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.84%, less than UKRE.L's 6.67% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
6.67%7.07%7.68%5.20%1.90%0.86%1.45%0.99%0.00%0.00%0.36%0.48%

Frequently Asked Questions


IDUP.L and UKRE.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.

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

IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while UKRE.L tracks MSCI UK IMI Liquid Real Estate Index.

Portfolio Optimizer

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