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

Performance

IDUP.L vs. VPN.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 Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc (VPN.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 16.04% return, which is significantly lower than VPN.L's 32.99% return.


IDUP.L

1D
0.00%
1M
-0.06%
6M
14.44%
YTD
16.04%
1Y
18.31%
3Y*
9.47%
5Y*
3.24%
10Y*
4.11%

VPN.L

1D
-0.27%
1M
-11.30%
6M
21.01%
YTD
32.99%
1Y
49.85%
3Y*
27.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
16.04%2.23%4.73%13.04%-24.29%4.18%
VPN.L
Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc
32.99%29.31%13.54%17.68%-30.40%3.62%

Correlation

The correlation between IDUP.L and VPN.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2021

0.58

Over the past year, the correlation between IDUP.L and VPN.L has dropped to 0.29 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

IDUP.L vs. VPN.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: 5252
Overall Rank
IDUP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5050
Martin Ratio Rank

VPN.L
VPN.L Risk / Return Rank: 7777
Overall Rank
VPN.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VPN.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VPN.L Omega Ratio Rank: 7373
Omega Ratio Rank
VPN.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VPN.L Martin Ratio Rank: 6969
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. VPN.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 Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc (VPN.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.LVPN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

2.48

3.51

-1.03

Martin ratioReturn relative to average drawdown

6.81

9.92

-3.11

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

The current IDUP.L Sharpe Ratio is 1.42, which is lower than the VPN.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IDUP.L and VPN.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. VPN.L - Drawdown Comparison

The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than VPN.L's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for IDUP.L and VPN.L.


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Drawdown Indicators


IDUP.LVPN.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.24%

-38.80%

-36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-14.20%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-25.58%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

Current Drawdown

Current decline from peak

-1.41%

-13.32%

+11.91%

Average Drawdown

Average peak-to-trough decline

-15.31%

-14.64%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

5.04%

-2.34%

Volatility

IDUP.L vs. VPN.L - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) is 3.92%, while Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc (VPN.L) has a volatility of 7.54%. This indicates that IDUP.L experiences smaller price fluctuations and is considered to be less risky than VPN.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.LVPN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

7.54%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

17.51%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

23.51%

-10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

22.62%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

22.62%

-2.27%

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

IDUP.L has a 0.40% expense ratio, which is lower than VPN.L's 0.50% expense ratio.


Dividends

IDUP.L vs. VPN.L - Dividend Comparison

IDUP.L's dividend yield for the trailing twelve months is around 2.90%, while VPN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
2.90%3.20%3.09%3.13%3.84%2.13%3.22%3.10%4.60%3.17%3.55%2.98%
VPN.L
Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDUP.L and VPN.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDUP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDUP.L is cheaper with a 0.40% expense ratio, compared with 0.50% for VPN.L.

IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist), while VPN.L tracks Global X Data Center REITS & Digital Infrastructure UCITS ETF USD Acc. They also come from different issuers: iShares and Global X. Their fees differ too: 0.40% for IDUP.L and 0.50% for VPN.L.

Portfolio Optimizer

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