IDWP.L vs. IDUP.L
IDWP.L (iShares Developed Markets Property Yield UCITS) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both REIT funds from iShares - IDWP.L tracks the FTSE EPRA Nareit Global TR USD while IDUP.L tracks the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Both are passively managed. Over the past 10 years, IDWP.L returned 3.16%/yr vs 4.41%/yr for IDUP.L. Their correlation of 0.81 suggests significant overlap in exposure. IDWP.L charges 0.59%/yr vs 0.40%/yr for IDUP.L.
Performance
IDWP.L vs. IDUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDWP.L achieves a 12.24% return, which is significantly lower than IDUP.L's 19.54% return. Over the past 10 years, IDWP.L has underperformed IDUP.L with an annualized return of 3.16%, while IDUP.L has yielded a comparatively higher 4.41% annualized return.
IDWP.L
- 1D
- 0.79%
- 1M
- 3.37%
- 6M
- 8.90%
- YTD
- 12.24%
- 1Y
- 15.88%
- 3Y*
- 9.16%
- 5Y*
- 1.17%
- 10Y*
- 3.16%
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%
IDWP.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDWP.L iShares Developed Markets Property Yield UCITS | 12.24% | 9.19% | 0.18% | 9.40% | -24.03% | 25.39% | -9.53% | 21.25% | -5.46% | 11.19% |
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% |
Correlation
The correlation between IDWP.L and IDUP.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2006 | 0.81 |
The correlation between IDWP.L and IDUP.L shifts across timeframes, from 0.81 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDWP.L vs. IDUP.L — Risk / Return Rank
IDWP.L
IDUP.L
IDWP.L vs. IDUP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
| IDWP.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.92 | -1.30 |
| Martin ratioReturn relative to average drawdown | 5.44 | 8.01 | -2.57 |
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Drawdowns
IDWP.L vs. IDUP.L - Drawdown Comparison
The maximum IDWP.L drawdown since its inception was -70.34%, smaller than the maximum IDUP.L drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for IDWP.L and IDUP.L.
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Drawdown Indicators
| IDWP.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.34% | -75.24% | +4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -7.41% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -18.07% | -20.33% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -33.70% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -45.62% | +2.81% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -14.78% | -15.31% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.70% | +0.21% |
Volatility
IDWP.L vs. IDUP.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS (IDWP.L) is 3.44%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 4.33%. This indicates that IDWP.L experiences smaller price fluctuations and is considered to be less risky than IDUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDWP.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.33% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 9.99% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 13.15% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 18.39% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 20.36% | -3.19% |
IDWP.L vs. IDUP.L - Expense Ratio Comparison
IDWP.L has a 0.59% expense ratio, which is higher than IDUP.L's 0.40% expense ratio.
Dividends
IDWP.L vs. IDUP.L - Dividend Comparison
IDWP.L's dividend yield for the trailing twelve months is around 2.87%, more than IDUP.L's 2.81% 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% |
IDWP.L iShares Developed Markets Property Yield UCITS | 2.87% | 3.07% | 3.22% | 3.07% | 3.66% | 2.22% | 2.91% | 2.89% | 3.94% | 2.91% | 3.27% | 3.01% |
Frequently Asked Questions
With a correlation of 0.94, IDWP.L and IDUP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.59% for IDWP.L.
IDWP.L tracks FTSE EPRA Nareit Global TR USD, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Their fees differ too: 0.59% for IDWP.L and 0.40% for IDUP.L.
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