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IDWP.L vs. IWDP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDWP.L vs. IWDP.L

Last updated Jun 5, 2026

IDWP.L (iShares Developed Markets Property Yield UCITS) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both REIT funds from iShares tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IDWP.L returned 3.24%/yr vs 3.23%/yr for IWDP.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

IDWP.L vs. IWDP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDWP.L is traded in USD, while IWDP.L is traded in GBp. To make them comparable, the IWDP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IDWP.L having a 6.84% return and IWDP.L slightly lower at 6.60%. Both investments have delivered pretty close results over the past 10 years, with IDWP.L having a 3.24% annualized return and IWDP.L not far behind at 3.23%.

IDWP.L

1D
0.28%
1M
-1.02%
YTD
6.84%
6M
7.80%
1Y
10.53%
3Y*
8.57%
5Y*
0.73%
10Y*
3.24%

IWDP.L

1D
0.29%
1M
-1.04%
YTD
6.60%
6M
7.85%
1Y
10.45%
3Y*
8.47%
5Y*
0.69%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDWP.L vs. IWDP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDWP.L
iShares Developed Markets Property Yield UCITS		6.84%9.19%0.18%9.37%-24.02%25.37%-9.53%21.22%-5.44%11.19%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		6.60%9.39%-0.46%9.48%-24.03%25.78%-9.82%22.02%-5.75%11.01%

Correlation

The correlation between IDWP.L and IWDP.L is 0.91, 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

0.91

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

0.93

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.78

The correlation between IDWP.L and IWDP.L shifts across timeframes, from 0.78 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.

IDWP.L vs. IWDP.L - Sectors Allocation Comparison

Sectors
IDWP.L
IWDP.L

Real Estate

100.0%
100.0%

Financial Services

0.1%
0.1%

Consumer Cyclical

0.0%
0.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

IDWP.L
100.0%
IWDP.L
100.0%

Financial Services

IDWP.L
0.1%
IWDP.L
0.1%

Consumer Cyclical

IDWP.L
0.0%
IWDP.L
0.0%

Basic Materials

IDWP.L

-

IWDP.L

-

Communication Services

IDWP.L

-

IWDP.L

-

Consumer Defensive

IDWP.L

-

IWDP.L

-

Energy

IDWP.L

-

IWDP.L

-

Healthcare

IDWP.L

-

IWDP.L

-

Industrials

IDWP.L

-

IWDP.L

-

Technology

IDWP.L

-

IWDP.L

-

Utilities

IDWP.L

-

IWDP.L

-

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iShares Developed Markets Property Yield UCITS

iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP

Often compared with IDWP.L:
IDWP.L vs. IPRP.LIDWP.L vs. GLRE.LIDWP.L vs. VNQIDWP.L vs. CSPX.LIDWP.L vs. SCHDIDWP.L vs. REETIDWP.L vs. IUSP.L
Often compared with IWDP.L:
IWDP.L vs. TRET.DEIWDP.L vs. IUSP.LIWDP.L vs. VNQIWDP.L vs. HPRO.LIWDP.L vs. BIRDXIWDP.L vs. BBOX.LIWDP.L vs. ZPRP.DE

Return for Risk

IDWP.L vs. IWDP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDWP.L
IDWP.L Risk / Return Rank: 2525
Overall Rank
IDWP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IDWP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDWP.L Omega Ratio Rank: 2424
Omega Ratio Rank
IDWP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IDWP.L Martin Ratio Rank: 2727
Martin Ratio Rank
IWDP.L
IWDP.L Risk / Return Rank: 2929
Overall Rank
IWDP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 2727
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 2929
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.

IDWP.L vs. IWDP.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 Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.

IDWP.LIWDP.LDifference
Sharpe ratioReturn per unit of total volatility
0.88
0.90

-0.02

Sortino ratioReturn per unit of downside risk
1.35
1.37

-0.02

Omega ratioGain probability vs. loss probability

1.16

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.07

1.02

+0.05

Martin ratioReturn relative to average drawdown

3.64

3.48

+0.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDWP.L vs. IWDP.L - Sharpe Ratio Comparison

The current IDWP.L Sharpe Ratio is 0.88, which is comparable to the IWDP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IDWP.L and IWDP.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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Sharpe Ratios by Period

IDWP.LIWDP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.90

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.04

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.19

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.14

+0.01

Drawdowns

IDWP.L vs. IWDP.L - Drawdown Comparison

The maximum IDWP.L drawdown since its inception was -70.51%, roughly equal to the maximum IWDP.L drawdown of -69.98%. Use the drawdown chart below to compare losses from any high point for IDWP.L and IWDP.L.

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Drawdown Indicators

IDWP.LIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.51%

-69.98%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-10.16%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-17.59%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-33.61%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-42.82%

-42.51%

-0.31%

Current Drawdown

Current decline from peak

-3.98%

-4.01%

+0.03%

Average Drawdown

Average peak-to-trough decline

-13.58%

-14.68%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.99%

-0.10%

Volatility

IDWP.L vs. IWDP.L - Volatility Comparison

iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) have volatilities of 3.63% and 3.53%, 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

IDWP.LIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.53%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

8.76%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

11.56%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

15.91%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

17.01%

+0.22%

IDWP.L vs. IWDP.L - Expense Ratio Comparison

Both IDWP.L and IWDP.L have an expense ratio of 0.59%.

Dividends

IDWP.L vs. IWDP.L - Dividend Comparison

IDWP.L's dividend yield for the trailing twelve months is around 3.01%, which matches IWDP.L's 3.03% yield.

PositionTTM20252024202320222021202020192018201720162015
IDWP.L
iShares Developed Markets Property Yield UCITS		3.01%3.07%3.22%3.07%3.66%2.22%2.91%2.89%3.94%2.91%3.27%3.01%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		3.03%3.13%3.17%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%

Frequently Asked Questions

With a correlation of 0.91, IDWP.L and IWDP.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.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDWP.L and IWDP.L have the same expense ratio: 0.59% per year.

Both ETFs track FTSE EPRA Nareit Global TR USD.

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