IDWP.L vs. REET

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares Global REIT ETF (REET).

IDWP.L and REET are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDWP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014. Both IDWP.L and REET are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IDWP.L vs. REET - 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 Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

IDWP.L vs. REET - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDWP.L iShares Developed Markets Property Yield UCITS	1.73%	9.19%	0.18%	9.37%	-24.02%	25.37%	-9.53%	21.22%	-5.44%	11.19%
REET iShares Global REIT ETF	2.31%	7.97%	2.65%	10.28%	-24.10%	32.43%	-10.48%	24.42%	-5.27%	7.48%

Returns By Period

In the year-to-date period, IDWP.L achieves a 1.73% return, which is significantly lower than REET's 2.31% return. Over the past 10 years, IDWP.L has underperformed REET with an annualized return of 2.89%, while REET has yielded a comparatively higher 3.57% annualized return.

IDWP.L

• 1D: 1.75%
• 1M: -6.51%
• YTD: 1.73%
• 6M: 0.75%
• 1Y: 8.17%
• 3Y*: 6.84%
• 5Y*: 1.56%
• 10Y*: 2.89%

REET

• 1D: 0.99%
• 1M: -6.30%
• YTD: 2.31%
• 6M: 1.07%
• 1Y: 8.44%
• 3Y*: 7.14%
• 5Y*: 2.84%
• 10Y*: 3.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDWP.L vs. REET - Expense Ratio Comparison

IDWP.L has a 0.59% expense ratio, which is higher than REET's 0.14% expense ratio.

IDWP.L

iShares Developed Markets Property Yield UCITS

REET

iShares Global REIT ETF

Return for Risk

IDWP.L vs. REET — 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: 28
IDWP.L Sharpe Ratio Rank: 27
IDWP.L Sortino Ratio Rank: 27
IDWP.L Omega Ratio Rank: 27
IDWP.L Calmar Ratio Rank: 28
IDWP.L Martin Ratio Rank: 29

REET

REET Risk / Return Rank: 29
REET Sharpe Ratio Rank: 28
REET Sortino Ratio Rank: 27
REET Omega Ratio Rank: 28
REET Calmar Ratio Rank: 29
REET Martin Ratio Rank: 33

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. REET - 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 Global REIT ETF (REET). 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.L	REET	Difference
Sharpe ratio Return per unit of total volatility	0.56	0.56	-0.01
Sortino ratio Return per unit of downside risk	0.84	0.86	-0.02
Omega ratio Gain probability vs. loss probability	1.12	1.12	0.00
Calmar ratio Return relative to maximum drawdown	0.74	0.73	+0.01
Martin ratio Return relative to average drawdown	2.71	3.04	-0.33
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. REET - Sharpe Ratio Comparison

The current IDWP.L Sharpe Ratio is 0.56, which is comparable to the REET Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IDWP.L and REET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDWP.L	REET	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	0.56	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.17	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.19	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.22	-0.09

Correlation

The correlation between IDWP.L and REET is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDWP.L vs. REET - Dividend Comparison

IDWP.L's dividend yield for the trailing twelve months is around 3.07%, less than REET's 3.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDWP.L iShares Developed Markets Property Yield UCITS	3.07%	3.07%	3.22%	3.07%	3.66%	2.22%	2.91%	2.89%	3.94%	2.91%	3.27%	2.99%
REET iShares Global REIT ETF	3.62%	3.67%	3.64%	3.27%	2.43%	3.18%	2.65%	5.25%	5.73%	3.84%	5.37%	3.56%

Drawdowns

IDWP.L vs. REET - Drawdown Comparison

The maximum IDWP.L drawdown since its inception was -69.61%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for IDWP.L and REET.

Drawdown Indicators

	IDWP.L	REET	Difference
Max Drawdown Largest peak-to-trough decline	-69.61%	-44.59%	-25.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.62%	-11.70%	+0.08%
Max Drawdown (5Y) Largest decline over 5 years	-33.95%	-32.11%	-1.84%
Max Drawdown (10Y) Largest decline over 10 years	-42.82%	-44.59%	+1.77%
Current Drawdown Current decline from peak	-8.57%	-6.47%	-2.10%
Average Drawdown Average peak-to-trough decline	-13.27%	-9.91%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.82%	+0.06%

Volatility

IDWP.L vs. REET - Volatility Comparison

iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares Global REIT ETF (REET) have volatilities of 4.91% and 4.74%, 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.

Volatility by Period

	IDWP.L	REET	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	4.74%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.40%	8.32%	+0.08%
Volatility (1Y) Calculated over the trailing 1-year period	14.67%	15.10%	-0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	16.91%	-0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	18.83%	-1.64%