IDWP.L vs. SGOV
IDWP.L (iShares Developed Markets Property Yield UCITS) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - IDWP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past 5 years, IDWP.L returned 0.73%/yr vs 3.54%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions. IDWP.L charges 0.59%/yr vs 0.09%/yr for SGOV.
Performance
IDWP.L vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, IDWP.L achieves a 6.84% return, which is significantly higher than SGOV's 1.55% return.
IDWP.L
- 1D
- 0.28%
- 1M
- -2.71%
- YTD
- 6.84%
- 6M
- 8.15%
- 1Y
- 10.49%
- 3Y*
- 8.57%
- 5Y*
- 0.73%
- 10Y*
- 3.24%
SGOV
- 1D
- 0.03%
- 1M
- 0.31%
- YTD
- 1.55%
- 6M
- 1.79%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
IDWP.L vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDWP.L iShares Developed Markets Property Yield UCITS | 6.84% | 9.19% | 0.18% | 9.37% | -24.02% | 25.37% | 17.17% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.55% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between IDWP.L and SGOV is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.04 |
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Return for Risk
IDWP.L vs. SGOV — Risk / Return Rank
IDWP.L
SGOV
IDWP.L vs. SGOV - 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 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.46 | ||
| Sortino ratioReturn per unit of downside risk | -275.75 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 196.55 | -195.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 400.29 | -399.21 |
| Martin ratioReturn relative to average drawdown | 3.64 | 4,485.40 | -4,481.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDWP.L | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 20.34 | -19.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 14.75 | -14.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 12.50 | -12.35 |
Drawdowns
IDWP.L vs. SGOV - Drawdown Comparison
The maximum IDWP.L drawdown since its inception was -70.51%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IDWP.L and SGOV.
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Drawdown Indicators
| IDWP.L | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.51% | -0.03% | -70.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -0.01% | -9.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.07% | -0.01% | -18.06% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -0.03% | -33.92% |
Max Drawdown (10Y)Largest decline over 10 years | -42.82% | — | — |
Current DrawdownCurrent decline from peak | -3.98% | 0.00% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -0.00% | -13.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 0.00% | +2.89% |
Volatility
IDWP.L vs. SGOV - Volatility Comparison
iShares Developed Markets Property Yield UCITS (IDWP.L) has a higher volatility of 3.63% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IDWP.L's price experiences larger fluctuations and is considered to be riskier than SGOV 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 | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 0.06% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 0.13% | +9.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 0.20% | +11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 0.24% | +16.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 0.24% | +16.99% |
IDWP.L vs. SGOV - Expense Ratio Comparison
IDWP.L has a 0.59% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
IDWP.L vs. SGOV - Dividend Comparison
IDWP.L's dividend yield for the trailing twelve months is around 3.01%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDWP.L and SGOV have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.59% for IDWP.L.
IDWP.L is categorized as REIT, while SGOV is Ultrashort Bond. IDWP.L tracks FTSE EPRA Nareit Global TR USD, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.59% for IDWP.L and 0.09% for SGOV.
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