IEDY.L vs. IDUP.L
IEDY.L (iShares EM Dividend UCITS ETF USD (Dist)) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both exchange-traded funds - IEDY.L is a Dividend fund tracking the Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR, while IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Both are passively managed. Over the past 10 years, IEDY.L returned 6.29%/yr vs 4.33%/yr for IDUP.L. At a 0.38 correlation, their price movements are largely independent. IEDY.L charges 0.65%/yr vs 0.40%/yr for IDUP.L.
Performance
IEDY.L vs. IDUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, IEDY.L achieves a 9.34% return, which is significantly lower than IDUP.L's 18.50% return. Over the past 10 years, IEDY.L has outperformed IDUP.L with an annualized return of 6.29%, while IDUP.L has yielded a comparatively lower 4.33% annualized return.
IEDY.L
- 1D
- -0.05%
- 1M
- -1.10%
- 6M
- 4.01%
- YTD
- 9.34%
- 1Y
- 22.18%
- 3Y*
- 18.68%
- 5Y*
- 4.83%
- 10Y*
- 6.29%
IDUP.L
- 1D
- 2.12%
- 1M
- 2.15%
- 6M
- 14.81%
- YTD
- 18.50%
- 1Y
- 20.99%
- 3Y*
- 10.24%
- 5Y*
- 3.67%
- 10Y*
- 4.33%
IEDY.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEDY.L iShares EM Dividend UCITS ETF USD (Dist) | 9.34% | 27.60% | 7.02% | 19.23% | -30.77% | 11.02% | -2.56% | 13.94% | -5.15% | 25.92% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 18.50% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | 21.39% | -4.82% | 4.35% |
Correlation
The correlation between IEDY.L and IDUP.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2011 | 0.38 |
The correlation between IEDY.L and IDUP.L shifts across timeframes, from 0.28 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IEDY.L vs. IDUP.L — Risk / Return Rank
IEDY.L
IDUP.L
IEDY.L vs. IDUP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.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.
| IEDY.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.82 | -0.37 |
| Martin ratioReturn relative to average drawdown | 7.21 | 7.75 | -0.54 |
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Drawdowns
IEDY.L vs. IDUP.L - Drawdown Comparison
The maximum IEDY.L drawdown since its inception was -48.42%, smaller than the maximum IDUP.L drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for IEDY.L and IDUP.L.
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Drawdown Indicators
| IEDY.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.42% | -75.24% | +26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -7.41% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -20.33% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -41.24% | -33.70% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.24% | -45.62% | +4.38% |
Current DrawdownCurrent decline from peak | -5.19% | 0.00% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -15.43% | -15.31% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.70% | +0.37% |
Volatility
IEDY.L vs. IDUP.L - Volatility Comparison
The current volatility for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) is 4.04%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 4.42%. This indicates that IEDY.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
| IEDY.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.42% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 9.96% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 13.12% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 18.40% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 20.36% | -2.00% |
IEDY.L vs. IDUP.L - Expense Ratio Comparison
IEDY.L has a 0.65% expense ratio, which is higher than IDUP.L's 0.40% expense ratio.
Dividends
IEDY.L vs. IDUP.L - Dividend Comparison
IEDY.L's dividend yield for the trailing twelve months is around 5.09%, more than IDUP.L's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.84% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
IEDY.L iShares EM Dividend UCITS ETF USD (Dist) | 5.09% | 5.72% | 7.94% | 7.91% | 9.38% | 6.57% | 4.79% | 5.59% | 5.69% | 3.96% | 4.59% | 6.51% |
Frequently Asked Questions
IEDY.L and IDUP.L have a correlation of 0.28, 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 0.65% for IEDY.L.
IEDY.L is categorized as Dividend, while IDUP.L is REIT. IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Their fees differ too: 0.65% for IEDY.L and 0.40% for IDUP.L.
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