IEUS vs. IPRP.L
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and iShares European Property Yield UCITS ETF (IPRP.L).
IEUS and IPRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. IPRP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Developed Europe TR EUR. It was launched on Nov 4, 2005. Both IEUS and IPRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEUS or IPRP.L.
Performance
IEUS vs. IPRP.L - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.70% return, which is significantly higher than IPRP.L's -3.83% return. Over the past 10 years, IEUS has outperformed IPRP.L with an annualized return of 5.44%, while IPRP.L has yielded a comparatively lower 3.36% annualized return.
IEUS
-0.70%
-7.37%
-6.71%
8.51%
3.53%
5.44%
IPRP.L
-3.83%
-7.56%
-3.11%
7.87%
-5.79%
3.36%
Key characteristics
| IEUS | IPRP.L | |
|---|---|---|
| Sharpe Ratio | 0.64 | 0.40 |
| Sortino Ratio | 0.98 | 0.70 |
| Omega Ratio | 1.12 | 1.08 |
| Calmar Ratio | 0.39 | 0.19 |
| Martin Ratio | 3.02 | 1.14 |
| Ulcer Index | 3.49% | 6.36% |
| Daily Std Dev | 16.39% | 18.18% |
| Max Drawdown | -62.12% | -59.70% |
| Current Drawdown | -19.94% | -31.66% |
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IEUS vs. IPRP.L - Expense Ratio Comparison
Both IEUS and IPRP.L have an expense ratio of 0.40%.
Correlation
The correlation between IEUS and IPRP.L is 0.59, 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.
Risk-Adjusted Performance
IEUS vs. IPRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) and iShares European Property Yield UCITS ETF (IPRP.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.
Dividends
IEUS vs. IPRP.L - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, less than IPRP.L's 3.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
IPRP.L iShares European Property Yield UCITS ETF | 3.44% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% | 3.78% | 3.62% |
Drawdowns
IEUS vs. IPRP.L - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, roughly equal to the maximum IPRP.L drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for IEUS and IPRP.L. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. IPRP.L - Volatility Comparison
The current volatility for iShares MSCI Europe Small-Cap ETF (IEUS) is 5.03%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 5.68%. This indicates that IEUS experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.