IMAE.AS vs. IWDP.AS
IMAE.AS (iShares Core MSCI Europe UCITS ETF EUR (Acc)) and IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) are both exchange-traded funds - IMAE.AS is a Europe Equities fund tracking the MSCI Europe NR EUR, while IWDP.AS is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IMAE.AS returned 9.57%/yr vs 2.60%/yr for IWDP.AS. A 0.58 correlation means they provide meaningful diversification when combined. IMAE.AS charges 0.20%/yr vs 0.59%/yr for IWDP.AS.
Performance
IMAE.AS vs. IWDP.AS - Performance Comparison
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Returns By Period
In the year-to-date period, IMAE.AS achieves a 11.04% return, which is significantly lower than IWDP.AS's 12.81% return. Over the past 10 years, IMAE.AS has outperformed IWDP.AS with an annualized return of 9.57%, while IWDP.AS has yielded a comparatively lower 2.60% annualized return.
IMAE.AS
- 1D
- 0.00%
- 1M
- 1.29%
- 6M
- 6.88%
- YTD
- 11.04%
- 1Y
- 22.14%
- 3Y*
- 15.04%
- 5Y*
- 10.53%
- 10Y*
- 9.57%
IWDP.AS
- 1D
- 0.00%
- 1M
- 1.90%
- 6M
- 8.12%
- YTD
- 12.81%
- 1Y
- 16.09%
- 3Y*
- 7.47%
- 5Y*
- 1.36%
- 10Y*
- 2.60%
IMAE.AS vs. IWDP.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 11.04% | 19.74% | 8.89% | 15.99% | -9.31% | 25.66% | -3.06% | 25.45% | -9.65% | 10.15% |
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist) | 12.81% | -3.33% | 6.79% | 5.38% | -19.61% | 36.11% | -17.19% | 23.60% | -1.01% | -2.62% |
Correlation
The correlation between IMAE.AS and IWDP.AS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2009 | 0.58 |
The correlation between IMAE.AS and IWDP.AS shifts across timeframes, from 0.41 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IMAE.AS vs. IWDP.AS — Risk / Return Rank
IMAE.AS
IWDP.AS
IMAE.AS vs. IWDP.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). 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.
| IMAE.AS | IWDP.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.12 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.79 | 6.69 | +2.11 |
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Drawdowns
IMAE.AS vs. IWDP.AS - Drawdown Comparison
The maximum IMAE.AS drawdown since its inception was -35.60%, smaller than the maximum IWDP.AS drawdown of -74.82%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and IWDP.AS.
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Drawdown Indicators
| IMAE.AS | IWDP.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.60% | -74.82% | +39.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -7.55% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -19.92% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -29.88% | +10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -41.55% | +5.95% |
Current DrawdownCurrent decline from peak | -1.52% | -2.82% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -21.14% | +15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.40% | +0.10% |
Volatility
IMAE.AS vs. IWDP.AS - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) have volatilities of 3.14% and 3.26%, 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
| IMAE.AS | IWDP.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.26% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 8.63% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 11.10% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 14.51% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 15.99% | -0.83% |
IMAE.AS vs. IWDP.AS - Expense Ratio Comparison
IMAE.AS has a 0.20% expense ratio, which is lower than IWDP.AS's 0.59% expense ratio.
Dividends
IMAE.AS vs. IWDP.AS - Dividend Comparison
IMAE.AS has not paid dividends to shareholders, while IWDP.AS's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist) | 2.88% | 3.20% | 3.10% | 3.15% | 3.70% | 2.11% | 3.18% | 2.91% | 3.87% | 3.11% | 3.06% | 2.96% |
Frequently Asked Questions
IMAE.AS and IWDP.AS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IMAE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMAE.AS is cheaper with a 0.20% expense ratio, compared with 0.59% for IWDP.AS.
IMAE.AS is categorized as Europe Equities, while IWDP.AS is REIT. IMAE.AS tracks MSCI Europe NR EUR, while IWDP.AS tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.20% for IMAE.AS and 0.59% for IWDP.AS.
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