PortfoliosLab logoPortfoliosLab logo
INPP.L vs. IUKD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INPP.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in International Public Partnership (INPP.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

INPP.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INPP.L
International Public Partnership
3.80%10.96%-5.78%-3.94%-6.64%4.40%6.89%13.85%2.42%6.16%
IUKD.L
iShares UK Dividend UCITS ETF
4.87%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Returns By Period

In the year-to-date period, INPP.L achieves a 3.80% return, which is significantly lower than IUKD.L's 4.87% return. Over the past 10 years, INPP.L has underperformed IUKD.L with an annualized return of 4.29%, while IUKD.L has yielded a comparatively higher 6.95% annualized return.


INPP.L

1D
-0.78%
1M
-2.14%
YTD
3.80%
6M
5.95%
1Y
24.19%
3Y*
2.63%
5Y*
0.55%
10Y*
4.29%

IUKD.L

1D
0.61%
1M
-1.41%
YTD
4.87%
6M
15.26%
1Y
30.57%
3Y*
17.39%
5Y*
12.75%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INPP.L vs. IUKD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INPP.L
INPP.L Risk / Return Rank: 8383
Overall Rank
INPP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
INPP.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
INPP.L Omega Ratio Rank: 7676
Omega Ratio Rank
INPP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
INPP.L Martin Ratio Rank: 8888
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9494
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 9191
Martin Ratio Rank
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.

INPP.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Public Partnership (INPP.L) and iShares UK Dividend UCITS ETF (IUKD.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.


INPP.LIUKD.LDifference

Sharpe ratio

Return per unit of total volatility

1.57

2.24

-0.67

Sortino ratio

Return per unit of downside risk

2.35

2.79

-0.44

Omega ratio

Gain probability vs. loss probability

1.27

1.46

-0.19

Calmar ratio

Return relative to maximum drawdown

3.38

3.17

+0.21

Martin ratio

Return relative to average drawdown

10.41

13.46

-3.05

INPP.L vs. IUKD.L - Sharpe Ratio Comparison

The current INPP.L Sharpe Ratio is 1.57, which is comparable to the IUKD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of INPP.L and IUKD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


INPP.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.24

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.92

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.40

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.28

+0.13

Correlation

The correlation between INPP.L and IUKD.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

INPP.L vs. IUKD.L - Dividend Comparison

INPP.L's dividend yield for the trailing twelve months is around 8.31%, more than IUKD.L's 4.63% yield.


TTM20252024202320222021202020192018201720162015
INPP.L
International Public Partnership
8.31%6.77%6.81%5.77%5.04%4.39%4.27%4.25%4.51%4.30%4.25%4.58%
IUKD.L
iShares UK Dividend UCITS ETF
4.63%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Drawdowns

INPP.L vs. IUKD.L - Drawdown Comparison

The maximum INPP.L drawdown since its inception was -32.28%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for INPP.L and IUKD.L.


Loading graphics...

Drawdown Indicators


INPP.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-61.95%

+29.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.61%

-9.92%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-19.93%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-27.01%

-44.34%

+17.33%

Current Drawdown

Current decline from peak

-5.48%

-5.50%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.42%

-15.06%

+9.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.34%

+0.13%

Volatility

INPP.L vs. IUKD.L - Volatility Comparison

International Public Partnership (INPP.L) has a higher volatility of 6.12% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 5.27%. This indicates that INPP.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


INPP.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

5.27%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

8.72%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

13.57%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

13.87%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

17.22%

-0.33%