IPF.L vs. IUKD.L
IPF.L (International Personal Finance plc) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, IPF.L returned 6.64%/yr vs 7.03%/yr for IUKD.L. At a 0.37 correlation, their price movements are largely independent.
Performance
IPF.L vs. IUKD.L - Performance Comparison
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Returns By Period
In the year-to-date period, IPF.L achieves a 9.87% return, which is significantly higher than IUKD.L's 7.22% return. Over the past 10 years, IPF.L has underperformed IUKD.L with an annualized return of 6.64%, while IUKD.L has yielded a comparatively higher 7.03% annualized return.
IPF.L
- 1D
- 0.00%
- 1M
- 0.20%
- YTD
- 9.87%
- 6M
- 26.03%
- 1Y
- 61.25%
- 3Y*
- 40.35%
- 5Y*
- 22.98%
- 10Y*
- 6.64%
IUKD.L
- 1D
- 0.49%
- 1M
- 0.08%
- YTD
- 7.22%
- 6M
- 10.48%
- 1Y
- 24.39%
- 3Y*
- 18.89%
- 5Y*
- 11.88%
- 10Y*
- 7.03%
IPF.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPF.L International Personal Finance plc | 9.87% | 95.18% | 19.42% | 78.14% | -38.34% | 60.72% | -40.04% | -14.69% | 9.90% | 22.92% |
IUKD.L iShares UK Dividend UCITS ETF | 7.22% | 32.12% | 12.27% | 5.81% | -1.44% | 23.43% | -17.92% | 18.86% | -14.11% | 6.92% |
Correlation
The correlation between IPF.L and IUKD.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.37 |
Over the past year, the correlation between IPF.L and IUKD.L has dropped to 0.10 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
IPF.L vs. IUKD.L — Risk / Return Rank
IPF.L
IUKD.L
IPF.L vs. IUKD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Personal Finance plc (IPF.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.
| IPF.L | IUKD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.41 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 7.36 | 2.48 | +4.88 |
| Martin ratioReturn relative to average drawdown | 21.06 | 8.97 | +12.09 |
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
| IPF.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.19 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.41 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.28 | -0.18 |
Drawdowns
IPF.L vs. IUKD.L - Drawdown Comparison
The maximum IPF.L drawdown since its inception was -92.28%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for IPF.L and IUKD.L.
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Drawdown Indicators
| IPF.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.28% | -61.95% | -30.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -9.92% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -10.52% | -13.78% |
Max Drawdown (5Y)Largest decline over 5 years | -54.90% | -19.93% | -34.97% |
Max Drawdown (10Y)Largest decline over 10 years | -85.82% | -44.34% | -41.48% |
Current DrawdownCurrent decline from peak | -12.62% | -3.39% | -9.23% |
Average DrawdownAverage peak-to-trough decline | -46.99% | -14.97% | -32.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.74% | +0.15% |
Volatility
IPF.L vs. IUKD.L - Volatility Comparison
The current volatility for International Personal Finance plc (IPF.L) is 0.68%, while iShares UK Dividend UCITS ETF (IUKD.L) has a volatility of 3.72%. This indicates that IPF.L experiences smaller price fluctuations and is considered to be less risky than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPF.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 3.72% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 9.33% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.57% | 11.21% | +16.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.10% | 13.84% | +27.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.31% | 17.22% | +36.09% |
Dividends
IPF.L vs. IUKD.L - Dividend Comparison
IPF.L's dividend yield for the trailing twelve months is around 5.16%, more than IUKD.L's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPF.L International Personal Finance plc | 5.16% | 5.04% | 8.15% | 8.07% | 11.63% | 1.71% | 9.57% | 7.70% | 6.03% | 6.28% | 7.20% | 4.29% |
IUKD.L iShares UK Dividend UCITS ETF | 4.53% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Frequently Asked Questions
IPF.L and IUKD.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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