PortfoliosLab logoPortfoliosLab logo
IPRE.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRE.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IPRE.DE achieves a 3.98% return, which is significantly lower than EUNL.DE's 12.51% return.


IPRE.DE

1D
0.20%
1M
4.20%
6M
4.86%
YTD
3.98%
1Y
1.43%
3Y*
11.38%
5Y*
-3.70%
10Y*

EUNL.DE

1D
0.37%
1M
1.51%
6M
12.63%
YTD
12.51%
1Y
24.23%
3Y*
17.52%
5Y*
12.27%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRE.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IPRE.DE
iShares European Property Yield UCITS ETF EUR (Acc)
3.98%8.66%-0.90%18.13%-37.40%8.12%-8.88%26.14%-4.74%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
12.51%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.34%

Correlation

The correlation between IPRE.DE and EUNL.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.44

The correlation between IPRE.DE and EUNL.DE shifts across timeframes, from 0.30 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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

IPRE.DE vs. EUNL.DE — Risk / Return Rank

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

IPRE.DE
IPRE.DE Risk / Return Rank: 1010
Overall Rank
IPRE.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IPRE.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IPRE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IPRE.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRE.DE Martin Ratio Rank: 1010
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 8383
Overall Rank
EUNL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8888
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.

IPRE.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.


IPRE.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.03

1.39

-0.36

Calmar ratioReturn relative to maximum drawdown

0.09

3.88

-3.78

Martin ratioReturn relative to average drawdown

0.23

15.65

-15.42

IPRE.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current IPRE.DE Sharpe Ratio is 0.09, which is lower than the EUNL.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IPRE.DE and EUNL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IPRE.DE vs. EUNL.DE - Drawdown Comparison

The maximum IPRE.DE drawdown since its inception was -50.15%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IPRE.DE and EUNL.DE.


Loading charts...

Drawdown Indicators


IPRE.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.15%

-33.63%

-16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

-6.22%

-8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

-21.73%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-49.30%

-21.73%

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-24.16%

-0.10%

-24.06%

Average Drawdown

Average peak-to-trough decline

-23.68%

-4.21%

-19.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

1.54%

+4.69%

Volatility

IPRE.DE vs. EUNL.DE - Volatility Comparison

iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has a higher volatility of 3.88% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.21%. This indicates that IPRE.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IPRE.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.21%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

7.97%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

11.33%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

14.19%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

15.11%

+6.10%

IPRE.DE vs. EUNL.DE - Expense Ratio Comparison

IPRE.DE has a 0.40% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Dividends

IPRE.DE vs. EUNL.DE - Dividend Comparison

Neither IPRE.DE nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IPRE.DE and EUNL.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IPRE.DE.

IPRE.DE is categorized as REIT, while EUNL.DE is Global Equities. IPRE.DE tracks FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.40% for IPRE.DE and 0.20% for EUNL.DE.

Portfolio Optimizer

Find the right allocation for IPRE.DE and EUNL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer