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IPRE.DE vs. H4ZL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRE.DE vs. H4ZL.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 HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPRE.DE achieves a 3.98% return, which is significantly lower than H4ZL.DE's 14.02% 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*

H4ZL.DE

1D
0.51%
1M
5.66%
6M
14.74%
YTD
14.02%
1Y
17.26%
3Y*
8.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRE.DE vs. H4ZL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IPRE.DE
iShares European Property Yield UCITS ETF EUR (Acc)
3.98%8.66%-0.90%18.13%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
14.02%-1.48%5.75%6.44%

Correlation

The correlation between IPRE.DE and H4ZL.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2023

0.60

The correlation between IPRE.DE and H4ZL.DE has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

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Return for Risk

IPRE.DE vs. H4ZL.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

H4ZL.DE
H4ZL.DE Risk / Return Rank: 5454
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 5151
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 5454
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. H4ZL.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 HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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.DEH4ZL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.03

1.27

-0.24

Calmar ratioReturn relative to maximum drawdown

0.09

2.20

-2.11

Martin ratioReturn relative to average drawdown

0.23

7.68

-7.46

IPRE.DE vs. H4ZL.DE - Sharpe Ratio Comparison

The current IPRE.DE Sharpe Ratio is 0.09, which is lower than the H4ZL.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IPRE.DE and H4ZL.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.


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Drawdowns

IPRE.DE vs. H4ZL.DE - Drawdown Comparison

The maximum IPRE.DE drawdown since its inception was -50.15%, which is greater than H4ZL.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for IPRE.DE and H4ZL.DE.


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Drawdown Indicators


IPRE.DEH4ZL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.15%

-20.11%

-30.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

-7.84%

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

-20.11%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-49.30%

Current Drawdown

Current decline from peak

-24.16%

-0.23%

-23.93%

Average Drawdown

Average peak-to-trough decline

-23.68%

-6.54%

-17.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

2.25%

+3.98%

Volatility

IPRE.DE vs. H4ZL.DE - Volatility Comparison

iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has a higher volatility of 3.88% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) at 3.45%. This indicates that IPRE.DE's price experiences larger fluctuations and is considered to be riskier than H4ZL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPRE.DEH4ZL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.45%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

8.76%

+4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

11.15%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

13.98%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

13.98%

+7.23%

IPRE.DE vs. H4ZL.DE - Expense Ratio Comparison

IPRE.DE has a 0.40% expense ratio, which is higher than H4ZL.DE's 0.24% expense ratio.


Dividends

IPRE.DE vs. H4ZL.DE - Dividend Comparison

IPRE.DE has not paid dividends to shareholders, while H4ZL.DE's dividend yield for the trailing twelve months is around 2.87%.


PositionTTM202520242023
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
2.87%3.31%3.28%3.42%
IPRE.DE
iShares European Property Yield UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


IPRE.DE and H4ZL.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZL.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZL.DE is cheaper with a 0.24% expense ratio, compared with 0.40% for IPRE.DE.

IPRE.DE tracks FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while H4ZL.DE tracks FTSE EPRA/NAREIT Developed. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.40% for IPRE.DE and 0.24% for H4ZL.DE.

Portfolio Optimizer

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