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IPRE.DE vs. SPY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRE.DE vs. SPY2.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 SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.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 SPY2.DE's 15.55% 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*

SPY2.DE

1D
0.39%
1M
6.74%
6M
16.27%
YTD
15.55%
1Y
19.79%
3Y*
7.93%
5Y*
3.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRE.DE vs. SPY2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IPRE.DE
iShares European Property Yield UCITS ETF EUR (Acc)
3.98%8.66%-0.90%18.13%-37.40%8.12%-8.88%4.65%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
15.55%-2.41%5.13%7.63%-20.97%41.64%-18.77%-11.30%

Correlation

The correlation between IPRE.DE and SPY2.DE is 0.54, 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

0.54

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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2019

0.61

The correlation between IPRE.DE and SPY2.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

IPRE.DE vs. SPY2.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

SPY2.DE
SPY2.DE Risk / Return Rank: 6565
Overall Rank
SPY2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 6565
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. SPY2.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 SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.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.DESPY2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.03

1.31

-0.28

Calmar ratioReturn relative to maximum drawdown

0.09

2.89

-2.79

Martin ratioReturn relative to average drawdown

0.23

9.66

-9.44

IPRE.DE vs. SPY2.DE - Sharpe Ratio Comparison

The current IPRE.DE Sharpe Ratio is 0.09, which is lower than the SPY2.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IPRE.DE and SPY2.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. SPY2.DE - Drawdown Comparison

The maximum IPRE.DE drawdown since its inception was -50.15%, which is greater than SPY2.DE's maximum drawdown of -45.15%. Use the drawdown chart below to compare losses from any high point for IPRE.DE and SPY2.DE.


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Drawdown Indicators


IPRE.DESPY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.15%

-45.15%

-5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

-6.82%

-8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

-20.16%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-49.30%

-30.75%

-18.55%

Current Drawdown

Current decline from peak

-24.16%

-1.58%

-22.58%

Average Drawdown

Average peak-to-trough decline

-23.68%

-16.70%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

2.04%

+4.19%

Volatility

IPRE.DE vs. SPY2.DE - Volatility Comparison

iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has a higher volatility of 3.88% compared to SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) at 3.62%. This indicates that IPRE.DE's price experiences larger fluctuations and is considered to be riskier than SPY2.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.DESPY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.62%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

8.85%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

11.37%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

15.09%

+6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

20.16%

+1.05%

IPRE.DE vs. SPY2.DE - Expense Ratio Comparison

Both IPRE.DE and SPY2.DE have an expense ratio of 0.40%.


Dividends

IPRE.DE vs. SPY2.DE - Dividend Comparison

Neither IPRE.DE nor SPY2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IPRE.DE and SPY2.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IPRE.DE and SPY2.DE have the same expense ratio: 0.40% per year.

IPRE.DE tracks FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while SPY2.DE tracks Dow Jones Global Select Real Estate Securities. They also come from different issuers: iShares and State Street.

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