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IPRP.L vs. AIGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRP.L vs. AIGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares European Property Yield UCITS ETF (IPRP.L) and WisdomTree Agriculture (AIGA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IPRP.L is traded in GBp, while AIGA.L is traded in USD. To make them comparable, the AIGA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IPRP.L achieves a 0.96% return, which is significantly lower than AIGA.L's 2.49% return. Over the past 10 years, IPRP.L has outperformed AIGA.L with an annualized return of 2.04%, while AIGA.L has yielded a comparatively lower 0.71% annualized return.


IPRP.L

1D
0.49%
1M
0.96%
YTD
0.96%
6M
3.53%
1Y
2.82%
3Y*
11.73%
5Y*
-4.14%
10Y*
2.04%

AIGA.L

1D
-0.23%
1M
-6.59%
YTD
2.49%
6M
0.73%
1Y
-0.32%
3Y*
-6.58%
5Y*
2.42%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRP.L vs. AIGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPRP.L
iShares European Property Yield UCITS ETF
0.96%13.63%-4.96%15.42%-33.74%1.88%-3.84%18.45%-5.36%19.14%
AIGA.L
WisdomTree Agriculture
2.49%-8.98%-5.19%-9.05%27.45%26.81%10.90%-3.80%-12.69%-8.65%

Correlation

The correlation between IPRP.L and AIGA.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

-0.03

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.11

The correlation between IPRP.L and AIGA.L shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IPRP.L vs. AIGA.L — Risk / Return Rank

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

IPRP.L
IPRP.L Risk / Return Rank: 1111
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1111
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1111
Martin Ratio Rank

AIGA.L
AIGA.L Risk / Return Rank: 88
Overall Rank
AIGA.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 77
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 77
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 88
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.

IPRP.L vs. AIGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IPRP.L) and WisdomTree Agriculture (AIGA.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.

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.


IPRP.LAIGA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.17

-0.03

+0.20

Martin ratioReturn relative to average drawdown

0.44

-0.06

+0.50

IPRP.L vs. AIGA.L - Sharpe Ratio Comparison

The current IPRP.L Sharpe Ratio is 0.18, which is higher than the AIGA.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IPRP.L and AIGA.L, 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

IPRP.L vs. AIGA.L - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -64.48%, which is greater than AIGA.L's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for IPRP.L and AIGA.L.


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Drawdown Indicators


IPRP.LAIGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.48%

-58.45%

-6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-11.17%

-4.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-25.09%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-32.24%

-16.53%

Max Drawdown (10Y)

Largest decline over 10 years

-48.77%

-45.69%

-3.08%

Current Drawdown

Current decline from peak

-23.46%

-30.52%

+7.06%

Average Drawdown

Average peak-to-trough decline

-16.68%

-30.69%

+14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

5.53%

+0.79%

Volatility

IPRP.L vs. AIGA.L - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) and WisdomTree Agriculture (AIGA.L) have volatilities of 4.18% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPRP.LAIGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.99%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

10.78%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

14.51%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

17.92%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

29.36%

-10.01%

IPRP.L vs. AIGA.L - Expense Ratio Comparison

IPRP.L has a 0.40% expense ratio, which is lower than AIGA.L's 0.49% expense ratio.


Dividends

IPRP.L vs. AIGA.L - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 0.50%, while AIGA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AIGA.L
WisdomTree Agriculture
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPRP.L
iShares European Property Yield UCITS ETF
0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%

Frequently Asked Questions


IPRP.L and AIGA.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IPRP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IPRP.L is cheaper with a 0.40% expense ratio, compared with 0.49% for AIGA.L.

IPRP.L is categorized as REIT, while AIGA.L is Agricultural Commodities. IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while AIGA.L tracks Bloomberg Agriculture. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IPRP.L and 0.49% for AIGA.L.

Portfolio Optimizer

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