IPRP.L vs. IEUS
Compare and contrast key facts about iShares European Property Yield UCITS ETF (IPRP.L) and iShares MSCI Europe Small-Cap ETF (IEUS).
IPRP.L and IEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IPRP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Developed Europe TR EUR. It was launched on Nov 4, 2005. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. Both IPRP.L and IEUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IPRP.L or IEUS.
Key characteristics
| IPRP.L | IEUS | |
|---|---|---|
| YTD Return | -2.22% | 2.55% |
| 1Y Return | 15.76% | 18.65% |
| 3Y Return (Ann) | -10.16% | -4.92% |
| 5Y Return (Ann) | -5.20% | 4.32% |
| 10Y Return (Ann) | 3.61% | 5.92% |
| Sharpe Ratio | 0.86 | 1.10 |
| Sortino Ratio | 1.40 | 1.62 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 0.44 | 0.62 |
| Martin Ratio | 2.69 | 5.88 |
| Ulcer Index | 6.18% | 3.18% |
| Daily Std Dev | 19.21% | 16.98% |
| Max Drawdown | -59.70% | -62.12% |
| Current Drawdown | -30.52% | -17.32% |
Correlation
The correlation between IPRP.L and IEUS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IPRP.L vs. IEUS - Performance Comparison
In the year-to-date period, IPRP.L achieves a -2.22% return, which is significantly lower than IEUS's 2.55% return. Over the past 10 years, IPRP.L has underperformed IEUS with an annualized return of 3.61%, while IEUS has yielded a comparatively higher 5.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IPRP.L vs. IEUS - Expense Ratio Comparison
Both IPRP.L and IEUS have an expense ratio of 0.40%.
Risk-Adjusted Performance
IPRP.L vs. IEUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IPRP.L) and iShares MSCI Europe Small-Cap ETF (IEUS). 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.
Dividends
IPRP.L vs. IEUS - Dividend Comparison
IPRP.L's dividend yield for the trailing twelve months is around 3.39%, more than IEUS's 3.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPRP.L iShares European Property Yield UCITS ETF | 3.39% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% | 3.78% | 3.62% |
IEUS iShares MSCI Europe Small-Cap ETF | 3.19% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
Drawdowns
IPRP.L vs. IEUS - Drawdown Comparison
The maximum IPRP.L drawdown since its inception was -59.70%, roughly equal to the maximum IEUS drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for IPRP.L and IEUS. For additional features, visit the drawdowns tool.
Volatility
IPRP.L vs. IEUS - Volatility Comparison
iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 5.31% compared to iShares MSCI Europe Small-Cap ETF (IEUS) at 4.57%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than IEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.