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IPRP.L vs. IJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IPRP.LIJS
YTD Return-2.97%-2.12%
1Y Return22.83%15.62%
3Y Return (Ann)-7.35%0.47%
5Y Return (Ann)-4.04%7.39%
10Y Return (Ann)3.60%7.75%
Sharpe Ratio1.100.70
Daily Std Dev22.44%21.11%
Max Drawdown-49.57%-60.11%
Current Drawdown-31.05%-5.66%

Correlation

-0.50.00.51.00.3

The correlation between IPRP.L and IJS is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IPRP.L vs. IJS - Performance Comparison

In the year-to-date period, IPRP.L achieves a -2.97% return, which is significantly lower than IJS's -2.12% return. Over the past 10 years, IPRP.L has underperformed IJS with an annualized return of 3.60%, while IJS has yielded a comparatively higher 7.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
116.91%
319.64%
IPRP.L
IJS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares European Property Yield UCITS ETF

iShares S&P SmallCap 600 Value ETF

IPRP.L vs. IJS - Expense Ratio Comparison

IPRP.L has a 0.40% expense ratio, which is higher than IJS's 0.25% expense ratio.


IPRP.L
iShares European Property Yield UCITS ETF
Expense ratio chart for IPRP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IPRP.L vs. IJS - 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 S&P SmallCap 600 Value ETF (IJS). 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.


IPRP.L
Sharpe ratio
The chart of Sharpe ratio for IPRP.L, currently valued at 1.10, compared to the broader market0.002.004.001.10
Sortino ratio
The chart of Sortino ratio for IPRP.L, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.83
Omega ratio
The chart of Omega ratio for IPRP.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for IPRP.L, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.52
Martin ratio
The chart of Martin ratio for IPRP.L, currently valued at 3.55, compared to the broader market0.0020.0040.0060.0080.003.55
IJS
Sharpe ratio
The chart of Sharpe ratio for IJS, currently valued at 0.60, compared to the broader market0.002.004.000.60
Sortino ratio
The chart of Sortino ratio for IJS, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.03
Omega ratio
The chart of Omega ratio for IJS, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for IJS, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.0014.000.53
Martin ratio
The chart of Martin ratio for IJS, currently valued at 1.72, compared to the broader market0.0020.0040.0060.0080.001.72

IPRP.L vs. IJS - Sharpe Ratio Comparison

The current IPRP.L Sharpe Ratio is 1.10, which is higher than the IJS Sharpe Ratio of 0.70. The chart below compares the 12-month rolling Sharpe Ratio of IPRP.L and IJS.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
1.10
0.60
IPRP.L
IJS

Dividends

IPRP.L vs. IJS - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 0.03%, less than IJS's 1.49% yield.


TTM20232022202120202019201820172016201520142013
IPRP.L
iShares European Property Yield UCITS ETF
0.03%0.03%0.05%0.02%0.03%0.03%0.04%0.03%0.03%0.04%0.04%0.04%
IJS
iShares S&P SmallCap 600 Value ETF
1.49%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

Drawdowns

IPRP.L vs. IJS - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -49.57%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for IPRP.L and IJS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-37.44%
-5.66%
IPRP.L
IJS

Volatility

IPRP.L vs. IJS - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 5.39% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 4.75%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.39%
4.75%
IPRP.L
IJS