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

Key characteristics


IPRP.LMEUD.L
YTD Return-2.54%8.21%
1Y Return24.26%13.70%
3Y Return (Ann)-7.81%8.12%
5Y Return (Ann)-3.96%9.37%
10Y Return (Ann)3.72%7.78%
Sharpe Ratio1.041.18
Daily Std Dev22.45%11.16%
Max Drawdown-49.57%-28.57%
Current Drawdown-30.74%0.00%

Correlation

-0.50.00.51.00.7

The correlation between IPRP.L and MEUD.L is 0.68, 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. MEUD.L - Performance Comparison

In the year-to-date period, IPRP.L achieves a -2.54% return, which is significantly lower than MEUD.L's 8.21% return. Over the past 10 years, IPRP.L has underperformed MEUD.L with an annualized return of 3.72%, while MEUD.L has yielded a comparatively higher 7.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
27.52%
78.64%
IPRP.L
MEUD.L

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

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc

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

IPRP.L has a 0.40% expense ratio, which is higher than MEUD.L's 0.15% 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 MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IPRP.L vs. MEUD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IPRP.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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.


IPRP.L
Sharpe ratio
The chart of Sharpe ratio for IPRP.L, currently valued at 0.93, compared to the broader market0.002.004.000.93
Sortino ratio
The chart of Sortino ratio for IPRP.L, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.59
Omega ratio
The chart of Omega ratio for IPRP.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for IPRP.L, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.44
Martin ratio
The chart of Martin ratio for IPRP.L, currently valued at 3.03, compared to the broader market0.0020.0040.0060.0080.003.03
MEUD.L
Sharpe ratio
The chart of Sharpe ratio for MEUD.L, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for MEUD.L, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.51
Omega ratio
The chart of Omega ratio for MEUD.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for MEUD.L, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.89
Martin ratio
The chart of Martin ratio for MEUD.L, currently valued at 2.97, compared to the broader market0.0020.0040.0060.0080.002.97

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

The current IPRP.L Sharpe Ratio is 1.04, which roughly equals the MEUD.L Sharpe Ratio of 1.18. The chart below compares the 12-month rolling Sharpe Ratio of IPRP.L and MEUD.L.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.93
0.97
IPRP.L
MEUD.L

Dividends

IPRP.L vs. MEUD.L - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 0.03%, while MEUD.L has not paid dividends to shareholders.


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%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IPRP.L vs. MEUD.L - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -49.57%, which is greater than MEUD.L's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for IPRP.L and MEUD.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-37.33%
0
IPRP.L
MEUD.L

Volatility

IPRP.L vs. MEUD.L - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 5.93% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 4.11%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.93%
4.11%
IPRP.L
MEUD.L