IPRP.L vs. MTXX.L
Compare and contrast key facts about iShares European Property Yield UCITS ETF (IPRP.L) and Lyxor Euro Government Bond (DR) UCITS ETF - Acc (MTXX.L).
IPRP.L and MTXX.L 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. MTXX.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Nov 23, 2017. Both IPRP.L and MTXX.L 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 MTXX.L.
Key characteristics
| IPRP.L | MTXX.L | |
|---|---|---|
| YTD Return | -2.54% | -71.78% |
| 1Y Return | 24.26% | -70.48% |
| 3Y Return (Ann) | -7.81% | -37.17% |
| 5Y Return (Ann) | -3.96% | -23.79% |
| Sharpe Ratio | 1.04 | -0.99 |
| Daily Std Dev | 22.45% | 71.21% |
| Max Drawdown | -49.57% | -77.88% |
| Current Drawdown | -30.74% | -77.56% |
Correlation
The correlation between IPRP.L and MTXX.L is 0.40, 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. MTXX.L - Performance Comparison
In the year-to-date period, IPRP.L achieves a -2.54% return, which is significantly higher than MTXX.L's -71.78% 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. MTXX.L - Expense Ratio Comparison
IPRP.L has a 0.40% expense ratio, which is higher than MTXX.L's 0.14% expense ratio.
Risk-Adjusted Performance
IPRP.L vs. MTXX.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 Euro Government Bond (DR) UCITS ETF - Acc (MTXX.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.
Dividends
IPRP.L vs. MTXX.L - Dividend Comparison
IPRP.L's dividend yield for the trailing twelve months is around 0.03%, while MTXX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MTXX.L Lyxor Euro Government Bond (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. MTXX.L - Drawdown Comparison
The maximum IPRP.L drawdown since its inception was -49.57%, smaller than the maximum MTXX.L drawdown of -77.88%. Use the drawdown chart below to compare losses from any high point for IPRP.L and MTXX.L. For additional features, visit the drawdowns tool.
Volatility
IPRP.L vs. MTXX.L - Volatility Comparison
The current volatility for iShares European Property Yield UCITS ETF (IPRP.L) is 5.93%, while Lyxor Euro Government Bond (DR) UCITS ETF - Acc (MTXX.L) has a volatility of 124.22%. This indicates that IPRP.L experiences smaller price fluctuations and is considered to be less risky than MTXX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.