PortfoliosLab logoPortfoliosLab logo
IPRP.L vs. PCTN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRP.L vs. PCTN.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 Picton Property Income Ltd (PCTN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IPRP.L achieves a -0.45% return, which is significantly lower than PCTN.L's -0.21% return. Over the past 10 years, IPRP.L has underperformed PCTN.L with an annualized return of 1.98%, while PCTN.L has yielded a comparatively higher 4.32% annualized return.


IPRP.L

1D
0.61%
1M
-1.16%
YTD
-0.45%
6M
0.27%
1Y
1.71%
3Y*
11.51%
5Y*
-3.55%
10Y*
1.98%

PCTN.L

1D
0.84%
1M
-2.52%
YTD
-0.21%
6M
-2.58%
1Y
-2.23%
3Y*
2.32%
5Y*
0.54%
10Y*
4.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IPRP.L
iShares European Property Yield UCITS ETF
-0.45%14.18%-4.49%16.04%-33.34%2.23%-3.56%18.93%-4.97%19.62%
PCTN.L
Picton Property Income Ltd
-0.21%21.96%-2.46%-9.07%-18.70%40.89%-19.54%18.35%5.90%15.15%

Correlation

The correlation between IPRP.L and PCTN.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.54

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

0.49

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2005

0.29

Over the past year, IPRP.L and PCTN.L have become more correlated (0.51) than their long-term average of 0.29, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

IPRP.L vs. PCTN.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: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
Martin Ratio Rank

PCTN.L
PCTN.L Risk / Return Rank: 3434
Overall Rank
PCTN.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PCTN.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PCTN.L Omega Ratio Rank: 3030
Omega Ratio Rank
PCTN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PCTN.L Martin Ratio Rank: 3737
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. PCTN.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 Picton Property Income Ltd (PCTN.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.LPCTN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.04

Calmar ratioReturn relative to maximum drawdown

0.11

-0.11

+0.22

Martin ratioReturn relative to average drawdown

0.29

-0.27

+0.56

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

The current IPRP.L Sharpe Ratio is 0.11, which is higher than the PCTN.L Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of IPRP.L and PCTN.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.


Loading charts...

Sharpe Ratios by Period


IPRP.LPCTN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

-0.12

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.02

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.15

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.13

+0.09

Drawdowns

IPRP.L vs. PCTN.L - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -59.70%, smaller than the maximum PCTN.L drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for IPRP.L and PCTN.L.


Loading charts...

Drawdown Indicators


IPRP.LPCTN.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-87.15%

+27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-19.43%

+3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-21.24%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-48.44%

-37.52%

-10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-48.44%

-49.51%

+1.07%

Current Drawdown

Current decline from peak

-22.85%

-17.95%

-4.90%

Average Drawdown

Average peak-to-trough decline

-14.69%

-22.09%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

8.09%

-2.16%

Volatility

IPRP.L vs. PCTN.L - Volatility Comparison

The current volatility for iShares European Property Yield UCITS ETF (IPRP.L) is 4.48%, while Picton Property Income Ltd (PCTN.L) has a volatility of 5.31%. This indicates that IPRP.L experiences smaller price fluctuations and is considered to be less risky than PCTN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IPRP.LPCTN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.31%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

15.04%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

18.65%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

24.34%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

29.24%

-9.92%

Dividends

IPRP.L vs. PCTN.L - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 3.34%, less than PCTN.L's 5.26% yield.


PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF
3.34%3.32%3.30%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%
PCTN.L
Picton Property Income Ltd
5.26%5.09%5.70%5.06%4.38%3.24%3.76%3.61%4.11%4.06%4.36%4.56%

Frequently Asked Questions


IPRP.L and PCTN.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IPRP.L and PCTN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer