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IPRP.L vs. SPY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRP.L vs. SPY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares European Property Yield UCITS ETF (IPRP.L) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IPRP.L is traded in GBp, while SPY2.DE is traded in EUR. To make them comparable, the SPY2.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IPRP.L achieves a -0.45% return, which is significantly lower than SPY2.DE's 7.53% 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%

SPY2.DE

1D
0.23%
1M
-0.39%
YTD
7.53%
6M
6.09%
1Y
13.19%
3Y*
6.08%
5Y*
2.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRP.L vs. SPY2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IPRP.L
iShares European Property Yield UCITS ETF
-0.45%14.18%-4.49%16.04%-33.34%2.23%-3.56%1.44%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
7.53%2.65%0.51%5.51%-16.65%31.63%-14.19%-2.54%

Correlation

The correlation between IPRP.L and SPY2.DE is 0.55, 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

0.55

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

0.57

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2019

0.60

The correlation between IPRP.L and SPY2.DE has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

IPRP.L vs. SPY2.DE — 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

SPY2.DE
SPY2.DE Risk / Return Rank: 2727
Overall Rank
SPY2.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 3030
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. SPY2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IPRP.L) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE). 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.LSPY2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.03

1.21

-0.17

Calmar ratioReturn relative to maximum drawdown

0.11

1.72

-1.61

Martin ratioReturn relative to average drawdown

0.29

5.74

-5.45

IPRP.L vs. SPY2.DE - Sharpe Ratio Comparison

The current IPRP.L Sharpe Ratio is 0.11, which is lower than the SPY2.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IPRP.L and SPY2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IPRP.LSPY2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.17

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.16

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.06

+0.17

Drawdowns

IPRP.L vs. SPY2.DE - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -59.70%, which is greater than SPY2.DE's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for IPRP.L and SPY2.DE.


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Drawdown Indicators


IPRP.LSPY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-36.01%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-7.65%

-8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-18.20%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-48.44%

-27.55%

-20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-48.44%

Current Drawdown

Current decline from peak

-22.85%

-4.25%

-18.60%

Average Drawdown

Average peak-to-trough decline

-14.69%

-13.01%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

2.29%

+3.64%

Volatility

IPRP.L vs. SPY2.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 4.48% compared to SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) at 3.00%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than SPY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPRP.LSPY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

3.00%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

8.78%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

11.25%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

14.74%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

18.70%

+0.62%

IPRP.L vs. SPY2.DE - Expense Ratio Comparison

Both IPRP.L and SPY2.DE have an expense ratio of 0.40%.


Dividends

IPRP.L vs. SPY2.DE - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 3.34%, while SPY2.DE has not paid dividends to shareholders.


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%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IPRP.L and SPY2.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IPRP.L and SPY2.DE have the same expense ratio: 0.40% per year.

IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while SPY2.DE tracks Dow Jones Global Select Real Estate Securities. They also come from different issuers: iShares and State Street.

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