IPRP.L vs. SWDA.L
Compare and contrast key facts about iShares European Property Yield UCITS ETF (IPRP.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
IPRP.L and SWDA.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. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both IPRP.L and SWDA.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 SWDA.L.
Key characteristics
| IPRP.L | SWDA.L | |
|---|---|---|
| YTD Return | -2.54% | 9.93% |
| 1Y Return | 24.26% | 24.08% |
| 3Y Return (Ann) | -7.81% | 10.72% |
| 5Y Return (Ann) | -3.96% | 12.95% |
| 10Y Return (Ann) | 3.72% | 12.56% |
| Sharpe Ratio | 1.04 | 2.28 |
| Daily Std Dev | 22.45% | 10.15% |
| Max Drawdown | -49.57% | -25.58% |
| Current Drawdown | -30.74% | 0.00% |
Correlation
The correlation between IPRP.L and SWDA.L is 0.56, 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. SWDA.L - Performance Comparison
In the year-to-date period, IPRP.L achieves a -2.54% return, which is significantly lower than SWDA.L's 9.93% return. Over the past 10 years, IPRP.L has underperformed SWDA.L with an annualized return of 3.72%, while SWDA.L has yielded a comparatively higher 12.56% annualized 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. SWDA.L - Expense Ratio Comparison
IPRP.L has a 0.40% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.
Risk-Adjusted Performance
IPRP.L vs. SWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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. SWDA.L - Dividend Comparison
IPRP.L's dividend yield for the trailing twelve months is around 0.03%, while SWDA.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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (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. SWDA.L - Drawdown Comparison
The maximum IPRP.L drawdown since its inception was -49.57%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for IPRP.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
IPRP.L vs. SWDA.L - Volatility Comparison
iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 5.93% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.61%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.