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IPRP.L vs. XGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IPRP.L vs. XGSD.L

Last updated Jun 13, 2026

IPRP.L (iShares European Property Yield UCITS ETF) and XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) are both exchange-traded funds - IPRP.L is a REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR, while XGSD.L is a Global Equity Income fund tracking the STOXX Global Select Dividend 100. Both are passively managed. Over the past 10 years, IPRP.L returned 1.88%/yr vs 10.39%/yr for XGSD.L. A 0.54 correlation means they provide meaningful diversification when combined. IPRP.L charges 0.40%/yr vs 0.50%/yr for XGSD.L.

Performance

IPRP.L vs. XGSD.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 Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPRP.L achieves a 0.47% return, which is significantly lower than XGSD.L's 13.95% return. Over the past 10 years, IPRP.L has underperformed XGSD.L with an annualized return of 1.88%, while XGSD.L has yielded a comparatively higher 10.39% annualized return.

IPRP.L

1D
1.60%
1M
0.26%
YTD
0.47%
6M
2.67%
1Y
1.29%
3Y*
11.51%
5Y*
-4.25%
10Y*
1.88%

XGSD.L

1D
1.33%
1M
2.47%
YTD
13.95%
6M
14.83%
1Y
32.98%
3Y*
19.53%
5Y*
11.28%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IPRP.L
iShares European Property Yield UCITS ETF		0.47%13.63%-4.96%15.42%-33.74%1.88%-3.84%18.45%-5.36%19.14%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		13.95%25.51%9.10%2.82%4.27%14.85%-3.40%16.23%-5.61%7.01%

Correlation

The correlation between IPRP.L and XGSD.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.43

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

0.50

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

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2007

0.54

The correlation between IPRP.L and XGSD.L shifts across timeframes, from 0.43 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

IPRP.L vs. XGSD.L - Sectors Allocation Comparison

Sectors
IPRP.L
XGSD.L

Real Estate

100.0%
7.2%

Basic Materials

-

5.8%

Communication Services

-

3.2%

Consumer Cyclical

-

8.6%

Consumer Defensive

-

6.1%

Energy

-

9.2%

Financial Services

-

40.7%

Healthcare

-

1.9%

Industrials

-

9.0%

Technology

-

1.7%

Utilities

-

6.8%

Real Estate

IPRP.L
100.0%
XGSD.L
7.2%

Basic Materials

IPRP.L

-

XGSD.L
5.8%

Communication Services

IPRP.L

-

XGSD.L
3.2%

Consumer Cyclical

IPRP.L

-

XGSD.L
8.6%

Consumer Defensive

IPRP.L

-

XGSD.L
6.1%

Energy

IPRP.L

-

XGSD.L
9.2%

Financial Services

IPRP.L

-

XGSD.L
40.7%

Healthcare

IPRP.L

-

XGSD.L
1.9%

Industrials

IPRP.L

-

XGSD.L
9.0%

Technology

IPRP.L

-

XGSD.L
1.7%

Utilities

IPRP.L

-

XGSD.L
6.8%

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

Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D

Often compared with IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS
Often compared with XGSD.L:
XGSD.L vs. GBDV.LXGSD.L vs. VTXGSD.L vs. VGWL.DEXGSD.L vs. XCX5.LXGSD.L vs. EXUS.LXGSD.L vs. XMME.LXGSD.L vs. TDIV.AS

Return for Risk

IPRP.L vs. XGSD.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
XGSD.L
XGSD.L Risk / Return Rank: 9696
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9696
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9595
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. XGSD.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 Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IPRP.LXGSD.LDifference
Sharpe ratioReturn per unit of total volatility
0.08
3.81

-3.72

Sortino ratioReturn per unit of downside risk
0.23
5.31

-5.08

Omega ratioGain probability vs. loss probability

1.03

1.71

-0.68

Calmar ratioReturn relative to maximum drawdown

0.08

6.89

-6.81

Martin ratioReturn relative to average drawdown

0.21

25.72

-25.52

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

The current IPRP.L Sharpe Ratio is 0.08, which is lower than the XGSD.L Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of IPRP.L and XGSD.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.

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Drawdowns

IPRP.L vs. XGSD.L - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -64.48%, roughly equal to the maximum XGSD.L drawdown of -63.91%. Use the drawdown chart below to compare losses from any high point for IPRP.L and XGSD.L.

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Drawdown Indicators

IPRP.LXGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.48%

-63.91%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-4.76%

-11.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-11.54%

-4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-15.37%

-33.40%

Max Drawdown (10Y)

Largest decline over 10 years

-48.77%

-31.91%

-16.86%

Current Drawdown

Current decline from peak

-23.83%

0.00%

-23.83%

Average Drawdown

Average peak-to-trough decline

-16.67%

-12.21%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

1.28%

+5.00%

Volatility

IPRP.L vs. XGSD.L - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 4.23% compared to Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) at 2.48%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than XGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IPRP.LXGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

2.48%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

6.53%

+6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

8.62%

+6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

11.41%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

13.99%

+5.36%

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

IPRP.L has a 0.40% expense ratio, which is lower than XGSD.L's 0.50% expense ratio.

Dividends

IPRP.L vs. XGSD.L - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 0.50%, less than XGSD.L's 4.11% yield.

PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF		0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		4.11%4.60%6.38%7.51%8.71%4.76%5.34%4.30%4.68%3.56%2.74%2.11%

Frequently Asked Questions

IPRP.L and XGSD.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IPRP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IPRP.L is cheaper with a 0.40% expense ratio, compared with 0.50% for XGSD.L.

IPRP.L is categorized as REIT, while XGSD.L is Global Equity Income. IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while XGSD.L tracks STOXX Global Select Dividend 100. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IPRP.L and 0.50% for XGSD.L.

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