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

Performance

IPRP.L vs. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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 XIEE.DE is traded in EUR. To make them comparable, the XIEE.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 0.47% return, which is significantly lower than XIEE.DE's 8.13% return. Over the past 10 years, IPRP.L has underperformed XIEE.DE with an annualized return of 1.88%, while XIEE.DE has yielded a comparatively higher 10.94% 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%

XIEE.DE

1D
1.82%
1M
4.58%
YTD
8.13%
6M
9.15%
1Y
19.90%
3Y*
14.32%
5Y*
10.17%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRP.L vs. XIEE.DE - 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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
8.13%26.59%3.37%13.41%-4.17%16.14%2.33%21.17%-9.73%14.91%

Correlation

The correlation between IPRP.L and XIEE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.44

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

0.52

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

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.50

The correlation between IPRP.L and XIEE.DE has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.

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Return for Risk

IPRP.L vs. XIEE.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

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
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. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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.

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.LXIEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.03

1.28

-0.25

Calmar ratioReturn relative to maximum drawdown

0.08

1.82

-1.74

Martin ratioReturn relative to average drawdown

0.21

7.04

-6.84

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

The current IPRP.L Sharpe Ratio is 0.08, which is lower than the XIEE.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IPRP.L and XIEE.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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Drawdowns

IPRP.L vs. XIEE.DE - Drawdown Comparison

The maximum IPRP.L drawdown since its inception was -64.48%, which is greater than XIEE.DE's maximum drawdown of -28.00%. Use the drawdown chart below to compare losses from any high point for IPRP.L and XIEE.DE.


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Drawdown Indicators


IPRP.LXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.48%

-28.00%

-36.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-10.87%

-5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-13.81%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-15.92%

-32.85%

Max Drawdown (10Y)

Largest decline over 10 years

-48.77%

-28.00%

-20.77%

Current Drawdown

Current decline from peak

-23.83%

0.00%

-23.83%

Average Drawdown

Average peak-to-trough decline

-16.67%

-5.73%

-10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

2.82%

+3.46%

Volatility

IPRP.L vs. XIEE.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IPRP.L) has a higher volatility of 4.23% compared to Xtrackers MSCI Europe UCITS ETF (XIEE.DE) at 3.82%. This indicates that IPRP.L's price experiences larger fluctuations and is considered to be riskier than XIEE.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.LXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.82%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

11.68%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

13.47%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

14.20%

+7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

17.38%

+1.97%

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

IPRP.L has a 0.40% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

IPRP.L vs. XIEE.DE - Dividend Comparison

IPRP.L's dividend yield for the trailing twelve months is around 0.50%, less than XIEE.DE's 2.39% 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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


IPRP.L and XIEE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for IPRP.L.

IPRP.L is categorized as REIT, while XIEE.DE is Europe Equities. IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while XIEE.DE tracks MSCI Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IPRP.L and 0.12% for XIEE.DE.

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