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IPRV.L vs. BX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPRV.L vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

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IPRV.L vs. BX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-15.51%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%
BX
The Blackstone Group Inc.
-23.10%-14.41%37.43%73.61%-32.87%109.07%16.26%88.86%6.04%16.33%
Different Trading Currencies

IPRV.L is traded in GBp, while BX is traded in USD. To make them comparable, the BX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IPRV.L achieves a -15.51% return, which is significantly higher than BX's -23.10% return. Over the past 10 years, IPRV.L has underperformed BX with an annualized return of 12.46%, while BX has yielded a comparatively higher 21.27% annualized return.


IPRV.L

1D
0.92%
1M
-4.14%
YTD
-15.51%
6M
-15.73%
1Y
-10.88%
3Y*
9.96%
5Y*
7.43%
10Y*
12.46%

BX

1D
2.74%
1M
3.43%
YTD
-23.10%
6M
-30.13%
1Y
-16.89%
3Y*
10.26%
5Y*
13.66%
10Y*
21.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IPRV.L vs. BX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPRV.L
IPRV.L Risk / Return Rank: 33
Overall Rank
IPRV.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 44
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 22
Martin Ratio Rank

BX
BX Risk / Return Rank: 2727
Overall Rank
BX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BX Omega Ratio Rank: 2424
Omega Ratio Rank
BX Calmar Ratio Rank: 3333
Calmar Ratio Rank
BX 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.

IPRV.L vs. BX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and The Blackstone Group Inc. (BX). 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.


IPRV.LBXDifference

Sharpe ratio

Return per unit of total volatility

-0.49

-0.42

-0.07

Sortino ratio

Return per unit of downside risk

-0.55

-0.36

-0.19

Omega ratio

Gain probability vs. loss probability

0.93

0.95

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.53

-0.36

-0.17

Martin ratio

Return relative to average drawdown

-1.39

-0.85

-0.53

IPRV.L vs. BX - Sharpe Ratio Comparison

The current IPRV.L Sharpe Ratio is -0.49, which is comparable to the BX Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of IPRV.L and BX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPRV.LBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

-0.42

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.37

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.61

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.35

-0.06

Correlation

The correlation between IPRV.L and BX is 0.51, 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.


Dividends

IPRV.L vs. BX - Dividend Comparison

IPRV.L's dividend yield for the trailing twelve months is around 4.71%, more than BX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
4.71%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
BX
The Blackstone Group Inc.
4.12%3.04%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%6.14%11.76%

Drawdowns

IPRV.L vs. BX - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -76.57%, smaller than the maximum BX drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for IPRV.L and BX.


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Drawdown Indicators


IPRV.LBXDifference

Max Drawdown

Largest peak-to-trough decline

-76.57%

-87.62%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-44.76%

+21.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-49.29%

+21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

-49.29%

+4.76%

Current Drawdown

Current decline from peak

-25.47%

-39.75%

+14.28%

Average Drawdown

Average peak-to-trough decline

-12.99%

-25.60%

+12.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.05%

18.96%

-9.91%

Volatility

IPRV.L vs. BX - Volatility Comparison

The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) is 6.96%, while The Blackstone Group Inc. (BX) has a volatility of 12.94%. This indicates that IPRV.L experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPRV.LBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

12.94%

-5.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

25.84%

-11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

40.12%

-17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

37.22%

-17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

34.79%

-14.54%