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

Performance

IPRV.L vs. EPRA.L - 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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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, IPRV.L achieves a -12.60% return, which is significantly lower than EPRA.L's 12.34% return.


IPRV.L

1D
-1.68%
1M
0.73%
6M
-14.16%
YTD
-12.60%
1Y
-18.62%
3Y*
6.83%
5Y*
4.37%
10Y*
10.20%
ALL TIME*
6.88%

EPRA.L

1D
-0.58%
1M
3.29%
6M
8.96%
YTD
12.34%
1Y
17.02%
3Y*
7.33%
5Y*
1.88%
10Y*
ALL TIME*
2.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRV.L vs. EPRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-12.60%-5.57%25.87%31.59%-19.97%43.61%1.19%39.30%-8.92%13.81%
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
12.34%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-0.56%-13.77%

Correlation

The correlation between IPRV.L and EPRA.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.50

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

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2016

0.58

Over the past year, the correlation between IPRV.L and EPRA.L has dropped to 0.37 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

IPRV.L vs. EPRA.L — 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: 22
Overall Rank
IPRV.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 33
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 33
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 11
Martin Ratio Rank

EPRA.L
EPRA.L Risk / Return Rank: 5757
Overall Rank
EPRA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 5959
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 5252
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. EPRA.L - 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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.


IPRV.LEPRA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.85

1.27

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.78

1.89

-2.67

Martin ratioReturn relative to average drawdown

-1.40

6.45

-7.85

IPRV.L vs. EPRA.L - Sharpe Ratio Comparison

The current IPRV.L Sharpe Ratio is -0.98, which is lower than the EPRA.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IPRV.L and EPRA.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

IPRV.L vs. EPRA.L - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -84.60%, which is greater than EPRA.L's maximum drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for IPRV.L and EPRA.L.


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Drawdown Indicators


IPRV.LEPRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.60%

-35.65%

-48.95%

Max Drawdown (1Y)

Largest decline over 1 year

-23.89%

-8.95%

-14.94%

Max Drawdown (3Y)

Largest decline over 3 years

-28.60%

-17.01%

-11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-26.59%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

Current Drawdown

Current decline from peak

-23.65%

-0.58%

-23.07%

Average Drawdown

Average peak-to-trough decline

-25.81%

-11.80%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.26%

2.63%

+10.63%

Volatility

IPRV.L vs. EPRA.L - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a higher volatility of 5.05% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 3.71%. This indicates that IPRV.L's price experiences larger fluctuations and is considered to be riskier than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPRV.LEPRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

3.71%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

8.90%

+6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

10.95%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

13.83%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

15.68%

+4.71%

IPRV.L vs. EPRA.L - Expense Ratio Comparison

IPRV.L has a 0.75% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.


Dividends

IPRV.L vs. EPRA.L - Dividend Comparison

IPRV.L's dividend yield for the trailing twelve months is around 3.93%, while EPRA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
3.93%3.01%3.00%3.44%4.39%2.49%3.84%3.34%4.92%5.15%4.01%5.38%

Frequently Asked Questions


IPRV.L and EPRA.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.75% for IPRV.L.

IPRV.L is categorized as Financials Equities, while EPRA.L is REIT. IPRV.L tracks S&P Listed Private Equity Index, while EPRA.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.75% for IPRV.L and 0.10% for EPRA.L.

Portfolio Optimizer

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