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

IPRV.L vs. SEDY.L

Last updated Jun 5, 2026

IPRV.L (iShares Listed Private Equity UCITS ETF USD (Dist)) and SEDY.L (iShares Emerging Markets Dividend UCITS ETF) are both exchange-traded funds - IPRV.L is a Financials Equities fund tracking the S&P Listed Private Equity Index, while SEDY.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 10 years, IPRV.L returned 12.65%/yr vs 8.20%/yr for SEDY.L. A 0.54 correlation means they provide meaningful diversification when combined. IPRV.L charges 0.75%/yr vs 0.65%/yr for SEDY.L.

Performance

IPRV.L vs. SEDY.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 iShares Emerging Markets Dividend UCITS ETF (SEDY.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 -12.08% return, which is significantly lower than SEDY.L's 10.72% return. Over the past 10 years, IPRV.L has outperformed SEDY.L with an annualized return of 12.65%, while SEDY.L has yielded a comparatively lower 8.20% annualized return.

IPRV.L

1D
2.62%
1M
-2.90%
YTD
-12.08%
6M
-10.54%
1Y
-7.71%
3Y*
10.33%
5Y*
6.33%
10Y*
12.65%

SEDY.L

1D
-0.38%
1M
-1.17%
YTD
10.72%
6M
10.19%
1Y
29.05%
3Y*
17.66%
5Y*
5.46%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)		-12.08%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		10.72%18.69%8.71%13.01%-22.64%12.64%-5.85%10.44%0.26%14.72%

Correlation

The correlation between IPRV.L and SEDY.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.42

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

0.42

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

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2011

0.54

The correlation between IPRV.L and SEDY.L shifts across timeframes, from 0.35 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

IPRV.L vs. SEDY.L - Sectors Allocation Comparison

Sectors
IPRV.L
SEDY.L

Financial Services

99.0%
28.6%

Industrials

0.7%
17.3%

Consumer Cyclical

0.3%
4.2%

Technology

0.1%
8.3%

Healthcare

0.0%

-

Consumer Defensive

0.0%
2.2%

Basic Materials

-

8.7%

Communication Services

-

1.6%

Energy

-

18.2%

Real Estate

-

3.8%

Utilities

-

7.2%

Financial Services

IPRV.L
99.0%
SEDY.L
28.6%

Industrials

IPRV.L
0.7%
SEDY.L
17.3%

Consumer Cyclical

IPRV.L
0.3%
SEDY.L
4.2%

Technology

IPRV.L
0.1%
SEDY.L
8.3%

Healthcare

IPRV.L
0.0%
SEDY.L

-

Consumer Defensive

IPRV.L
0.0%
SEDY.L
2.2%

Basic Materials

IPRV.L

-

SEDY.L
8.7%

Communication Services

IPRV.L

-

SEDY.L
1.6%

Energy

IPRV.L

-

SEDY.L
18.2%

Real Estate

IPRV.L

-

SEDY.L
3.8%

Utilities

IPRV.L

-

SEDY.L
7.2%

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iShares Listed Private Equity UCITS ETF USD (Dist)

iShares Emerging Markets Dividend UCITS ETF

Often compared with IPRV.L:
IPRV.L vs. SPYIPRV.L vs. QQQ3.LIPRV.L vs. IWMO.LIPRV.L vs. BRK-BIPRV.L vs. BXIPRV.L vs. SWDA.LIPRV.L vs. HMWO.L
Often compared with SEDY.L:
SEDY.L vs. SEML.LSEDY.L vs. SCHDSEDY.L vs. IIND.LSEDY.L vs. CUKX.LSEDY.L vs. VHYG.LSEDY.L vs. IEMGSEDY.L vs. IDAP.L

Return for Risk

IPRV.L vs. SEDY.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: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
Martin Ratio Rank
SEDY.L
SEDY.L Risk / Return Rank: 8181
Overall Rank
SEDY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 8181
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. SEDY.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 iShares Emerging Markets Dividend UCITS ETF (SEDY.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.

IPRV.LSEDY.LDifference
Sharpe ratioReturn per unit of total volatility
-0.41
2.53

-2.94

Sortino ratioReturn per unit of downside risk
-0.45
3.51

-3.95

Omega ratioGain probability vs. loss probability

0.95

1.45

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.33

5.95

-6.28

Martin ratioReturn relative to average drawdown

-0.69

15.57

-16.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IPRV.L Sharpe Ratio is -0.41, which is lower than the SEDY.L Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IPRV.L and SEDY.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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Sharpe Ratios by Period

IPRV.LSEDY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

2.53

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.37

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.29

-0.13

Drawdowns

IPRV.L vs. SEDY.L - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -74.08%, which is greater than SEDY.L's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for IPRV.L and SEDY.L.

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Drawdown Indicators

IPRV.LSEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-43.56%

-30.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-4.86%

-18.61%

Max Drawdown (3Y)

Largest decline over 3 years

-27.90%

-11.92%

-15.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-29.66%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

-30.39%

-14.14%

Current Drawdown

Current decline from peak

-22.45%

-3.28%

-19.17%

Average Drawdown

Average peak-to-trough decline

-11.64%

-12.16%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

1.86%

+9.22%

Volatility

IPRV.L vs. SEDY.L - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a higher volatility of 5.75% compared to iShares Emerging Markets Dividend UCITS ETF (SEDY.L) at 4.19%. This indicates that IPRV.L's price experiences larger fluctuations and is considered to be riskier than SEDY.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.LSEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

4.19%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

9.07%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

11.43%

+7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

14.75%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

16.22%

+4.14%

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

IPRV.L has a 0.75% expense ratio, which is higher than SEDY.L's 0.65% expense ratio.

Dividends

IPRV.L vs. SEDY.L - Dividend Comparison

IPRV.L's dividend yield for the trailing twelve months is around 5.23%, which matches SEDY.L's 5.28% yield.

PositionTTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)		5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		5.28%5.72%7.74%7.98%9.33%6.41%5.11%5.84%5.54%4.08%4.25%6.31%

Frequently Asked Questions

IPRV.L and SEDY.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEDY.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEDY.L is cheaper with a 0.65% expense ratio, compared with 0.75% for IPRV.L.

IPRV.L is categorized as Financials Equities, while SEDY.L is Emerging Markets Equities. IPRV.L tracks S&P Listed Private Equity Index, while SEDY.L tracks MSCI EM NR USD. Their fees differ too: 0.75% for IPRV.L and 0.65% for SEDY.L.

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