IUKD.L vs. BIPS.L
Compare and contrast key facts about iShares UK Dividend UCITS ETF (IUKD.L) and Invesco Bond Income Plus Limited (BIPS.L).
IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUKD.L or BIPS.L.
Key characteristics
| IUKD.L | BIPS.L | |
|---|---|---|
| YTD Return | 9.93% | 7.28% |
| 1Y Return | 18.26% | 13.77% |
| 3Y Return (Ann) | 6.07% | 4.66% |
| 5Y Return (Ann) | 4.68% | 2.37% |
| 10Y Return (Ann) | 3.49% | 1.75% |
| Sharpe Ratio | 1.77 | 1.24 |
| Sortino Ratio | 2.53 | 1.76 |
| Omega Ratio | 1.31 | 1.31 |
| Calmar Ratio | 2.04 | 2.65 |
| Martin Ratio | 9.74 | 17.76 |
| Ulcer Index | 2.00% | 0.75% |
| Daily Std Dev | 11.03% | 10.62% |
| Max Drawdown | -61.95% | -95.01% |
| Current Drawdown | -4.36% | -0.29% |
Correlation
The correlation between IUKD.L and BIPS.L is 0.42, 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.
Performance
IUKD.L vs. BIPS.L - Performance Comparison
In the year-to-date period, IUKD.L achieves a 9.93% return, which is significantly higher than BIPS.L's 7.28% return. Over the past 10 years, IUKD.L has outperformed BIPS.L with an annualized return of 3.49%, while BIPS.L has yielded a comparatively lower 1.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IUKD.L vs. BIPS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.L) and Invesco Bond Income Plus Limited (BIPS.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.
Dividends
IUKD.L vs. BIPS.L - Dividend Comparison
IUKD.L's dividend yield for the trailing twelve months is around 5.64%, less than BIPS.L's 6.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUKD.L iShares UK Dividend UCITS ETF | 5.64% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% | 4.53% | 4.16% |
BIPS.L Invesco Bond Income Plus Limited | 6.72% | 6.74% | 6.70% | 2.96% | 0.05% | 1.32% | 0.06% | 0.05% | 0.05% | 0.06% | 0.05% | 5.43% |
Drawdowns
IUKD.L vs. BIPS.L - Drawdown Comparison
The maximum IUKD.L drawdown since its inception was -61.95%, smaller than the maximum BIPS.L drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for IUKD.L and BIPS.L. For additional features, visit the drawdowns tool.
Volatility
IUKD.L vs. BIPS.L - Volatility Comparison
The current volatility for iShares UK Dividend UCITS ETF (IUKD.L) is 3.60%, while Invesco Bond Income Plus Limited (BIPS.L) has a volatility of 6.45%. This indicates that IUKD.L experiences smaller price fluctuations and is considered to be less risky than BIPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.