IUKD.L vs. IDUP.L
IUKD.L (iShares UK Dividend UCITS ETF) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both exchange-traded funds - IUKD.L is a Dividend fund tracking the FTSE UK Dividend+ Index, while IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Both are passively managed. Over the past 10 years, IUKD.L returned 7.33%/yr vs 4.13%/yr for IDUP.L. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
IUKD.L vs. IDUP.L - Performance Comparison
Loading charts...
Different Trading Currencies
IUKD.L is traded in GBp, while IDUP.L is traded in USD. To make them comparable, the IDUP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUKD.L achieves a 13.38% return, which is significantly lower than IDUP.L's 19.71% return. Over the past 10 years, IUKD.L has outperformed IDUP.L with an annualized return of 7.33%, while IDUP.L has yielded a comparatively lower 4.13% annualized return.
IUKD.L
- 1D
- 0.85%
- 1M
- 3.90%
- 6M
- 10.53%
- YTD
- 13.38%
- 1Y
- 28.95%
- 3Y*
- 22.41%
- 5Y*
- 13.27%
- 10Y*
- 7.33%
IDUP.L
- 1D
- 1.04%
- 1M
- 2.73%
- 6M
- 14.96%
- YTD
- 19.71%
- 1Y
- 21.38%
- 3Y*
- 9.84%
- 5Y*
- 4.33%
- 10Y*
- 4.13%
IUKD.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUKD.L iShares UK Dividend UCITS ETF | 13.38% | 32.12% | 12.27% | 5.81% | -1.44% | 23.43% | -17.92% | 18.86% | -14.11% | 6.92% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 19.71% | -5.06% | 6.56% | 7.39% | -15.29% | 43.12% | -13.53% | 16.77% | 0.82% | -4.68% |
Correlation
The correlation between IUKD.L and IDUP.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUKD.L vs. IDUP.L — Risk / Return Rank
IUKD.L
IDUP.L
IUKD.L vs. IDUP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
| IUKD.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.27 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.29 | -0.38 |
| Martin ratioReturn relative to average drawdown | 10.26 | 7.66 | +2.60 |
Loading charts...
Drawdowns
IUKD.L vs. IDUP.L - Drawdown Comparison
The maximum IUKD.L drawdown since its inception was -61.97%, roughly equal to the maximum IDUP.L drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for IUKD.L and IDUP.L.
Loading charts...
Drawdown Indicators
| IUKD.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.97% | -59.86% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -6.47% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -10.52% | -21.22% | +10.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -28.14% | +8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -44.34% | -39.54% | -4.80% |
Current DrawdownCurrent decline from peak | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -11.10% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.79% | +0.03% |
Volatility
IUKD.L vs. IDUP.L - Volatility Comparison
The current volatility for iShares UK Dividend UCITS ETF (IUKD.L) is 2.80%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 5.33%. This indicates that IUKD.L experiences smaller price fluctuations and is considered to be less risky than IDUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUKD.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 5.33% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 10.91% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 13.83% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 17.71% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 19.91% | -3.12% |
IUKD.L vs. IDUP.L - Expense Ratio Comparison
Both IUKD.L and IDUP.L have an expense ratio of 0.40%.
Dividends
IUKD.L vs. IDUP.L - Dividend Comparison
IUKD.L's dividend yield for the trailing twelve months is around 4.62%, more than IDUP.L's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.81% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
IUKD.L iShares UK Dividend UCITS ETF | 4.62% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Frequently Asked Questions
IUKD.L and IDUP.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUKD.L and IDUP.L have the same expense ratio: 0.40% per year.
IUKD.L is categorized as Dividend, while IDUP.L is REIT. IUKD.L tracks FTSE UK Dividend+ Index, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD).
Find the right allocation for IUKD.L and IDUP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer