IUKP.L vs. LMP.L
Compare and contrast key facts about iShares UK Property UCITS ETF (IUKP.L) and LondonMetric Property plc (LMP.L).
IUKP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT United Kingdom. It was launched on Mar 16, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUKP.L or LMP.L.
Key characteristics
| IUKP.L | LMP.L | |
|---|---|---|
| YTD Return | -8.87% | 1.53% |
| 1Y Return | -2.49% | 5.05% |
| 3Y Return (Ann) | -10.66% | -7.41% |
| 5Y Return (Ann) | -4.69% | -0.50% |
| 10Y Return (Ann) | -0.51% | 7.29% |
| Sharpe Ratio | -0.02 | 0.35 |
| Sortino Ratio | 0.10 | 0.63 |
| Omega Ratio | 1.01 | 1.07 |
| Calmar Ratio | -0.01 | 0.22 |
| Martin Ratio | -0.07 | 1.56 |
| Ulcer Index | 5.43% | 4.58% |
| Daily Std Dev | 17.59% | 22.00% |
| Max Drawdown | -79.72% | -42.13% |
| Current Drawdown | -33.42% | -24.96% |
Correlation
The correlation between IUKP.L and LMP.L is 0.67, 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
IUKP.L vs. LMP.L - Performance Comparison
In the year-to-date period, IUKP.L achieves a -8.87% return, which is significantly lower than LMP.L's 1.53% return. Over the past 10 years, IUKP.L has underperformed LMP.L with an annualized return of -0.51%, while LMP.L has yielded a comparatively higher 7.29% 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
IUKP.L vs. LMP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares UK Property UCITS ETF (IUKP.L) and LondonMetric Property plc (LMP.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
IUKP.L vs. LMP.L - Dividend Comparison
IUKP.L's dividend yield for the trailing twelve months is around 5.14%, less than LMP.L's 5.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUKP.L iShares UK Property UCITS ETF | 5.14% | 3.53% | 3.63% | 2.01% | 1.94% | 2.78% | 3.72% | 3.05% | 2.72% | 2.39% | 2.06% | 2.27% |
LMP.L LondonMetric Property plc | 5.71% | 5.07% | 5.48% | 3.12% | 3.71% | 3.55% | 4.60% | 4.09% | 4.73% | 5.49% | 4.59% | 5.06% |
Drawdowns
IUKP.L vs. LMP.L - Drawdown Comparison
The maximum IUKP.L drawdown since its inception was -79.72%, which is greater than LMP.L's maximum drawdown of -42.13%. Use the drawdown chart below to compare losses from any high point for IUKP.L and LMP.L. For additional features, visit the drawdowns tool.
Volatility
IUKP.L vs. LMP.L - Volatility Comparison
iShares UK Property UCITS ETF (IUKP.L) has a higher volatility of 6.01% compared to LondonMetric Property plc (LMP.L) at 5.35%. This indicates that IUKP.L's price experiences larger fluctuations and is considered to be riskier than LMP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.