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IUKP.L vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUKP.L vs. O

Last updated Jun 5, 2026

IUKP.L (iShares UK Property UCITS ETF) is REIT fund tracking the FTSE EPRA/NAREIT United Kingdom, while O (Realty Income Corporation) is a stock. Over the past 10 years, IUKP.L returned -4.20%/yr vs 5.45%/yr for O. At a 0.19 correlation, their price movements are largely independent.

Performance

IUKP.L vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Property UCITS ETF (IUKP.L) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUKP.L is traded in GBp, while O is traded in USD. To make them comparable, the O values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUKP.L achieves a -3.75% return, which is significantly lower than O's 8.75% return. Over the past 10 years, IUKP.L has underperformed O with an annualized return of -4.20%, while O has yielded a comparatively higher 5.45% annualized return.

IUKP.L

1D
0.96%
1M
1.62%
YTD
-3.75%
6M
-2.64%
1Y
-4.48%
3Y*
-3.49%
5Y*
-7.61%
10Y*
-4.20%

O

1D
0.05%
1M
-4.73%
YTD
8.75%
6M
4.66%
1Y
13.90%
3Y*
2.92%
5Y*
3.59%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUKP.L vs. O - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUKP.L
iShares UK Property UCITS ETF		-3.75%4.80%-15.54%6.20%-33.79%25.56%-18.46%25.37%-16.13%8.55%
O
Realty Income Corporation		8.75%4.21%-0.40%-9.32%3.64%25.13%-14.20%16.65%22.82%-5.29%

Correlation

The correlation between IUKP.L and O is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.23

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

0.21

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares UK Property UCITS ETF

Realty Income Corporation

Often compared with IUKP.L:
IUKP.L vs. UKRE.LIUKP.L vs. USRTIUKP.L vs. LMP.LIUKP.L vs. IUSP.LIUKP.L vs. VUSA.LIUKP.L vs. QQQIUKP.L vs. REET
Often compared with O:
O vs. SCHDO vs. AGNCO vs. JEPIO vs. NNNO vs. WPCO vs. ADCO vs. MO

Return for Risk

IUKP.L vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUKP.L
IUKP.L Risk / Return Rank: 77
Overall Rank
IUKP.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IUKP.L Sortino Ratio Rank: 77
Sortino Ratio Rank
IUKP.L Omega Ratio Rank: 77
Omega Ratio Rank
IUKP.L Calmar Ratio Rank: 77
Calmar Ratio Rank
IUKP.L Martin Ratio Rank: 77
Martin Ratio Rank
O
O Risk / Return Rank: 6363
Overall Rank
O Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
O Sortino Ratio Rank: 5858
Sortino Ratio Rank
O Omega Ratio Rank: 5757
Omega Ratio Rank
O Calmar Ratio Rank: 6565
Calmar Ratio Rank
O Martin Ratio Rank: 6666
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.

IUKP.L vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Property UCITS ETF (IUKP.L) and Realty Income Corporation (O). 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.

IUKP.LODifference
Sharpe ratioReturn per unit of total volatility
-0.24
0.87

-1.11

Sortino ratioReturn per unit of downside risk
-0.21
1.29

-1.49

Omega ratioGain probability vs. loss probability

0.98

1.15

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.25

1.26

-1.52

Martin ratioReturn relative to average drawdown

-0.58

3.19

-3.77

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

IUKP.L vs. O - Sharpe Ratio Comparison

The current IUKP.L Sharpe Ratio is -0.24, which is lower than the O Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IUKP.L and O, 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

IUKP.LODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.87

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.19

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

0.21

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.40

-0.58

Drawdowns

IUKP.L vs. O - Drawdown Comparison

The maximum IUKP.L drawdown since its inception was -81.01%, which is greater than O's maximum drawdown of -43.73%. Use the drawdown chart below to compare losses from any high point for IUKP.L and O.

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Drawdown Indicators

IUKP.LODifference

Max Drawdown

Largest peak-to-trough decline

-81.01%

-43.73%

-37.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-11.04%

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-22.07%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-45.63%

-35.08%

-10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

-43.73%

-1.90%

Current Drawdown

Current decline from peak

-61.46%

-11.72%

-49.74%

Average Drawdown

Average peak-to-trough decline

-51.12%

-12.95%

-38.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

4.37%

+3.35%

Volatility

IUKP.L vs. O - Volatility Comparison

iShares UK Property UCITS ETF (IUKP.L) has a higher volatility of 6.51% compared to Realty Income Corporation (O) at 5.35%. This indicates that IUKP.L's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUKP.LODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

5.35%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

12.26%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

16.00%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

18.63%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

25.75%

-4.91%

Dividends

IUKP.L vs. O - Dividend Comparison

IUKP.L's dividend yield for the trailing twelve months is around 0.04%, less than O's 5.42% yield.

PositionTTM20252024202320222021202020192018201720162015
IUKP.L
iShares UK Property UCITS ETF		0.04%0.04%0.05%0.04%0.04%0.02%0.02%0.03%0.04%0.03%0.03%0.02%
O
Realty Income Corporation		5.42%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions

IUKP.L and O have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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