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

Performance

IUKP.L vs. PCTN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Property UCITS ETF (IUKP.L) and Picton Property Income Ltd (PCTN.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, IUKP.L achieves a 10.04% return, which is significantly higher than PCTN.L's -0.49% return. Over the past 10 years, IUKP.L has underperformed PCTN.L with an annualized return of 0.83%, while PCTN.L has yielded a comparatively higher 5.15% annualized return.


IUKP.L

1D
-0.02%
1M
9.79%
6M
4.92%
YTD
10.04%
1Y
13.24%
3Y*
5.09%
5Y*
-2.65%
10Y*
0.83%
ALL TIME*
-1.09%

PCTN.L

1D
-0.41%
1M
3.00%
6M
-11.37%
YTD
-0.49%
1Y
-4.95%
3Y*
4.67%
5Y*
0.51%
10Y*
5.15%
ALL TIME*
3.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUKP.L vs. PCTN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUKP.L
iShares UK Property UCITS ETF
10.04%9.29%-12.11%10.25%-31.86%28.41%-16.85%29.42%-13.37%12.07%
PCTN.L
Picton Property Income Ltd
-0.49%21.96%-2.46%-9.07%-18.70%40.89%-19.54%18.35%5.90%15.15%

Correlation

The correlation between IUKP.L and PCTN.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.64

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

0.58

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

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2007

0.36

Over the past year, IUKP.L and PCTN.L have become more correlated (0.69) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

IUKP.L vs. PCTN.L — 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: 2424
Overall Rank
IUKP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IUKP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IUKP.L Omega Ratio Rank: 2525
Omega Ratio Rank
IUKP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IUKP.L Martin Ratio Rank: 2323
Martin Ratio Rank

PCTN.L
PCTN.L Risk / Return Rank: 3333
Overall Rank
PCTN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PCTN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PCTN.L Omega Ratio Rank: 2929
Omega Ratio Rank
PCTN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PCTN.L Martin Ratio Rank: 3636
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. PCTN.L - Risk-Adjusted Trends Comparison

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


IUKP.LPCTN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.14

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

0.76

-0.22

+0.99

Martin ratioReturn relative to average drawdown

2.06

-0.48

+2.54

IUKP.L vs. PCTN.L - Sharpe Ratio Comparison

The current IUKP.L Sharpe Ratio is 0.67, which is higher than the PCTN.L Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IUKP.L and PCTN.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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Drawdowns

IUKP.L vs. PCTN.L - Drawdown Comparison

The maximum IUKP.L drawdown since its inception was -79.72%, smaller than the maximum PCTN.L drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for IUKP.L and PCTN.L.


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Drawdown Indicators


IUKP.LPCTN.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.72%

-87.15%

+7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-22.15%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-22.98%

-22.15%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-40.70%

-37.52%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.70%

-49.51%

+8.81%

Current Drawdown

Current decline from peak

-22.78%

-18.18%

-4.60%

Average Drawdown

Average peak-to-trough decline

-34.94%

-23.04%

-11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

10.28%

-3.86%

Volatility

IUKP.L vs. PCTN.L - Volatility Comparison

iShares UK Property UCITS ETF (IUKP.L) has a higher volatility of 7.24% compared to Picton Property Income Ltd (PCTN.L) at 5.15%. This indicates that IUKP.L's price experiences larger fluctuations and is considered to be riskier than PCTN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUKP.LPCTN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

5.15%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

14.52%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

19.15%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

24.28%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

28.48%

-8.59%

Dividends

IUKP.L vs. PCTN.L - Dividend Comparison

IUKP.L's dividend yield for the trailing twelve months is around 4.03%, less than PCTN.L's 5.28% yield.


PositionTTM20252024202320222021202020192018201720162015
IUKP.L
iShares UK Property UCITS ETF
4.03%4.14%4.49%3.53%3.63%2.01%1.94%2.78%3.72%3.05%2.72%2.39%
PCTN.L
Picton Property Income Ltd
5.28%5.09%5.70%5.06%4.38%3.24%3.76%3.61%4.11%4.06%4.36%4.56%

Frequently Asked Questions


IUKP.L and PCTN.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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