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IUKP.L vs. VUKE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUKP.L vs. VUKE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Property UCITS ETF (IUKP.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE). 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 VUKE.DE is traded in EUR. To make them comparable, the VUKE.DE 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 VUKE.DE's 5.60% 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%

VUKE.DE

1D
0.28%
1M
1.64%
YTD
5.60%
6M
7.79%
1Y
20.97%
3Y*
14.77%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUKP.L vs. VUKE.DE - 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%8.71%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
5.60%26.77%9.03%7.48%4.31%16.10%-10.96%19.04%-9.10%3.58%

Correlation

The correlation between IUKP.L and VUKE.DE is 0.51, 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

0.51

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.47

The correlation between IUKP.L and VUKE.DE has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.

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Return for Risk

IUKP.L vs. VUKE.DE — 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

VUKE.DE
VUKE.DE Risk / Return Rank: 4545
Overall Rank
VUKE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VUKE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUKE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
VUKE.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
VUKE.DE Martin Ratio Rank: 4949
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. VUKE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Property UCITS ETF (IUKP.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE). 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.LVUKE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

0.98

1.35

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.25

2.38

-2.64

Martin ratioReturn relative to average drawdown

-0.58

8.08

-8.66

IUKP.L vs. VUKE.DE - Sharpe Ratio Comparison

The current IUKP.L Sharpe Ratio is -0.24, which is lower than the VUKE.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUKP.L and VUKE.DE, 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.LVUKE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

1.86

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.88

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.49

-0.67

Drawdowns

IUKP.L vs. VUKE.DE - Drawdown Comparison

The maximum IUKP.L drawdown since its inception was -81.01%, which is greater than VUKE.DE's maximum drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for IUKP.L and VUKE.DE.


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Drawdown Indicators


IUKP.LVUKE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.01%

-34.73%

-46.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-8.76%

-8.91%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-13.96%

-10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.63%

-13.96%

-31.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

Current Drawdown

Current decline from peak

-61.46%

-4.04%

-57.42%

Average Drawdown

Average peak-to-trough decline

-51.12%

-4.81%

-46.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

2.59%

+5.13%

Volatility

IUKP.L vs. VUKE.DE - Volatility Comparison

iShares UK Property UCITS ETF (IUKP.L) has a higher volatility of 6.51% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) at 4.02%. This indicates that IUKP.L's price experiences larger fluctuations and is considered to be riskier than VUKE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUKP.LVUKE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

4.02%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

9.68%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

11.23%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

13.13%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

15.80%

+5.04%

IUKP.L vs. VUKE.DE - Expense Ratio Comparison

IUKP.L has a 0.40% expense ratio, which is higher than VUKE.DE's 0.09% expense ratio.


Dividends

IUKP.L vs. VUKE.DE - Dividend Comparison

IUKP.L's dividend yield for the trailing twelve months is around 0.04%, less than VUKE.DE's 3.01% 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%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
3.01%3.18%3.70%3.84%4.08%3.81%2.95%4.49%4.74%0.65%0.00%0.00%

Frequently Asked Questions


IUKP.L and VUKE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUKE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUKE.DE is cheaper with a 0.09% expense ratio, compared with 0.40% for IUKP.L.

IUKP.L is categorized as REIT, while VUKE.DE is Europe Equities. IUKP.L tracks FTSE EPRA/NAREIT United Kingdom, while VUKE.DE tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IUKP.L and 0.09% for VUKE.DE.

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