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

Performance

IUKP.L vs. WTNR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Property UCITS ETF (IUKP.L) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.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 -3.75% return, which is significantly lower than WTNR.L's 22.49% 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%

WTNR.L

1D
-0.94%
1M
7.19%
YTD
22.49%
6M
20.45%
1Y
48.63%
3Y*
16.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
IUKP.L
iShares UK Property UCITS ETF
-3.75%4.80%-15.54%6.20%-28.98%
WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc
22.49%22.86%-3.23%7.76%-11.51%

Correlation

The correlation between IUKP.L and WTNR.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2022

0.49

The correlation between IUKP.L and WTNR.L shifts across timeframes, from 0.33 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUKP.L vs. WTNR.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: 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

WTNR.L
WTNR.L Risk / Return Rank: 7171
Overall Rank
WTNR.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTNR.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTNR.L Omega Ratio Rank: 6969
Omega Ratio Rank
WTNR.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTNR.L Martin Ratio Rank: 5656
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. WTNR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Property UCITS ETF (IUKP.L) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.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.


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

-2.72

Sortino ratioReturn per unit of downside risk

-3.54

Omega ratioGain probability vs. loss probability

0.98

1.40

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.25

3.77

-4.02

Martin ratioReturn relative to average drawdown

-0.58

9.73

-10.31

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

The current IUKP.L Sharpe Ratio is -0.24, which is lower than the WTNR.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of IUKP.L and WTNR.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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Sharpe Ratios by Period


IUKP.LWTNR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

2.48

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

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

0.48

-0.66

Drawdowns

IUKP.L vs. WTNR.L - Drawdown Comparison

The maximum IUKP.L drawdown since its inception was -81.01%, which is greater than WTNR.L's maximum drawdown of -29.28%. Use the drawdown chart below to compare losses from any high point for IUKP.L and WTNR.L.


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Drawdown Indicators


IUKP.LWTNR.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.01%

-29.28%

-51.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-12.84%

-4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-20.61%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-45.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

Current Drawdown

Current decline from peak

-61.46%

-2.54%

-58.92%

Average Drawdown

Average peak-to-trough decline

-51.12%

-14.62%

-36.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

4.98%

+2.74%

Volatility

IUKP.L vs. WTNR.L - Volatility Comparison

The current volatility for iShares UK Property UCITS ETF (IUKP.L) is 6.51%, while WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) has a volatility of 7.73%. This indicates that IUKP.L experiences smaller price fluctuations and is considered to be less risky than WTNR.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.LWTNR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

7.73%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

13.68%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

19.55%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

18.20%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

18.20%

+2.64%

IUKP.L vs. WTNR.L - Expense Ratio Comparison

IUKP.L has a 0.40% expense ratio, which is lower than WTNR.L's 0.45% expense ratio.


Dividends

IUKP.L vs. WTNR.L - Dividend Comparison

IUKP.L's dividend yield for the trailing twelve months is around 0.04%, while WTNR.L has not paid dividends to shareholders.


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%
WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUKP.L and WTNR.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUKP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUKP.L is cheaper with a 0.40% expense ratio, compared with 0.45% for WTNR.L.

IUKP.L tracks FTSE EPRA/NAREIT United Kingdom, while WTNR.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IUKP.L and 0.45% for WTNR.L.

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