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IUSP.L vs. IDWP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSP.L vs. IDWP.L

Last updated Jun 5, 2026

IUSP.L (iShares US Property Yield UCITS ETF) and IDWP.L (iShares Developed Markets Property Yield UCITS) are both REIT funds from iShares - IUSP.L tracks the FTSE EPRA Nareit United States TR USD while IDWP.L tracks the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, IUSP.L returned 6.52%/yr vs 4.01%/yr for IDWP.L. A 0.73 correlation means they provide meaningful diversification when combined. IUSP.L charges 0.40%/yr vs 0.59%/yr for IDWP.L.

Performance

IUSP.L vs. IDWP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Property Yield UCITS ETF (IUSP.L) and iShares Developed Markets Property Yield UCITS (IDWP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUSP.L achieves a 13.45% return, which is significantly higher than IDWP.L's 7.27% return. Over the past 10 years, IUSP.L has outperformed IDWP.L with an annualized return of 6.52%, while IDWP.L has yielded a comparatively lower 4.01% annualized return.

IUSP.L

1D
0.01%
1M
2.07%
YTD
13.45%
6M
13.27%
1Y
16.59%
3Y*
8.66%
5Y*
5.55%
10Y*
6.52%

IDWP.L

1D
0.28%
1M
-0.11%
YTD
7.27%
6M
7.05%
1Y
11.60%
3Y*
5.85%
5Y*
1.82%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.L vs. IDWP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSP.L
iShares US Property Yield UCITS ETF		13.45%-3.93%7.50%7.68%-14.52%44.90%-13.29%18.62%2.32%-4.08%
IDWP.L
iShares Developed Markets Property Yield UCITS		7.27%1.42%1.93%3.91%-14.98%26.55%-12.19%16.61%0.17%1.58%

Correlation

The correlation between IUSP.L and IDWP.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.85

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

0.89

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2007

0.73

The correlation between IUSP.L and IDWP.L shifts across timeframes, from 0.73 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

IUSP.L vs. IDWP.L - Sectors Allocation Comparison

Sectors
IUSP.L
IDWP.L

Real Estate

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.1%

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

IUSP.L
100.0%
IDWP.L
100.0%

Basic Materials

IUSP.L

-

IDWP.L

-

Communication Services

IUSP.L

-

IDWP.L

-

Consumer Cyclical

IUSP.L

-

IDWP.L
0.0%

Consumer Defensive

IUSP.L

-

IDWP.L

-

Energy

IUSP.L

-

IDWP.L

-

Financial Services

IUSP.L

-

IDWP.L
0.1%

Healthcare

IUSP.L

-

IDWP.L

-

Industrials

IUSP.L

-

IDWP.L

-

Technology

IUSP.L

-

IDWP.L

-

Utilities

IUSP.L

-

IDWP.L

-

Compare stocks, funds, or ETFs

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

iShares US Property Yield UCITS ETF

iShares Developed Markets Property Yield UCITS

Often compared with IUSP.L:
IUSP.L vs. IWDP.LIUSP.L vs. IPRP.LIUSP.L vs. VNQIUSP.L vs. IUKP.LIUSP.L vs. BBOX.LIUSP.L vs. HPRO.LIUSP.L vs. GBRE.L
Often compared with IDWP.L:
IDWP.L vs. IPRP.LIDWP.L vs. GLRE.LIDWP.L vs. VNQIDWP.L vs. CSPX.LIDWP.L vs. SCHDIDWP.L vs. REETIDWP.L vs. XYLD

Return for Risk

IUSP.L vs. IDWP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSP.L
IUSP.L Risk / Return Rank: 4141
Overall Rank
IUSP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IUSP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
IUSP.L Omega Ratio Rank: 3636
Omega Ratio Rank
IUSP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUSP.L Martin Ratio Rank: 3939
Martin Ratio Rank
IDWP.L
IDWP.L Risk / Return Rank: 2525
Overall Rank
IDWP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IDWP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDWP.L Omega Ratio Rank: 2424
Omega Ratio Rank
IDWP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IDWP.L Martin Ratio Rank: 2727
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.

IUSP.L vs. IDWP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.L) and iShares Developed Markets Property Yield UCITS (IDWP.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.

IUSP.LIDWP.LDifference
Sharpe ratioReturn per unit of total volatility
1.31
0.96

+0.35

Sortino ratioReturn per unit of downside risk
1.89
1.41

+0.48

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

2.59

1.40

+1.19

Martin ratioReturn relative to average drawdown

6.00

4.26

+1.74

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

IUSP.L vs. IDWP.L - Sharpe Ratio Comparison

The current IUSP.L Sharpe Ratio is 1.31, which is higher than the IDWP.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IUSP.L and IDWP.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

IUSP.LIDWP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.96

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.12

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.24

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.08

Drawdowns

IUSP.L vs. IDWP.L - Drawdown Comparison

The maximum IUSP.L drawdown since its inception was -62.68%, which is greater than IDWP.L's maximum drawdown of -56.36%. Use the drawdown chart below to compare losses from any high point for IUSP.L and IDWP.L.

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Drawdown Indicators

IUSP.LIDWP.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.68%

-56.36%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-8.28%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-17.16%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-26.73%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

-35.93%

-3.04%

Current Drawdown

Current decline from peak

-2.07%

-3.42%

+1.35%

Average Drawdown

Average peak-to-trough decline

-11.16%

-9.83%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.72%

+0.04%

Volatility

IUSP.L vs. IDWP.L - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.L) and iShares Developed Markets Property Yield UCITS (IDWP.L) have volatilities of 3.53% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSP.LIDWP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.40%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

9.57%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

12.05%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

14.97%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

16.56%

+2.88%

IUSP.L vs. IDWP.L - Expense Ratio Comparison

IUSP.L has a 0.40% expense ratio, which is lower than IDWP.L's 0.59% expense ratio.

Dividends

IUSP.L vs. IDWP.L - Dividend Comparison

IUSP.L's dividend yield for the trailing twelve months is around 4.01%, more than IDWP.L's 3.01% yield.

PositionTTM20252024202320222021202020192018201720162015
IDWP.L
iShares Developed Markets Property Yield UCITS		3.01%3.07%3.22%3.07%3.66%2.22%2.91%2.89%3.94%2.91%3.27%3.01%
IUSP.L
iShares US Property Yield UCITS ETF		4.01%4.31%3.87%4.00%4.62%2.87%4.40%4.08%5.87%4.28%4.37%4.42%

Frequently Asked Questions

IUSP.L and IDWP.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUSP.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IDWP.L.

IUSP.L tracks FTSE EPRA Nareit United States TR USD, while IDWP.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.40% for IUSP.L and 0.59% for IDWP.L.

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