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IWDP.AS vs. BIRDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IWDP.ASBIRDX
YTD Return10.71%8.54%
1Y Return30.41%33.78%
3Y Return (Ann)-0.43%-2.08%
5Y Return (Ann)0.99%0.71%
Sharpe Ratio2.192.12
Sortino Ratio3.263.14
Omega Ratio1.421.39
Calmar Ratio1.061.01
Martin Ratio11.188.64
Ulcer Index2.61%3.79%
Daily Std Dev13.46%15.46%
Max Drawdown-68.40%-43.03%
Current Drawdown-7.28%-9.76%

Correlation

-0.50.00.51.00.7

The correlation between IWDP.AS and BIRDX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IWDP.AS vs. BIRDX - Performance Comparison

In the year-to-date period, IWDP.AS achieves a 10.71% return, which is significantly higher than BIRDX's 8.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
16.63%
16.98%
IWDP.AS
BIRDX

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


IWDP.AS vs. BIRDX - Expense Ratio Comparison

IWDP.AS has a 0.59% expense ratio, which is higher than BIRDX's 0.19% expense ratio.


IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
Expense ratio chart for IWDP.AS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for BIRDX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

IWDP.AS vs. BIRDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and iShares Developed Real Estate Index Fund (BIRDX). 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.


IWDP.AS
Sharpe ratio
The chart of Sharpe ratio for IWDP.AS, currently valued at 1.78, compared to the broader market-2.000.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for IWDP.AS, currently valued at 2.78, compared to the broader market0.005.0010.002.78
Omega ratio
The chart of Omega ratio for IWDP.AS, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for IWDP.AS, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.86
Martin ratio
The chart of Martin ratio for IWDP.AS, currently valued at 7.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.00
BIRDX
Sharpe ratio
The chart of Sharpe ratio for BIRDX, currently valued at 1.69, compared to the broader market-2.000.002.004.006.001.69
Sortino ratio
The chart of Sortino ratio for BIRDX, currently valued at 2.52, compared to the broader market0.005.0010.002.52
Omega ratio
The chart of Omega ratio for BIRDX, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for BIRDX, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for BIRDX, currently valued at 6.53, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.53

IWDP.AS vs. BIRDX - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 2.19, which is comparable to the BIRDX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IWDP.AS and BIRDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.78
1.69
IWDP.AS
BIRDX

Dividends

IWDP.AS vs. BIRDX - Dividend Comparison

IWDP.AS's dividend yield for the trailing twelve months is around 3.24%, less than BIRDX's 23.14% yield.


TTM20232022202120202019201820172016201520142013
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
3.24%3.41%3.91%2.51%3.58%3.25%4.52%3.49%3.44%3.28%3.42%4.07%
BIRDX
iShares Developed Real Estate Index Fund
23.14%2.99%1.24%3.54%1.78%6.67%4.18%4.71%2.24%1.38%0.00%0.00%

Drawdowns

IWDP.AS vs. BIRDX - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -68.40%, which is greater than BIRDX's maximum drawdown of -43.03%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and BIRDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%MayJuneJulyAugustSeptemberOctober
-10.66%
-9.76%
IWDP.AS
BIRDX

Volatility

IWDP.AS vs. BIRDX - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 2.76%, while iShares Developed Real Estate Index Fund (BIRDX) has a volatility of 3.26%. This indicates that IWDP.AS experiences smaller price fluctuations and is considered to be less risky than BIRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.76%
3.26%
IWDP.AS
BIRDX