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IWDP.AS vs. IDVY.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDP.AS vs. IDVY.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and iShares Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IWDP.AS having a 7.91% return and IDVY.AS slightly lower at 7.85%. Over the past 10 years, IWDP.AS has underperformed IDVY.AS with an annualized return of 2.95%, while IDVY.AS has yielded a comparatively higher 7.34% annualized return.


IWDP.AS

1D
0.41%
1M
-0.38%
YTD
7.91%
6M
8.11%
1Y
8.45%
3Y*
5.65%
5Y*
1.62%
10Y*
2.95%

IDVY.AS

1D
-0.58%
1M
3.81%
YTD
7.85%
6M
11.70%
1Y
20.62%
3Y*
19.72%
5Y*
9.01%
10Y*
7.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.AS vs. IDVY.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
7.91%-3.33%6.79%5.38%-19.61%36.11%-17.19%23.60%-1.01%-2.62%
IDVY.AS
iShares Euro Dividend UCITS ETF
7.85%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Correlation

The correlation between IWDP.AS and IDVY.AS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.41

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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2007

0.50

The correlation between IWDP.AS and IDVY.AS has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.

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Return for Risk

IWDP.AS vs. IDVY.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWDP.AS
IWDP.AS Risk / Return Rank: 2222
Overall Rank
IWDP.AS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 2121
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 2121
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 2424
Martin Ratio Rank

IDVY.AS
IDVY.AS Risk / Return Rank: 5050
Overall Rank
IDVY.AS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 4949
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5050
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5252
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4848
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.

IWDP.AS vs. IDVY.AS - Risk-Adjusted Trends 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 Euro Dividend UCITS ETF (IDVY.AS). 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.ASIDVY.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

1.11

2.55

-1.45

Martin ratioReturn relative to average drawdown

3.24

7.95

-4.70

IWDP.AS vs. IDVY.AS - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 0.77, which is lower than the IDVY.AS Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IWDP.AS and IDVY.AS, 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


IWDP.ASIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.73

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.60

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.42

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.23

-0.06

Drawdowns

IWDP.AS vs. IDVY.AS - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -70.13%, roughly equal to the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and IDVY.AS.


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Drawdown Indicators


IWDP.ASIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-71.33%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-7.97%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-12.81%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.88%

-24.57%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-42.34%

+0.79%

Current Drawdown

Current decline from peak

-7.03%

-1.75%

-5.28%

Average Drawdown

Average peak-to-trough decline

-15.78%

-22.55%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.58%

+0.01%

Volatility

IWDP.AS vs. IDVY.AS - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.54%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 4.22%. This indicates that IWDP.AS experiences smaller price fluctuations and is considered to be less risky than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDP.ASIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.22%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

9.63%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

11.77%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

14.80%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

17.26%

-1.28%

IWDP.AS vs. IDVY.AS - Expense Ratio Comparison

IWDP.AS has a 0.59% expense ratio, which is higher than IDVY.AS's 0.40% expense ratio.


Dividends

IWDP.AS vs. IDVY.AS - Dividend Comparison

IWDP.AS's dividend yield for the trailing twelve months is around 3.01%, less than IDVY.AS's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVY.AS
iShares Euro Dividend UCITS ETF
4.00%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
3.01%3.20%3.10%3.16%3.71%2.11%3.18%2.91%3.87%3.11%3.07%2.96%

Frequently Asked Questions


IWDP.AS and IDVY.AS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDVY.AS is cheaper with a 0.40% expense ratio, compared with 0.59% for IWDP.AS.

IWDP.AS is categorized as REIT, while IDVY.AS is Europe Equities. IWDP.AS tracks FTSE EPRA Nareit Global TR USD, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.59% for IWDP.AS and 0.40% for IDVY.AS.

Portfolio Optimizer

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