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

Performance

IWDP.AS vs. IFGL - 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 International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDP.AS is traded in EUR, while IFGL is traded in USD. To make them comparable, the IFGL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDP.AS achieves a 7.91% return, which is significantly higher than IFGL's -1.02% return. Over the past 10 years, IWDP.AS has outperformed IFGL with an annualized return of 2.95%, while IFGL has yielded a comparatively lower 1.20% 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%

IFGL

1D
-0.96%
1M
-3.37%
YTD
-1.02%
6M
-0.04%
1Y
4.02%
3Y*
3.76%
5Y*
-1.74%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.AS vs. IFGL - 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%
IFGL
iShares International Developed Real Estate ETF
-1.02%9.55%-1.13%2.24%-19.51%16.39%-15.24%23.37%-1.99%5.26%

Correlation

The correlation between IWDP.AS and IFGL is 0.53, 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

0.53

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

0.58

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

0.60

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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.56

The correlation between IWDP.AS and IFGL has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

IWDP.AS vs. IFGL — 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

IFGL
IFGL Risk / Return Rank: 1515
Overall Rank
IFGL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1515
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1515
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1414
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1515
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. IFGL - 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 International Developed Real Estate ETF (IFGL). 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.ASIFGLDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratioReturn relative to maximum drawdown

1.11

0.33

+0.77

Martin ratioReturn relative to average drawdown

3.24

1.03

+2.21

IWDP.AS vs. IFGL - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 0.77, which is higher than the IFGL Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IWDP.AS and IFGL, 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.ASIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.34

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.12

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.08

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.11

+0.06

Drawdowns

IWDP.AS vs. IFGL - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -70.13%, which is greater than IFGL's maximum drawdown of -62.89%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and IFGL.


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Drawdown Indicators


IWDP.ASIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-62.89%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-12.07%

+4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-17.23%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.88%

-31.19%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-39.47%

-2.08%

Current Drawdown

Current decline from peak

-7.03%

-17.44%

+10.41%

Average Drawdown

Average peak-to-trough decline

-15.78%

-15.75%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.90%

-1.31%

Volatility

IWDP.AS vs. IFGL - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.54%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 3.80%. This indicates that IWDP.AS experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDP.ASIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.80%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

9.82%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

11.71%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

14.04%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

15.16%

+0.82%

IWDP.AS vs. IFGL - Expense Ratio Comparison

IWDP.AS has a 0.59% expense ratio, which is higher than IFGL's 0.48% expense ratio.


Dividends

IWDP.AS vs. IFGL - Dividend Comparison

IWDP.AS's dividend yield for the trailing twelve months is around 3.01%, less than IFGL's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
3.90%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
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 IFGL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFGL is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFGL is cheaper with a 0.48% expense ratio, compared with 0.59% for IWDP.AS.

IWDP.AS tracks FTSE EPRA Nareit Global TR USD, while IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. Their fees differ too: 0.59% for IWDP.AS and 0.48% for IFGL.

Portfolio Optimizer

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