IWDP.AS vs. IFGL
IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) and IFGL (iShares International Developed Real Estate ETF) are both REIT funds from iShares - IWDP.AS tracks the FTSE EPRA Nareit Global TR USD while IFGL tracks the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. Both are passively managed. Over the past 10 years, IWDP.AS returned 2.95%/yr vs 1.20%/yr for IFGL. A 0.56 correlation means they provide meaningful diversification when combined. IWDP.AS charges 0.59%/yr vs 0.48%/yr for IFGL.
Performance
IWDP.AS vs. IFGL - Performance Comparison
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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%
IWDP.AS vs. IFGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IWDP.AS
IFGL
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.AS | IFGL | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWDP.AS | IFGL | Difference | |
|---|---|---|---|
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.AS | IFGL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.03% | -17.44% | +10.41% |
Average DrawdownAverage peak-to-trough decline | -15.78% | -15.75% | -0.03% |
Ulcer IndexDepth 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.AS | IFGL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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