IWDP.AS vs. IPRP.L
IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) and IPRP.L (iShares European Property Yield UCITS ETF) are both REIT funds from iShares - IWDP.AS tracks the FTSE EPRA Nareit Global TR USD while IPRP.L tracks the FTSE EPRA Nareit Developed Europe TR EUR. Both are passively managed. Over the past 10 years, IWDP.AS returned 2.95%/yr vs 1.00%/yr for IPRP.L. A 0.53 correlation means they provide meaningful diversification when combined. IWDP.AS charges 0.59%/yr vs 0.40%/yr for IPRP.L.
Performance
IWDP.AS vs. IPRP.L - Performance Comparison
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Different Trading Currencies
IWDP.AS is traded in EUR, while IPRP.L is traded in GBp. To make them comparable, the IPRP.L 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 IPRP.L's -0.10% return. Over the past 10 years, IWDP.AS has outperformed IPRP.L with an annualized return of 2.95%, while IPRP.L has yielded a comparatively lower 1.00% 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%
IPRP.L
- 1D
- -1.64%
- 1M
- -3.61%
- YTD
- -0.10%
- 6M
- 0.55%
- 1Y
- -1.85%
- 3Y*
- 11.40%
- 5Y*
- -3.78%
- 10Y*
- 1.00%
IWDP.AS vs. IPRP.L - 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% |
IPRP.L iShares European Property Yield UCITS ETF | -0.10% | 8.23% | 0.12% | 18.50% | -36.77% | 8.88% | -8.80% | 26.50% | -6.14% | 14.91% |
Correlation
The correlation between IWDP.AS and IPRP.L is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.53 |
The correlation between IWDP.AS and IPRP.L has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.
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Return for Risk
IWDP.AS vs. IPRP.L — Risk / Return Rank
IWDP.AS
IPRP.L
IWDP.AS vs. IPRP.L - 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 European Property Yield UCITS ETF (IPRP.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.
| IWDP.AS | IPRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.99 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.12 | +1.23 |
| Martin ratioReturn relative to average drawdown | 3.24 | -0.32 | +3.57 |
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 | IPRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.12 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.18 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.05 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.12 | +0.05 |
Drawdowns
IWDP.AS vs. IPRP.L - Drawdown Comparison
The maximum IWDP.AS drawdown since its inception was -70.13%, which is greater than IPRP.L's maximum drawdown of -65.62%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and IPRP.L.
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Drawdown Indicators
| IWDP.AS | IPRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -65.62% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.55% | -15.28% | +7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -16.33% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -29.88% | -49.08% | +19.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.55% | -49.50% | +7.95% |
Current DrawdownCurrent decline from peak | -7.03% | -24.94% | +17.91% |
Average DrawdownAverage peak-to-trough decline | -15.78% | -15.57% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 5.69% | -3.10% |
Volatility
IWDP.AS vs. IPRP.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.54%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.79%. This indicates that IWDP.AS experiences smaller price fluctuations and is considered to be less risky than IPRP.L 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 | IPRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.79% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 12.72% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 14.88% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 21.37% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 19.34% | -3.36% |
IWDP.AS vs. IPRP.L - Expense Ratio Comparison
IWDP.AS has a 0.59% expense ratio, which is higher than IPRP.L's 0.40% expense ratio.
Dividends
IWDP.AS vs. IPRP.L - Dividend Comparison
IWDP.AS's dividend yield for the trailing twelve months is around 3.01%, less than IPRP.L's 3.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPRP.L iShares European Property Yield UCITS ETF | 3.36% | 3.32% | 3.30% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% |
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 IPRP.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IPRP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IPRP.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IWDP.AS.
IWDP.AS tracks FTSE EPRA Nareit Global TR USD, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. Their fees differ too: 0.59% for IWDP.AS and 0.40% for IPRP.L.
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