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IWDP.AS vs. SYBR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWDP.AS vs. SYBR.DE

Last updated Jun 5, 2026

IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) and SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) are both exchange-traded funds - IWDP.AS is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while SYBR.DE is a Corporate Bonds fund tracking the Bloomberg US Intermediate Corporate Bond. Both are passively managed. Over the past 10 years, IWDP.AS returned 2.99%/yr vs 2.95%/yr for SYBR.DE. At a 0.29 correlation, their price movements are largely independent. IWDP.AS charges 0.59%/yr vs 0.12%/yr for SYBR.DE.

Performance

IWDP.AS vs. SYBR.DE - 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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDP.AS achieves a 7.94% return, which is significantly higher than SYBR.DE's 1.66% return. Both investments have delivered pretty close results over the past 10 years, with IWDP.AS having a 2.99% annualized return and SYBR.DE not far behind at 2.95%.

IWDP.AS

1D
0.02%
1M
-0.21%
YTD
7.94%
6M
8.16%
1Y
8.73%
3Y*
5.61%
5Y*
1.63%
10Y*
2.99%

SYBR.DE

1D
0.07%
1M
0.89%
YTD
1.66%
6M
1.06%
1Y
3.23%
3Y*
2.96%
5Y*
3.21%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.AS vs. SYBR.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)		7.94%-3.33%6.79%5.38%-19.61%36.11%-17.19%23.60%-1.01%-2.62%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF		1.66%-3.96%10.21%5.72%-3.89%7.04%-1.81%14.86%3.26%-8.28%

Correlation

The correlation between IWDP.AS and SYBR.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.29

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

0.21

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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2016

0.29

Compare stocks, funds, or ETFs

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iShares Developed Markets Property Yield UCITS ETF USD (Dist)

SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF

Often compared with IWDP.AS:
IWDP.AS vs. HPRD.LIWDP.AS vs. TREG.LIWDP.AS vs. VGOV.LIWDP.AS vs. HPRO.LIWDP.AS vs. BIRDXIWDP.AS vs. VNQIWDP.AS vs. SPY
Often compared with SYBR.DE:
SYBR.DE vs. JEPQSYBR.DE vs. XYLD.DESYBR.DE vs. UEF7.DESYBR.DE vs. XDGU.DESYBR.DE vs. SYBF.DESYBR.DE vs. FRNU.DESYBR.DE vs. XAT1.DE

Return for Risk

IWDP.AS vs. SYBR.DE — 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: 2323
Overall Rank
IWDP.AS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 2222
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 2222
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 2525
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 2525
Martin Ratio Rank
SYBR.DE
SYBR.DE Risk / Return Rank: 2020
Overall Rank
SYBR.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 2323
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. SYBR.DE - 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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE). 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.ASSYBR.DEDifference
Sharpe ratioReturn per unit of total volatility
0.79
0.61

+0.18

Sortino ratioReturn per unit of downside risk
1.17
0.92

+0.25

Omega ratioGain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratioReturn relative to maximum drawdown

1.14

1.02

+0.12

Martin ratioReturn relative to average drawdown

3.34

2.82

+0.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWDP.AS vs. SYBR.DE - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 0.79, which is comparable to the SYBR.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IWDP.AS and SYBR.DE, 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.ASSYBR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.61

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.43

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.40

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.40

-0.23

Drawdowns

IWDP.AS vs. SYBR.DE - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -70.13%, which is greater than SYBR.DE's maximum drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and SYBR.DE.

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Drawdown Indicators

IWDP.ASSYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-15.02%

-55.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-3.14%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-9.61%

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.88%

-9.61%

-20.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-15.02%

-26.53%

Current Drawdown

Current decline from peak

-7.01%

-4.54%

-2.47%

Average Drawdown

Average peak-to-trough decline

-15.78%

-4.16%

-11.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.14%

+1.46%

Volatility

IWDP.AS vs. SYBR.DE - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) has a higher volatility of 3.10% compared to SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) at 0.76%. This indicates that IWDP.AS's price experiences larger fluctuations and is considered to be riskier than SYBR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDP.ASSYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

0.76%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

3.61%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

5.26%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

7.41%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

7.32%

+8.66%

IWDP.AS vs. SYBR.DE - Expense Ratio Comparison

IWDP.AS has a 0.59% expense ratio, which is higher than SYBR.DE's 0.12% expense ratio.

Dividends

IWDP.AS vs. SYBR.DE - Dividend Comparison

IWDP.AS's dividend yield for the trailing twelve months is around 3.01%, less than SYBR.DE's 4.65% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF		4.65%5.03%4.55%5.85%2.62%2.24%2.89%3.01%2.78%3.41%1.21%0.00%

Frequently Asked Questions

IWDP.AS and SYBR.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.59% for IWDP.AS.

IWDP.AS is categorized as REIT, while SYBR.DE is Corporate Bonds. IWDP.AS tracks FTSE EPRA Nareit Global TR USD, while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.59% for IWDP.AS and 0.12% for SYBR.DE.

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