IWDP.AS vs. VNQ
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and Vanguard Real Estate ETF (VNQ).
IWDP.AS and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDP.AS is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both IWDP.AS and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDP.AS or VNQ.
Key characteristics
| IWDP.AS | VNQ | |
|---|---|---|
| YTD Return | 10.71% | 11.92% |
| 1Y Return | 30.41% | 40.51% |
| 3Y Return (Ann) | -0.43% | -0.29% |
| 5Y Return (Ann) | 0.99% | 4.22% |
| 10Y Return (Ann) | 5.06% | 6.18% |
| Sharpe Ratio | 2.19 | 2.20 |
| Sortino Ratio | 3.26 | 3.15 |
| Omega Ratio | 1.42 | 1.40 |
| Calmar Ratio | 1.06 | 1.12 |
| Martin Ratio | 11.18 | 8.66 |
| Ulcer Index | 2.61% | 4.42% |
| Daily Std Dev | 13.46% | 17.32% |
| Max Drawdown | -68.40% | -73.07% |
| Current Drawdown | -7.28% | -7.68% |
Correlation
The correlation between IWDP.AS and VNQ is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IWDP.AS vs. VNQ - Performance Comparison
In the year-to-date period, IWDP.AS achieves a 10.71% return, which is significantly lower than VNQ's 11.92% return. Over the past 10 years, IWDP.AS has underperformed VNQ with an annualized return of 5.06%, while VNQ has yielded a comparatively higher 6.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWDP.AS vs. VNQ - Expense Ratio Comparison
IWDP.AS has a 0.59% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
IWDP.AS vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
IWDP.AS vs. VNQ - Dividend Comparison
IWDP.AS's dividend yield for the trailing twelve months is around 3.24%, less than VNQ's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist) | 3.24% | 3.41% | 3.91% | 2.51% | 3.58% | 3.25% | 4.52% | 3.49% | 3.44% | 3.28% | 3.42% | 4.07% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
IWDP.AS vs. VNQ - Drawdown Comparison
The maximum IWDP.AS drawdown since its inception was -68.40%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and VNQ. For additional features, visit the drawdowns tool.
Volatility
IWDP.AS vs. VNQ - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 2.76%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.94%. This indicates that IWDP.AS experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.