IWDP.L vs. BBOX.L
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and Tritax Big Box REIT plc (BBOX.L).
IWDP.L 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDP.L or BBOX.L.
Key characteristics
| IWDP.L | BBOX.L | |
|---|---|---|
| YTD Return | 2.43% | -15.86% |
| 1Y Return | 16.41% | -8.61% |
| 3Y Return (Ann) | -4.83% | -12.30% |
| 5Y Return (Ann) | -2.42% | 2.60% |
| 10Y Return (Ann) | 2.07% | 13.47% |
| Sharpe Ratio | 1.01 | -0.32 |
| Sortino Ratio | 1.49 | -0.30 |
| Omega Ratio | 1.18 | 0.97 |
| Calmar Ratio | 0.45 | -0.19 |
| Martin Ratio | 2.77 | -1.00 |
| Ulcer Index | 4.47% | 7.16% |
| Daily Std Dev | 12.72% | 23.99% |
| Max Drawdown | -62.78% | -48.58% |
| Current Drawdown | -16.70% | -37.52% |
Correlation
The correlation between IWDP.L and BBOX.L is 0.51, 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.L vs. BBOX.L - Performance Comparison
In the year-to-date period, IWDP.L achieves a 2.43% return, which is significantly higher than BBOX.L's -15.86% return. Over the past 10 years, IWDP.L has underperformed BBOX.L with an annualized return of 2.07%, while BBOX.L has yielded a comparatively higher 13.47% 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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Risk-Adjusted Performance
IWDP.L vs. BBOX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and Tritax Big Box REIT plc (BBOX.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.
Dividends
IWDP.L vs. BBOX.L - Dividend Comparison
IWDP.L's dividend yield for the trailing twelve months is around 3.08%, less than BBOX.L's 5.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.08% | 3.14% | 3.55% | 2.17% | 3.11% | 3.02% | 3.81% | 3.05% | 2.97% | 2.93% | 2.64% | 3.13% |
BBOX.L Tritax Big Box REIT plc | 5.57% | 5.02% | 5.01% | 2.61% | 3.81% | 4.58% | 5.09% | 4.30% | 5.56% | 42.16% | 3.17% | 0.00% |
Drawdowns
IWDP.L vs. BBOX.L - Drawdown Comparison
The maximum IWDP.L drawdown since its inception was -62.78%, which is greater than BBOX.L's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for IWDP.L and BBOX.L. For additional features, visit the drawdowns tool.
Volatility
IWDP.L vs. BBOX.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 4.14%, while Tritax Big Box REIT plc (BBOX.L) has a volatility of 8.34%. This indicates that IWDP.L experiences smaller price fluctuations and is considered to be less risky than BBOX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.