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IWDP.L vs. IASP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWDP.L vs. IASP.L

Last updated Jun 5, 2026

IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) and IASP.L (iShares Asia Property Yield UCITS ETF) are both REIT funds from iShares - IWDP.L tracks the FTSE EPRA Nareit Global TR USD while IASP.L tracks the FTSE EPRA Nareit Developed Asia TR USD. Both are passively managed. Over the past 10 years, IWDP.L returned 3.99%/yr vs -0.92%/yr for IASP.L. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

IWDP.L vs. IASP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and iShares Asia Property Yield UCITS ETF (IASP.L). 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.L achieves a 6.86% return, which is significantly higher than IASP.L's -7.66% return. Over the past 10 years, IWDP.L has outperformed IASP.L with an annualized return of 3.99%, while IASP.L has yielded a comparatively lower -0.92% annualized return.

IWDP.L

1D
0.24%
1M
-0.19%
YTD
6.86%
6M
7.06%
1Y
11.51%
3Y*
5.75%
5Y*
1.76%
10Y*
3.99%

IASP.L

1D
0.16%
1M
-6.82%
YTD
-7.66%
6M
-7.06%
1Y
3.44%
3Y*
-2.88%
5Y*
-4.60%
10Y*
-0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.L vs. IASP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		6.86%1.71%1.22%4.00%-14.93%26.93%-12.50%17.31%-0.09%1.37%
IASP.L
iShares Asia Property Yield UCITS ETF		-7.66%17.20%-11.78%-10.90%-4.90%2.59%-14.59%8.99%0.23%4.41%

Correlation

The correlation between IWDP.L and IASP.L is 0.56, 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

0.56

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

0.58

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

0.59

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

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2006

0.64

The correlation between IWDP.L and IASP.L has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

IWDP.L vs. IASP.L - Sectors Allocation Comparison

Sectors
IWDP.L
IASP.L

Real Estate

100.0%
100.0%

Financial Services

0.1%

-

Consumer Cyclical

0.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

IWDP.L
100.0%
IASP.L
100.0%

Financial Services

IWDP.L
0.1%
IASP.L

-

Consumer Cyclical

IWDP.L
0.0%
IASP.L

-

Basic Materials

IWDP.L

-

IASP.L

-

Communication Services

IWDP.L

-

IASP.L

-

Consumer Defensive

IWDP.L

-

IASP.L

-

Energy

IWDP.L

-

IASP.L

-

Healthcare

IWDP.L

-

IASP.L

-

Industrials

IWDP.L

-

IASP.L

-

Technology

IWDP.L

-

IASP.L

-

Utilities

IWDP.L

-

IASP.L

-

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iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP

iShares Asia Property Yield UCITS ETF

Often compared with IWDP.L:
IWDP.L vs. TRET.DEIWDP.L vs. IUSP.LIWDP.L vs. VNQIWDP.L vs. HPRO.LIWDP.L vs. BIRDXIWDP.L vs. BBOX.LIWDP.L vs. ZPRP.DE
Often compared with IASP.L:
IASP.L vs. TDIV.ASIASP.L vs. REETIASP.L vs. SCHDIASP.L vs. AVUVIASP.L vs. VGTIASP.L vs. VOOIASP.L vs. AREG.L

Return for Risk

IWDP.L vs. IASP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWDP.L
IWDP.L Risk / Return Rank: 2929
Overall Rank
IWDP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 2727
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 2929
Martin Ratio Rank
IASP.L
IASP.L Risk / Return Rank: 1313
Overall Rank
IASP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IASP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IASP.L Omega Ratio Rank: 1313
Omega Ratio Rank
IASP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IASP.L Martin Ratio Rank: 1313
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.L vs. IASP.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) GBP (IWDP.L) and iShares Asia Property Yield UCITS ETF (IASP.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.LIASP.LDifference
Sharpe ratioReturn per unit of total volatility
1.05
0.30

+0.76

Sortino ratioReturn per unit of downside risk
1.55
0.49

+1.06

Omega ratioGain probability vs. loss probability

1.18

1.06

+0.12

Calmar ratioReturn relative to maximum drawdown

1.33

0.24

+1.09

Martin ratioReturn relative to average drawdown

4.13

0.73

+3.40

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.L vs. IASP.L - Sharpe Ratio Comparison

The current IWDP.L Sharpe Ratio is 1.05, which is higher than the IASP.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IWDP.L and IASP.L, 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.LIASP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.30

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.39

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

-0.06

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.05

+0.21

Drawdowns

IWDP.L vs. IASP.L - Drawdown Comparison

The maximum IWDP.L drawdown since its inception was -58.29%, roughly equal to the maximum IASP.L drawdown of -57.81%. Use the drawdown chart below to compare losses from any high point for IWDP.L and IASP.L.

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Drawdown Indicators

IWDP.LIASP.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.29%

-57.81%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-14.22%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-18.10%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-30.75%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.66%

-41.88%

+6.22%

Current Drawdown

Current decline from peak

-3.40%

-35.67%

+32.27%

Average Drawdown

Average peak-to-trough decline

-11.23%

-19.17%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

4.69%

-1.91%

Volatility

IWDP.L vs. IASP.L - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 3.00%, while iShares Asia Property Yield UCITS ETF (IASP.L) has a volatility of 3.79%. This indicates that IWDP.L experiences smaller price fluctuations and is considered to be less risky than IASP.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.LIASP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.79%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

8.92%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

11.50%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

11.82%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

14.52%

+1.02%

IWDP.L vs. IASP.L - Expense Ratio Comparison

Both IWDP.L and IASP.L have an expense ratio of 0.59%.

Dividends

IWDP.L vs. IASP.L - Dividend Comparison

IWDP.L's dividend yield for the trailing twelve months is around 3.03%, more than IASP.L's 0.04% yield.

PositionTTM20252024202320222021202020192018201720162015
IASP.L
iShares Asia Property Yield UCITS ETF		0.04%0.03%0.04%0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.03%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		3.03%3.13%3.17%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%

Frequently Asked Questions

IWDP.L and IASP.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IWDP.L and IASP.L have the same expense ratio: 0.59% per year.

IWDP.L tracks FTSE EPRA Nareit Global TR USD, while IASP.L tracks FTSE EPRA Nareit Developed Asia TR USD.

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