IWDP.L vs. IITU.L

Last updated Jun 5, 2026

IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IWDP.L returned 3.99%/yr vs 27.26%/yr for IITU.L. At a 0.42 correlation, their price movements are largely independent. IWDP.L charges 0.59%/yr vs 0.15%/yr for IITU.L.

Performance

IWDP.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IWDP.L achieves a 6.86% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, IWDP.L has underperformed IITU.L with an annualized return of 3.99%, while IITU.L has yielded a comparatively higher 27.26% 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%

IITU.L

• 1D: -2.08%
• 1M: 14.24%
• YTD: 23.25%
• 6M: 22.00%
• 1Y: 53.38%
• 3Y*: 30.94%
• 5Y*: 25.50%
• 10Y*: 27.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	23.25%	14.44%	40.85%	50.70%	-20.63%	35.67%	38.34%	44.21%	4.28%	25.57%

Correlation

The correlation between IWDP.L and IITU.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015	0.42

Over the past year, the correlation between IWDP.L and IITU.L has dropped to 0.10 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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

Sectors	IWDP.L	IITU.L
Real Estate	100.0%	-
Financial Services	0.1%	-
Consumer Cyclical	0.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	0.1%
Healthcare	-	-
Industrials	-	0.0%
Technology	-	99.6%
Utilities	-	-

Return for Risk

IWDP.L vs. IITU.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: 29
IWDP.L Sharpe Ratio Rank: 30
IWDP.L Sortino Ratio Rank: 29
IWDP.L Omega Ratio Rank: 27
IWDP.L Calmar Ratio Rank: 28
IWDP.L Martin Ratio Rank: 29

IITU.L

IITU.L Risk / Return Rank: 70
IITU.L Sharpe Ratio Rank: 84
IITU.L Sortino Ratio Rank: 78
IITU.L Omega Ratio Rank: 76
IITU.L Calmar Ratio Rank: 65
IITU.L Martin Ratio Rank: 49

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. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.L	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.05	2.71	-1.66
Sortino ratio: Return per unit of downside risk	1.55	3.46	-1.91
Omega ratio: Gain probability vs. loss probability	1.18	1.44	-0.26
Calmar ratio: Return relative to maximum drawdown	1.33	3.17	-1.84
Martin ratio: Return relative to average drawdown	4.13	8.17	-4.04
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. IITU.L - Sharpe Ratio Comparison

The current IWDP.L Sharpe Ratio is 1.05, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IWDP.L and IITU.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.

Sharpe Ratios by Period

	IWDP.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.71	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	1.16	-1.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	1.28	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	1.23	-0.97

Drawdowns

IWDP.L vs. IITU.L - Drawdown Comparison

The maximum IWDP.L drawdown since its inception was -58.29%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IWDP.L and IITU.L.

Drawdown Indicators

	IWDP.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.29%	-28.03%	-30.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.61%	-16.76%	+8.15%
Max Drawdown (3Y) Largest decline over 3 years	-16.50%	-28.03%	+11.53%
Max Drawdown (5Y) Largest decline over 5 years	-26.31%	-28.03%	+1.72%
Max Drawdown (10Y) Largest decline over 10 years	-35.66%	-28.03%	-7.63%
Current Drawdown Current decline from peak	-3.40%	-2.89%	-0.51%
Average Drawdown Average peak-to-trough decline	-11.23%	-5.14%	-6.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	6.51%	-3.73%

Volatility

IWDP.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 3.00%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that IWDP.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWDP.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	7.01%	-4.01%
Volatility (6M) Calculated over the trailing 6-month period	8.45%	14.45%	-6.00%
Volatility (1Y) Calculated over the trailing 1-year period	10.89%	19.60%	-8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.76%	21.94%	-8.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	21.31%	-5.77%

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

IWDP.L has a 0.59% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

IWDP.L vs. IITU.L - Dividend Comparison

IWDP.L's dividend yield for the trailing twelve months is around 3.03%, while IITU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both IWDP.L and IITU.L in my portfolio?

IWDP.L and IITU.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWDP.L or IITU.L?

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IWDP.L or IITU.L?

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.59% for IWDP.L.

What is the main difference between IWDP.L and IITU.L?

IWDP.L is categorized as REIT, while IITU.L is Technology Equities. IWDP.L tracks FTSE EPRA Nareit Global TR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.59% for IWDP.L and 0.15% for IITU.L.