PortfoliosLab logoPortfoliosLab logo
IWDP.L vs. TRET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDP.L vs. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IWDP.L is traded in GBp, while TRET.L is traded in USD. To make them comparable, the TRET.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDP.L achieves a 10.89% return, which is significantly higher than TRET.L's 9.68% return. Over the past 10 years, IWDP.L has underperformed TRET.L with an annualized return of 3.63%, while TRET.L has yielded a comparatively higher 5.61% annualized return.


IWDP.L

1D
-0.22%
1M
1.99%
YTD
10.89%
6M
12.05%
1Y
15.44%
3Y*
8.78%
5Y*
2.03%
10Y*
3.63%

TRET.L

1D
0.01%
1M
2.10%
YTD
9.68%
6M
10.83%
1Y
18.10%
3Y*
11.28%
5Y*
3.89%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
10.89%1.72%1.23%3.99%-14.93%26.93%-12.50%17.32%-0.09%1.36%
TRET.L
VanEck Global Real Estate UCITS ETF
9.68%6.26%2.84%8.22%-16.83%30.96%-9.65%31.43%6.97%-11.67%

Correlation

The correlation between IWDP.L and TRET.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.92

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

0.91

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2011

0.75

The correlation between IWDP.L and TRET.L shifts across timeframes, from 0.75 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWDP.L vs. TRET.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: 4343
Overall Rank
IWDP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 4242
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 4040
Martin Ratio Rank

TRET.L
TRET.L Risk / Return Rank: 3232
Overall Rank
TRET.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 3131
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 3333
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. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWDP.LTRET.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.25

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.78

2.00

-0.22

Martin ratioReturn relative to average drawdown

5.57

6.18

-0.60

IWDP.L vs. TRET.L - Sharpe Ratio Comparison

The current IWDP.L Sharpe Ratio is 1.41, which is comparable to the TRET.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IWDP.L and TRET.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.


Loading charts...

Drawdowns

IWDP.L vs. TRET.L - Drawdown Comparison

The maximum IWDP.L drawdown since its inception was -59.16%, which is greater than TRET.L's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IWDP.L and TRET.L.


Loading charts...

Drawdown Indicators


IWDP.LTRET.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.16%

-36.12%

-23.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-9.00%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-15.30%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-27.34%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-36.12%

+0.51%

Current Drawdown

Current decline from peak

-0.22%

-0.71%

+0.49%

Average Drawdown

Average peak-to-trough decline

-11.10%

-10.10%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.92%

-0.16%

Volatility

IWDP.L vs. TRET.L - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 3.10%, while VanEck Global Real Estate UCITS ETF (TRET.L) has a volatility of 4.59%. This indicates that IWDP.L experiences smaller price fluctuations and is considered to be less risky than TRET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWDP.LTRET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

4.59%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

10.53%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

12.72%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

15.69%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

17.74%

-2.31%

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

IWDP.L has a 0.59% expense ratio, which is higher than TRET.L's 0.25% expense ratio.


Dividends

IWDP.L vs. TRET.L - Dividend Comparison

IWDP.L's dividend yield for the trailing twelve months is around 2.92%, less than TRET.L's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
2.92%3.14%3.18%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%
TRET.L
VanEck Global Real Estate UCITS ETF
3.38%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%0.00%0.00%

Frequently Asked Questions


IWDP.L and TRET.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRET.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.L is cheaper with a 0.25% expense ratio, compared with 0.59% for IWDP.L.

IWDP.L tracks FTSE EPRA Nareit Global TR USD, while TRET.L tracks GPR Global 100 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.59% for IWDP.L and 0.25% for TRET.L.

Portfolio Optimizer

Find the right allocation for IWDP.L and TRET.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer