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IWDP.L vs. VEUR.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDP.L vs. VEUR.MI - 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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with IWDP.L having a 8.82% return and VEUR.MI slightly higher at 8.98%.


IWDP.L

1D
-0.41%
1M
0.47%
YTD
8.82%
6M
9.49%
1Y
11.85%
3Y*
7.25%
5Y*
1.68%
10Y*
4.15%

VEUR.MI

1D
0.00%
1M
3.43%
YTD
8.98%
6M
9.57%
1Y
23.65%
3Y*
15.47%
5Y*
10.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.L vs. VEUR.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
8.82%1.72%1.23%3.99%-14.93%26.93%-12.50%11.99%
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
8.98%27.05%4.33%13.97%-5.31%16.33%3.02%15.85%

Correlation

The correlation between IWDP.L and VEUR.MI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2019

0.52

The correlation between IWDP.L and VEUR.MI shifts across timeframes, from 0.41 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWDP.L vs. VEUR.MI — 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: 3131
Overall Rank
IWDP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 3030
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 3232
Martin Ratio Rank

VEUR.MI
VEUR.MI Risk / Return Rank: 5353
Overall Rank
VEUR.MI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VEUR.MI Sortino Ratio Rank: 5353
Sortino Ratio Rank
VEUR.MI Omega Ratio Rank: 5454
Omega Ratio Rank
VEUR.MI Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEUR.MI Martin Ratio Rank: 5353
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. VEUR.MI - 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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). 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.LVEUR.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.43

2.32

-0.89

Martin ratioReturn relative to average drawdown

4.45

8.39

-3.94

IWDP.L vs. VEUR.MI - Sharpe Ratio Comparison

The current IWDP.L Sharpe Ratio is 1.13, which is lower than the VEUR.MI Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IWDP.L and VEUR.MI, 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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Drawdowns

IWDP.L vs. VEUR.MI - Drawdown Comparison

The maximum IWDP.L drawdown since its inception was -59.16%, which is greater than VEUR.MI's maximum drawdown of -28.41%. Use the drawdown chart below to compare losses from any high point for IWDP.L and VEUR.MI.


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Drawdown Indicators


IWDP.LVEUR.MIDifference

Max Drawdown

Largest peak-to-trough decline

-59.16%

-28.41%

-30.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-10.54%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-13.80%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-16.39%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-1.63%

-0.12%

-1.51%

Average Drawdown

Average peak-to-trough decline

-11.11%

-3.90%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.90%

-0.12%

Volatility

IWDP.L vs. VEUR.MI - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 2.97%, while Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) has a volatility of 3.37%. This indicates that IWDP.L experiences smaller price fluctuations and is considered to be less risky than VEUR.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDP.LVEUR.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.37%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

10.75%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.97%

12.69%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

14.38%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

16.08%

-0.53%

IWDP.L vs. VEUR.MI - Expense Ratio Comparison

IWDP.L has a 0.59% expense ratio, which is higher than VEUR.MI's 0.10% expense ratio.


Dividends

IWDP.L vs. VEUR.MI - Dividend Comparison

IWDP.L's dividend yield for the trailing twelve months is around 2.98%, more than VEUR.MI's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
2.98%3.14%3.18%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
2.62%2.79%3.07%3.00%3.32%2.66%2.23%3.24%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWDP.L and VEUR.MI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEUR.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUR.MI is cheaper with a 0.10% expense ratio, compared with 0.59% for IWDP.L.

IWDP.L is categorized as REIT, while VEUR.MI is Europe Equities. IWDP.L tracks FTSE EPRA Nareit Global TR USD, while VEUR.MI tracks FTSE Developed Europe Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.59% for IWDP.L and 0.10% for VEUR.MI.

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