IWDP.L vs. VNQI
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
IWDP.L and VNQI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. Both IWDP.L and VNQI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDP.L or VNQI.
Key characteristics
| IWDP.L | VNQI | |
|---|---|---|
| YTD Return | 3.08% | 1.64% |
| 1Y Return | 16.50% | 15.49% |
| 3Y Return (Ann) | -4.64% | -6.20% |
| 5Y Return (Ann) | -2.37% | -2.70% |
| 10Y Return (Ann) | 2.13% | 1.16% |
| Sharpe Ratio | 1.35 | 1.07 |
| Sortino Ratio | 2.00 | 1.61 |
| Omega Ratio | 1.25 | 1.19 |
| Calmar Ratio | 0.63 | 0.51 |
| Martin Ratio | 3.84 | 4.22 |
| Ulcer Index | 4.46% | 3.78% |
| Daily Std Dev | 12.73% | 14.97% |
| Max Drawdown | -62.78% | -38.35% |
| Current Drawdown | -16.17% | -20.76% |
Correlation
The correlation between IWDP.L and VNQI is 0.61, 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. VNQI - Performance Comparison
In the year-to-date period, IWDP.L achieves a 3.08% return, which is significantly higher than VNQI's 1.64% return. Over the past 10 years, IWDP.L has outperformed VNQI with an annualized return of 2.13%, while VNQI has yielded a comparatively lower 1.16% 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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IWDP.L vs. VNQI - Expense Ratio Comparison
IWDP.L has a 0.59% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Risk-Adjusted Performance
IWDP.L vs. VNQI - 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 Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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. VNQI - Dividend Comparison
IWDP.L's dividend yield for the trailing twelve months is around 3.06%, less than VNQI's 3.68% 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 | 3.06% | 3.14% | 3.55% | 2.17% | 3.11% | 3.02% | 3.81% | 3.05% | 2.97% | 2.93% | 2.64% | 3.13% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.68% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
Drawdowns
IWDP.L vs. VNQI - Drawdown Comparison
The maximum IWDP.L drawdown since its inception was -62.78%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IWDP.L and VNQI. For additional features, visit the drawdowns tool.
Volatility
IWDP.L vs. VNQI - Volatility Comparison
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and Vanguard Global ex-U.S. Real Estate ETF (VNQI) have volatilities of 4.00% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.