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

IWDP.L vs. VYMI

Last updated Jun 5, 2026

IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, IWDP.L returned 3.99%/yr vs 11.22%/yr for VYMI. At a 0.40 correlation, their price movements are largely independent. IWDP.L charges 0.59%/yr vs 0.07%/yr for VYMI.

Performance

IWDP.L vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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 VYMI is traded in USD. To make them comparable, the VYMI 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 6.86% return, which is significantly lower than VYMI's 11.72% return. Over the past 10 years, IWDP.L has underperformed VYMI with an annualized return of 3.99%, while VYMI has yielded a comparatively higher 11.22% 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%

VYMI

1D
0.00%
1M
1.92%
YTD
11.72%
6M
13.59%
1Y
31.19%
3Y*
18.97%
5Y*
13.15%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.L vs. VYMI - 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%
VYMI
Vanguard International High Dividend Yield ETF		12.44%28.22%8.93%11.22%4.03%16.48%-4.01%13.93%-7.47%11.78%

Correlation

The correlation between IWDP.L and VYMI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.36

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.40

IWDP.L vs. VYMI - Sectors Allocation Comparison

Sectors
IWDP.L
VYMI

Real Estate

100.0%
1.3%

Financial Services

0.1%
41.9%

Consumer Cyclical

0.0%
6.5%

Basic Materials

-

6.8%

Communication Services

-

4.0%

Consumer Defensive

-

7.0%

Energy

-

9.5%

Healthcare

-

6.6%

Industrials

-

6.6%

Technology

-

4.3%

Utilities

-

5.6%

Real Estate

IWDP.L
100.0%
VYMI
1.3%

Financial Services

IWDP.L
0.1%
VYMI
41.9%

Consumer Cyclical

IWDP.L
0.0%
VYMI
6.5%

Basic Materials

IWDP.L

-

VYMI
6.8%

Communication Services

IWDP.L

-

VYMI
4.0%

Consumer Defensive

IWDP.L

-

VYMI
7.0%

Energy

IWDP.L

-

VYMI
9.5%

Healthcare

IWDP.L

-

VYMI
6.6%

Industrials

IWDP.L

-

VYMI
6.6%

Technology

IWDP.L

-

VYMI
4.3%

Utilities

IWDP.L

-

VYMI
5.6%

Compare stocks, funds, or ETFs

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

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

Vanguard International High Dividend Yield 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 VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

IWDP.L vs. VYMI — 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
VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
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. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.LVYMIDifference
Sharpe ratioReturn per unit of total volatility
1.05
2.95

-1.90

Sortino ratioReturn per unit of downside risk
1.55
3.90

-2.35

Omega ratioGain probability vs. loss probability

1.18

1.56

-0.37

Calmar ratioReturn relative to maximum drawdown

1.33

3.49

-2.16

Martin ratioReturn relative to average drawdown

4.13

14.63

-10.50

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. VYMI - Sharpe Ratio Comparison

The current IWDP.L Sharpe Ratio is 1.05, which is lower than the VYMI Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of IWDP.L and VYMI, 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.LVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

2.95

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

1.12

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.74

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.76

-0.50

Drawdowns

IWDP.L vs. VYMI - Drawdown Comparison

The maximum IWDP.L drawdown since its inception was -58.29%, which is greater than VYMI's maximum drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for IWDP.L and VYMI.

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Drawdown Indicators

IWDP.LVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-58.29%

-30.76%

-27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-8.97%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-11.25%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-11.25%

-15.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.66%

-30.76%

-4.90%

Current Drawdown

Current decline from peak

-3.40%

-1.07%

-2.33%

Average Drawdown

Average peak-to-trough decline

-11.23%

-3.55%

-7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.14%

+0.64%

Volatility

IWDP.L vs. VYMI - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.00% and 3.05%, 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.

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Volatility by Period

IWDP.LVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.05%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

8.84%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

10.62%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

11.76%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.14%

+0.40%

IWDP.L vs. VYMI - Expense Ratio Comparison

IWDP.L has a 0.59% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

IWDP.L vs. VYMI - Dividend Comparison

IWDP.L's dividend yield for the trailing twelve months is around 3.03%, less than VYMI's 3.42% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VYMI
Vanguard International High Dividend Yield ETF		3.42%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Frequently Asked Questions

IWDP.L and VYMI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.59% for IWDP.L.

IWDP.L is categorized as REIT, while VYMI is Dividend. IWDP.L tracks FTSE EPRA Nareit Global TR USD, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.59% for IWDP.L and 0.07% for VYMI.

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