IYR vs. XREP.L
Compare and contrast key facts about iShares U.S. Real Estate ETF (IYR) and Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L).
IYR and XREP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYR is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Real Estate Index. It was launched on Jun 12, 2000. XREP.L is a passively managed fund by Invesco that tracks the performance of the S&P Select Sector Capped 20% Real Estate Index. It was launched on Feb 17, 2016. Both IYR and XREP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IYR vs. XREP.L - Performance Comparison
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IYR vs. XREP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 1.34% | 3.38% | 4.41% | 11.89% | 6.44% |
XREP.L Invesco Real Estate S&P US Select Sector UCITS ETF GBP | 1.82% | 4.22% | 2.34% | 12.23% | 7.91% |
Different Trading Currencies
IYR is traded in USD, while XREP.L is traded in GBp. To make them comparable, the XREP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IYR achieves a 1.34% return, which is significantly lower than XREP.L's 1.82% return.
IYR
- 1D
- 0.34%
- 1M
- -6.30%
- YTD
- 1.34%
- 6M
- -1.15%
- 1Y
- 1.38%
- 3Y*
- 6.47%
- 5Y*
- 2.87%
- 10Y*
- 5.06%
XREP.L
- 1D
- 0.63%
- 1M
- -5.98%
- YTD
- 1.82%
- 6M
- -0.72%
- 1Y
- 1.80%
- 3Y*
- 7.00%
- 5Y*
- —
- 10Y*
- —
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IYR vs. XREP.L - Expense Ratio Comparison
IYR has a 0.42% expense ratio, which is higher than XREP.L's 0.14% expense ratio.
Return for Risk
IYR vs. XREP.L — Risk / Return Rank
IYR
XREP.L
IYR vs. XREP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.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.
| IYR | XREP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.04 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.23 | 0.42 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.10 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.04 | +0.08 |
Martin ratioReturn relative to average drawdown | 0.45 | 0.07 | +0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYR | XREP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.04 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.29 | +0.03 |
Correlation
The correlation between IYR and XREP.L 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.
Dividends
IYR vs. XREP.L - Dividend Comparison
IYR's dividend yield for the trailing twelve months is around 2.37%, while XREP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 2.37% | 2.48% | 2.57% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% |
XREP.L Invesco Real Estate S&P US Select Sector UCITS ETF GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYR vs. XREP.L - Drawdown Comparison
The maximum IYR drawdown since its inception was -74.13%, which is greater than XREP.L's maximum drawdown of -28.63%. Use the drawdown chart below to compare losses from any high point for IYR and XREP.L.
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Drawdown Indicators
| IYR | XREP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.13% | -29.50% | -44.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -29.50% | +17.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.32% | — | — |
Current DrawdownCurrent decline from peak | -8.83% | -26.07% | +17.24% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -11.04% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 17.67% | -14.45% |
Volatility
IYR vs. XREP.L - Volatility Comparison
iShares U.S. Real Estate ETF (IYR) has a higher volatility of 4.61% compared to Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L) at 4.25%. This indicates that IYR's price experiences larger fluctuations and is considered to be riskier than XREP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYR | XREP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.25% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 42.08% | -32.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 45.19% | -28.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 28.82% | -10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 28.82% | -8.52% |