LMP.L vs. IUKP.L
Compare and contrast key facts about LondonMetric Property plc (LMP.L) and iShares UK Property UCITS ETF (IUKP.L).
IUKP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT United Kingdom. It was launched on Mar 16, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMP.L or IUKP.L.
Key characteristics
| LMP.L | IUKP.L | |
|---|---|---|
| YTD Return | 2.78% | -7.61% |
| 1Y Return | 8.49% | -0.33% |
| 3Y Return (Ann) | -7.17% | -10.22% |
| 5Y Return (Ann) | -0.25% | -4.43% |
| 10Y Return (Ann) | 7.39% | -0.38% |
| Sharpe Ratio | 0.53 | 0.06 |
| Sortino Ratio | 0.88 | 0.21 |
| Omega Ratio | 1.10 | 1.02 |
| Calmar Ratio | 0.34 | 0.03 |
| Martin Ratio | 2.37 | 0.18 |
| Ulcer Index | 4.62% | 5.42% |
| Daily Std Dev | 20.78% | 17.65% |
| Max Drawdown | -42.13% | -79.72% |
| Current Drawdown | -24.03% | -32.50% |
Correlation
The correlation between LMP.L and IUKP.L is 0.67, 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
LMP.L vs. IUKP.L - Performance Comparison
In the year-to-date period, LMP.L achieves a 2.78% return, which is significantly higher than IUKP.L's -7.61% return. Over the past 10 years, LMP.L has outperformed IUKP.L with an annualized return of 7.39%, while IUKP.L has yielded a comparatively lower -0.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
LMP.L vs. IUKP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LondonMetric Property plc (LMP.L) and iShares UK Property UCITS ETF (IUKP.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.
Dividends
LMP.L vs. IUKP.L - Dividend Comparison
LMP.L's dividend yield for the trailing twelve months is around 5.64%, more than IUKP.L's 5.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMP.L LondonMetric Property plc | 5.64% | 5.07% | 5.48% | 3.12% | 3.71% | 3.55% | 4.60% | 4.09% | 4.73% | 5.49% | 4.59% | 5.06% |
IUKP.L iShares UK Property UCITS ETF | 5.12% | 3.53% | 3.63% | 2.01% | 1.94% | 2.78% | 3.72% | 3.05% | 2.72% | 2.39% | 2.06% | 2.27% |
Drawdowns
LMP.L vs. IUKP.L - Drawdown Comparison
The maximum LMP.L drawdown since its inception was -42.13%, smaller than the maximum IUKP.L drawdown of -79.72%. Use the drawdown chart below to compare losses from any high point for LMP.L and IUKP.L. For additional features, visit the drawdowns tool.
Volatility
LMP.L vs. IUKP.L - Volatility Comparison
The current volatility for LondonMetric Property plc (LMP.L) is 5.53%, while iShares UK Property UCITS ETF (IUKP.L) has a volatility of 6.22%. This indicates that LMP.L experiences smaller price fluctuations and is considered to be less risky than IUKP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.