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MEUD.L vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MEUD.L vs. IPRP.L

Last updated Jun 5, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and IPRP.L (iShares European Property Yield UCITS ETF) are both exchange-traded funds - MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while IPRP.L is a REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Both are passively managed. Over the past 10 years, MEUD.L returned 10.28%/yr vs 1.98%/yr for IPRP.L. A 0.60 correlation means they provide meaningful diversification when combined. MEUD.L charges 0.15%/yr vs 0.40%/yr for IPRP.L.

Performance

MEUD.L vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEUD.L achieves a 6.58% return, which is significantly higher than IPRP.L's -0.45% return. Over the past 10 years, MEUD.L has outperformed IPRP.L with an annualized return of 10.28%, while IPRP.L has yielded a comparatively lower 1.98% annualized return.

MEUD.L

1D
0.58%
1M
3.26%
YTD
6.58%
6M
8.93%
1Y
19.54%
3Y*
14.05%
5Y*
9.89%
10Y*
10.28%

IPRP.L

1D
0.61%
1M
-1.16%
YTD
-0.45%
6M
0.27%
1Y
1.71%
3Y*
11.51%
5Y*
-3.55%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. IPRP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc		6.58%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%15.43%
IPRP.L
iShares European Property Yield UCITS ETF		-0.45%14.18%-4.49%16.04%-33.34%2.23%-3.56%18.93%-4.97%19.62%

Correlation

The correlation between MEUD.L and IPRP.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.48

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.61

The correlation between MEUD.L and IPRP.L shifts across timeframes, from 0.46 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

MEUD.L vs. IPRP.L - Sectors Allocation Comparison

Sectors
MEUD.L
IPRP.L

Financial Services

24.0%

-

Industrials

20.1%

-

Healthcare

12.7%

-

Technology

9.4%

-

Consumer Defensive

7.7%

-

Consumer Cyclical

6.9%

-

Energy

5.5%

-

Basic Materials

5.0%

-

Utilities

4.5%

-

Communication Services

3.1%

-

Real Estate

1.2%
100.0%

Financial Services

MEUD.L
24.0%
IPRP.L

-

Industrials

MEUD.L
20.1%
IPRP.L

-

Healthcare

MEUD.L
12.7%
IPRP.L

-

Technology

MEUD.L
9.4%
IPRP.L

-

Consumer Defensive

MEUD.L
7.7%
IPRP.L

-

Consumer Cyclical

MEUD.L
6.9%
IPRP.L

-

Energy

MEUD.L
5.5%
IPRP.L

-

Basic Materials

MEUD.L
5.0%
IPRP.L

-

Utilities

MEUD.L
4.5%
IPRP.L

-

Communication Services

MEUD.L
3.1%
IPRP.L

-

Real Estate

MEUD.L
1.2%
IPRP.L
100.0%

Compare stocks, funds, or ETFs

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Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc

iShares European Property Yield UCITS ETF

Often compared with MEUD.L:
MEUD.L vs. SMEA.LMEUD.L vs. XSX6.LMEUD.L vs. VEUA.LMEUD.L vs. SPYMEUD.L vs. HMEU.LMEUD.L vs. VUAA.LMEUD.L vs. CS51.L
Often compared with IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS

Return for Risk

MEUD.L vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MEUD.L
MEUD.L Risk / Return Rank: 4545
Overall Rank
MEUD.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 4949
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4343
Martin Ratio Rank
IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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.

MEUD.L vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and iShares European Property Yield UCITS ETF (IPRP.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.

MEUD.LIPRP.LDifference
Sharpe ratioReturn per unit of total volatility
1.60
0.11

+1.49

Sortino ratioReturn per unit of downside risk
2.26
0.27

+1.99

Omega ratioGain probability vs. loss probability

1.30

1.03

+0.27

Calmar ratioReturn relative to maximum drawdown

1.85

0.11

+1.74

Martin ratioReturn relative to average drawdown

6.70

0.29

+6.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEUD.L vs. IPRP.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is higher than the IPRP.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of MEUD.L and IPRP.L, 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

MEUD.LIPRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.11

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.16

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.10

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.22

+0.37

Drawdowns

MEUD.L vs. IPRP.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum IPRP.L drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for MEUD.L and IPRP.L.

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Drawdown Indicators

MEUD.LIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-59.70%

+31.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-16.11%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-16.11%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-48.44%

+31.35%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-48.44%

+19.87%

Current Drawdown

Current decline from peak

-1.33%

-22.85%

+21.52%

Average Drawdown

Average peak-to-trough decline

-4.16%

-14.69%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.93%

-3.02%

Volatility

MEUD.L vs. IPRP.L - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 4.14%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.48%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MEUD.LIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.48%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

13.02%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

15.13%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

21.51%

-7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

19.32%

-4.40%

MEUD.L vs. IPRP.L - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is lower than IPRP.L's 0.40% expense ratio.

Dividends

MEUD.L vs. IPRP.L - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 3.34%.

PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF		3.34%3.32%3.30%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

MEUD.L and IPRP.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.40% for IPRP.L.

MEUD.L is categorized as Europe Equities, while IPRP.L is REIT. MEUD.L tracks MSCI Europe NR EUR, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for MEUD.L and 0.40% for IPRP.L.

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