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SPY2.DE vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY2.DE vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPY2.DE is traded in EUR, while IPRP.L is traded in GBp. To make them comparable, the IPRP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPY2.DE achieves a 8.38% return, which is significantly higher than IPRP.L's 0.44% return.


SPY2.DE

1D
0.10%
1M
-0.62%
YTD
8.38%
6M
7.13%
1Y
10.21%
3Y*
5.92%
5Y*
2.27%
10Y*

IPRP.L

1D
0.52%
1M
-1.35%
YTD
0.44%
6M
1.28%
1Y
-0.95%
3Y*
11.34%
5Y*
-3.67%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY2.DE vs. IPRP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
8.38%-2.42%5.09%7.66%-20.98%41.62%-18.78%-1.52%
IPRP.L
iShares European Property Yield UCITS ETF
0.44%8.23%0.12%18.50%-36.77%8.88%-8.80%3.48%

Correlation

The correlation between SPY2.DE and IPRP.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.56

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2019

0.59

The correlation between SPY2.DE and IPRP.L has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

SPY2.DE vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPY2.DE
SPY2.DE Risk / Return Rank: 2727
Overall Rank
SPY2.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 3030
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.

SPY2.DE vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) 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.


SPY2.DEIPRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.16

Calmar ratioReturn relative to maximum drawdown

1.48

-0.06

+1.54

Martin ratioReturn relative to average drawdown

4.38

-0.17

+4.54

SPY2.DE vs. IPRP.L - Sharpe Ratio Comparison

The current SPY2.DE Sharpe Ratio is 0.89, which is higher than the IPRP.L Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SPY2.DE 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


SPY2.DEIPRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.06

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.17

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.13

-0.08

Drawdowns

SPY2.DE vs. IPRP.L - Drawdown Comparison

The maximum SPY2.DE drawdown since its inception was -42.59%, smaller than the maximum IPRP.L drawdown of -65.62%. Use the drawdown chart below to compare losses from any high point for SPY2.DE and IPRP.L.


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Drawdown Indicators


SPY2.DEIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-65.62%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-15.28%

+8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-16.33%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

-49.08%

+18.36%

Max Drawdown (10Y)

Largest decline over 10 years

-49.50%

Current Drawdown

Current decline from peak

-7.69%

-24.53%

+16.84%

Average Drawdown

Average peak-to-trough decline

-15.50%

-15.57%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

5.73%

-3.40%

Volatility

SPY2.DE vs. IPRP.L - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) is 2.82%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.46%. This indicates that SPY2.DE 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


SPY2.DEIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

4.46%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

12.68%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

14.87%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

21.37%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

19.33%

+0.58%

SPY2.DE vs. IPRP.L - Expense Ratio Comparison

Both SPY2.DE and IPRP.L have an expense ratio of 0.40%.


Dividends

SPY2.DE vs. IPRP.L - Dividend Comparison

SPY2.DE 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%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
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


SPY2.DE and IPRP.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPY2.DE and IPRP.L have the same expense ratio: 0.40% per year.

SPY2.DE tracks Dow Jones Global Select Real Estate Securities, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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