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SUPR.L vs. IUKD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUPR.L vs. IUKD.L

Last updated Jun 5, 2026

SUPR.L (Supermarket Income REIT PLC) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 5 years, SUPR.L returned 0.10%/yr vs 11.88%/yr for IUKD.L. At a 0.33 correlation, their price movements are largely independent.

Performance

SUPR.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Supermarket Income REIT PLC (SUPR.L) and iShares UK Dividend UCITS ETF (IUKD.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, SUPR.L achieves a 4.93% return, which is significantly lower than IUKD.L's 7.22% return.

SUPR.L

1D
0.00%
1M
0.76%
YTD
4.93%
6M
4.04%
1Y
8.65%
3Y*
8.67%
5Y*
0.10%
10Y*
—

IUKD.L

1D
0.49%
1M
1.90%
YTD
7.22%
6M
9.76%
1Y
24.68%
3Y*
18.89%
5Y*
11.88%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUPR.L vs. IUKD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SUPR.L
Supermarket Income REIT PLC		4.93%29.84%-15.13%-8.83%-11.61%20.67%2.61%21.25%0.35%0.50%
IUKD.L
iShares UK Dividend UCITS ETF		7.22%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%2.85%

Correlation

The correlation between SUPR.L and IUKD.L is 0.56, 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

0.56

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

0.53

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.33

Over the past year, SUPR.L and IUKD.L have become more correlated (0.56) than their long-term average of 0.33, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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Supermarket Income REIT PLC

iShares UK Dividend UCITS ETF

Often compared with SUPR.L:
SUPR.L vs. DIASUPR.L vs. ICSHSUPR.L vs. VOOSUPR.L vs. OSUPR.L vs. IBTL.LSUPR.L vs. LMP.LSUPR.L vs. TSLY
Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. IDVY.LIUKD.L vs. FLGBIUKD.L vs. CPJ1.L

Return for Risk

SUPR.L vs. IUKD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUPR.L
SUPR.L Risk / Return Rank: 5555
Overall Rank
SUPR.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SUPR.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SUPR.L Omega Ratio Rank: 4949
Omega Ratio Rank
SUPR.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SUPR.L Martin Ratio Rank: 5757
Martin Ratio Rank
IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
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.

SUPR.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Supermarket Income REIT PLC (SUPR.L) and iShares UK Dividend UCITS ETF (IUKD.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.

SUPR.LIUKD.LDifference
Sharpe ratioReturn per unit of total volatility
0.54
2.19

-1.65

Sortino ratioReturn per unit of downside risk
0.83
2.96

-2.13

Omega ratioGain probability vs. loss probability

1.10

1.41

-0.31

Calmar ratioReturn relative to maximum drawdown

0.73

2.48

-1.74

Martin ratioReturn relative to average drawdown

1.57

8.97

-7.40

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

SUPR.L vs. IUKD.L - Sharpe Ratio Comparison

The current SUPR.L Sharpe Ratio is 0.54, which is lower than the IUKD.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SUPR.L and IUKD.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

SUPR.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.19

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.86

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.41

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.28

-0.06

Drawdowns

SUPR.L vs. IUKD.L - Drawdown Comparison

The maximum SUPR.L drawdown since its inception was -43.91%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for SUPR.L and IUKD.L.

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Drawdown Indicators

SUPR.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.91%

-61.95%

+18.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-9.92%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.85%

-10.52%

-9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.91%

-19.93%

-23.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.34%

—

Current Drawdown

Current decline from peak

-16.56%

-3.39%

-13.17%

Average Drawdown

Average peak-to-trough decline

-13.69%

-14.97%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.74%

+2.75%

Volatility

SUPR.L vs. IUKD.L - Volatility Comparison

Supermarket Income REIT PLC (SUPR.L) has a higher volatility of 3.92% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 3.72%. This indicates that SUPR.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUPR.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.72%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

9.33%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

11.21%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

13.84%

+9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

17.22%

+1.30%

Dividends

SUPR.L vs. IUKD.L - Dividend Comparison

SUPR.L's dividend yield for the trailing twelve months is around 7.48%, more than IUKD.L's 4.53% yield.

PositionTTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF		4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
SUPR.L
Supermarket Income REIT PLC		7.48%7.53%8.92%6.92%5.81%4.82%5.49%5.18%5.76%0.00%0.00%0.00%

Frequently Asked Questions

SUPR.L and IUKD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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