UIND.L vs. IDUP.L
UIND.L (First Trust US Equity Income UCITS ETF USD (Dist)) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both exchange-traded funds - UIND.L is a Dividend fund tracking the Nasdaq US High Equity Income NTR Index, while IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Both are passively managed. Over the past 10 years, UIND.L returned 10.25%/yr vs 4.33%/yr for IDUP.L. At a 0.46 correlation, their price movements are largely independent. UIND.L charges 0.55%/yr vs 0.40%/yr for IDUP.L.
Performance
UIND.L vs. IDUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, UIND.L achieves a 19.78% return, which is significantly higher than IDUP.L's 18.50% return. Over the past 10 years, UIND.L has outperformed IDUP.L with an annualized return of 10.25%, while IDUP.L has yielded a comparatively lower 4.33% annualized return.
UIND.L
- 1D
- 2.04%
- 1M
- 4.82%
- 6M
- 15.76%
- YTD
- 19.78%
- 1Y
- 27.90%
- 3Y*
- 16.47%
- 5Y*
- -56.19%
- 10Y*
- 10.25%
IDUP.L
- 1D
- 2.12%
- 1M
- 2.15%
- 6M
- 14.81%
- YTD
- 18.50%
- 1Y
- 20.99%
- 3Y*
- 10.24%
- 5Y*
- 3.67%
- 10Y*
- 4.33%
UIND.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIND.L First Trust US Equity Income UCITS ETF USD (Dist) | 19.78% | 7.36% | 6.74% | 17.10% | -99.07% | 12,946.70% | 1.16% | 17.39% | -8.36% | 15.10% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 18.50% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | 21.39% | -4.82% | 4.35% |
Correlation
The correlation between UIND.L and IDUP.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 | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2016 | 0.46 |
The correlation between UIND.L and IDUP.L shifts across timeframes, from 0.46 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UIND.L vs. IDUP.L — Risk / Return Rank
UIND.L
IDUP.L
UIND.L vs. IDUP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Income UCITS ETF USD (Dist) (UIND.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UIND.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 2.82 | +1.25 |
| Martin ratioReturn relative to average drawdown | 10.87 | 7.75 | +3.13 |
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Drawdowns
UIND.L vs. IDUP.L - Drawdown Comparison
The maximum UIND.L drawdown since its inception was -99.21%, which is greater than IDUP.L's maximum drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for UIND.L and IDUP.L.
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Drawdown Indicators
| UIND.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.21% | -75.24% | -23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -7.41% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -20.33% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -99.21% | -33.70% | -65.51% |
Max Drawdown (10Y)Largest decline over 10 years | -99.21% | -45.62% | -53.59% |
Current DrawdownCurrent decline from peak | -98.58% | 0.00% | -98.58% |
Average DrawdownAverage peak-to-trough decline | -46.02% | -15.31% | -30.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.70% | -0.14% |
Volatility
UIND.L vs. IDUP.L - Volatility Comparison
First Trust US Equity Income UCITS ETF USD (Dist) (UIND.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) have volatilities of 4.38% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIND.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.42% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 9.96% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 13.12% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.79% | 18.40% | +29.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3,136.02% | 20.36% | +3,115.66% |
UIND.L vs. IDUP.L - Expense Ratio Comparison
UIND.L has a 0.55% expense ratio, which is higher than IDUP.L's 0.40% expense ratio.
Dividends
UIND.L vs. IDUP.L - Dividend Comparison
UIND.L's dividend yield for the trailing twelve months is around 2.72%, less than IDUP.L's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.84% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
UIND.L First Trust US Equity Income UCITS ETF USD (Dist) | 2.72% | 3.00% | 2.90% | 3.14% | 3.27% | 0.02% | 3.14% | 3.04% | 3.14% | 2.42% | 1.69% | 0.00% |
Frequently Asked Questions
UIND.L and IDUP.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.
On fees, IDUP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDUP.L is cheaper with a 0.40% expense ratio, compared with 0.55% for UIND.L.
UIND.L is categorized as Dividend, while IDUP.L is REIT. UIND.L tracks Nasdaq US High Equity Income NTR Index, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). They also come from different issuers: First Trust and iShares. Their fees differ too: 0.55% for UIND.L and 0.40% for IDUP.L.
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