UKRE.L vs. HPRD.L
Compare and contrast key facts about iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L).
UKRE.L and HPRD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UKRE.L is a passively managed fund by iShares that tracks the performance of the MSCI UK IMI Liquid Real Estate Index. It was launched on Mar 16, 2015. HPRD.L is a passively managed fund by HSBC that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Jun 20, 2011. Both UKRE.L and HPRD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UKRE.L or HPRD.L.
Key characteristics
| UKRE.L | HPRD.L | |
|---|---|---|
| YTD Return | -3.58% | 6.42% |
| 1Y Return | 4.64% | 24.75% |
| 3Y Return (Ann) | -6.76% | -3.11% |
| 5Y Return (Ann) | -2.23% | 0.67% |
| Sharpe Ratio | 0.43 | 1.69 |
| Sortino Ratio | 0.75 | 2.60 |
| Omega Ratio | 1.08 | 1.33 |
| Calmar Ratio | 0.20 | 0.87 |
| Martin Ratio | 1.49 | 6.40 |
| Ulcer Index | 3.57% | 4.06% |
| Daily Std Dev | 12.53% | 15.35% |
| Max Drawdown | -31.82% | -41.81% |
| Current Drawdown | -22.19% | -11.70% |
Correlation
The correlation between UKRE.L and HPRD.L is 0.61, 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
UKRE.L vs. HPRD.L - Performance Comparison
In the year-to-date period, UKRE.L achieves a -3.58% return, which is significantly lower than HPRD.L's 6.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UKRE.L vs. HPRD.L - Expense Ratio Comparison
UKRE.L has a 0.40% expense ratio, which is higher than HPRD.L's 0.24% expense ratio.
Risk-Adjusted Performance
UKRE.L vs. HPRD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.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
UKRE.L vs. HPRD.L - Dividend Comparison
UKRE.L's dividend yield for the trailing twelve months is around 7.42%, more than HPRD.L's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UKRE.L iShares MSCI Target UK Real Estate UCITS ETF | 7.42% | 5.22% | 1.90% | 0.86% | 1.45% | 2.09% | 2.60% | 2.32% | 1.76% | 0.86% | 0.00% | 0.00% |
HPRD.L HSBC FTSE EPRA NAREIT Developed UCITS ETF | 3.18% | 3.35% | 3.53% | 2.30% | 2.88% | 2.96% | 3.43% | 2.89% | 3.13% | 2.72% | 2.64% | 2.76% |
Drawdowns
UKRE.L vs. HPRD.L - Drawdown Comparison
The maximum UKRE.L drawdown since its inception was -31.82%, smaller than the maximum HPRD.L drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for UKRE.L and HPRD.L. For additional features, visit the drawdowns tool.
Volatility
UKRE.L vs. HPRD.L - Volatility Comparison
iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) has a higher volatility of 4.46% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L) at 3.85%. This indicates that UKRE.L's price experiences larger fluctuations and is considered to be riskier than HPRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.