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VNA.DE vs. IWDP.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VNA.DE vs. IWDP.AS

Last updated Jun 4, 2026

VNA.DE (Vonovia SE) is a stock, while IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) is REIT fund tracking the FTSE EPRA Nareit Global TR USD. Over the past 10 years, VNA.DE returned 0.19%/yr vs 2.95%/yr for IWDP.AS. At a 0.46 correlation, their price movements are largely independent.

Performance

VNA.DE vs. IWDP.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vonovia SE (VNA.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNA.DE achieves a -12.62% return, which is significantly lower than IWDP.AS's 7.91% return. Over the past 10 years, VNA.DE has underperformed IWDP.AS with an annualized return of 0.19%, while IWDP.AS has yielded a comparatively higher 2.95% annualized return.

VNA.DE

1D
-2.79%
1M
-3.97%
YTD
-12.62%
6M
-15.65%
1Y
-26.42%
3Y*
8.99%
5Y*
-12.59%
10Y*
0.19%

IWDP.AS

1D
0.41%
1M
-0.38%
YTD
7.91%
6M
8.11%
1Y
8.45%
3Y*
5.65%
5Y*
1.62%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNA.DE vs. IWDP.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VNA.DE
Vonovia SE		-12.62%-12.70%6.11%35.91%-52.54%-11.27%32.19%24.34%-1.65%37.56%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)		7.91%-3.33%6.79%5.38%-19.61%36.11%-17.19%23.60%-1.01%-2.62%

Correlation

The correlation between VNA.DE and IWDP.AS is 0.52, 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

0.52

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

0.52

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

0.52

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2013

0.46

The correlation between VNA.DE and IWDP.AS has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vonovia SE

iShares Developed Markets Property Yield UCITS ETF USD (Dist)

Often compared with VNA.DE:
VNA.DE vs. VOOVNA.DE vs. JPMVNA.DE vs. XDWT.DEVNA.DE vs. SPYVNA.DE vs. PLDVNA.DE vs. SPGVNA.DE vs. ^GSPC
Often compared with IWDP.AS:
IWDP.AS vs. HPRD.LIWDP.AS vs. TREG.LIWDP.AS vs. VGOV.LIWDP.AS vs. HPRO.LIWDP.AS vs. BIRDXIWDP.AS vs. VNQIWDP.AS vs. SPY

Return for Risk

VNA.DE vs. IWDP.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VNA.DE
VNA.DE Risk / Return Rank: 66
Overall Rank
VNA.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VNA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VNA.DE Omega Ratio Rank: 77
Omega Ratio Rank
VNA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
VNA.DE Martin Ratio Rank: 44
Martin Ratio Rank
IWDP.AS
IWDP.AS Risk / Return Rank: 2222
Overall Rank
IWDP.AS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 2121
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 2121
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 2424
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.

VNA.DE vs. IWDP.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vonovia SE (VNA.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). 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.

VNA.DEIWDP.ASDifference
Sharpe ratioReturn per unit of total volatility
-0.98
0.77

-1.75

Sortino ratioReturn per unit of downside risk
-1.25
1.14

-2.39

Omega ratioGain probability vs. loss probability

0.83

1.14

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.86

1.11

-1.96

Martin ratioReturn relative to average drawdown

-1.60

3.24

-4.84

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

VNA.DE vs. IWDP.AS - Sharpe Ratio Comparison

The current VNA.DE Sharpe Ratio is -0.98, which is lower than the IWDP.AS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VNA.DE and IWDP.AS, 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

VNA.DEIWDP.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

0.77

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.11

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.18

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.17

+0.04

Drawdowns

VNA.DE vs. IWDP.AS - Drawdown Comparison

The maximum VNA.DE drawdown since its inception was -71.24%, roughly equal to the maximum IWDP.AS drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for VNA.DE and IWDP.AS.

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Drawdown Indicators

VNA.DEIWDP.ASDifference

Max Drawdown

Largest peak-to-trough decline

-71.24%

-70.13%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-30.66%

-7.55%

-23.11%

Max Drawdown (3Y)

Largest decline over 3 years

-34.87%

-19.92%

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-71.11%

-29.88%

-41.23%

Max Drawdown (10Y)

Largest decline over 10 years

-71.24%

-41.55%

-29.69%

Current Drawdown

Current decline from peak

-55.50%

-7.03%

-48.47%

Average Drawdown

Average peak-to-trough decline

-20.42%

-15.78%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.47%

2.59%

+13.88%

Volatility

VNA.DE vs. IWDP.AS - Volatility Comparison

Vonovia SE (VNA.DE) has a higher volatility of 7.17% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) at 3.54%. This indicates that VNA.DE's price experiences larger fluctuations and is considered to be riskier than IWDP.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VNA.DEIWDP.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

3.54%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

23.67%

8.15%

+15.52%

Volatility (1Y)

Calculated over the trailing 1-year period

26.93%

10.90%

+16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.53%

14.41%

+19.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.29%

15.98%

+12.31%

Dividends

VNA.DE vs. IWDP.AS - Dividend Comparison

VNA.DE's dividend yield for the trailing twelve months is around 6.18%, more than IWDP.AS's 3.01% yield.

PositionTTM20252024202320222021202020192018201720162015
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)		3.01%3.20%3.10%3.16%3.71%2.11%3.18%2.91%3.87%3.11%3.07%2.96%
VNA.DE
Vonovia SE		6.18%4.97%3.07%2.98%7.49%2.76%5.02%2.54%2.82%2.29%2.57%1.94%

Frequently Asked Questions

VNA.DE and IWDP.AS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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