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XDER.L vs. IPRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XDER.LIPRP.L
YTD Return4.45%5.98%
1Y Return25.38%26.98%
3Y Return (Ann)-6.88%-6.68%
5Y Return (Ann)-2.35%-3.32%
10Y Return (Ann)3.54%4.59%
Sharpe Ratio1.071.18
Daily Std Dev20.90%20.92%
Max Drawdown-45.20%-59.70%
Current Drawdown-24.13%-24.69%

Correlation

-0.50.00.51.00.8

The correlation between XDER.L and IPRP.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

XDER.L vs. IPRP.L - Performance Comparison

In the year-to-date period, XDER.L achieves a 4.45% return, which is significantly lower than IPRP.L's 5.98% return. Over the past 10 years, XDER.L has underperformed IPRP.L with an annualized return of 3.54%, while IPRP.L has yielded a comparatively higher 4.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
15.21%
18.72%
XDER.L
IPRP.L

Compare stocks, funds, or ETFs

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


XDER.L vs. IPRP.L - Expense Ratio Comparison

XDER.L has a 0.33% expense ratio, which is lower than IPRP.L's 0.40% expense ratio.


IPRP.L
iShares European Property Yield UCITS ETF
Expense ratio chart for IPRP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XDER.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

XDER.L vs. IPRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) 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.


XDER.L
Sharpe ratio
The chart of Sharpe ratio for XDER.L, currently valued at 1.28, compared to the broader market0.002.004.001.28
Sortino ratio
The chart of Sortino ratio for XDER.L, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for XDER.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for XDER.L, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Martin ratio
The chart of Martin ratio for XDER.L, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.00100.004.72
IPRP.L
Sharpe ratio
The chart of Sharpe ratio for IPRP.L, currently valued at 1.38, compared to the broader market0.002.004.001.38
Sortino ratio
The chart of Sortino ratio for IPRP.L, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.0012.002.17
Omega ratio
The chart of Omega ratio for IPRP.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for IPRP.L, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for IPRP.L, currently valued at 4.93, compared to the broader market0.0020.0040.0060.0080.00100.004.93

XDER.L vs. IPRP.L - Sharpe Ratio Comparison

The current XDER.L Sharpe Ratio is 1.07, which roughly equals the IPRP.L Sharpe Ratio of 1.18. The chart below compares the 12-month rolling Sharpe Ratio of XDER.L and IPRP.L.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.28
1.38
XDER.L
IPRP.L

Dividends

XDER.L vs. IPRP.L - Dividend Comparison

XDER.L has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 3.13%.


TTM20232022202120202019201820172016201520142013
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPRP.L
iShares European Property Yield UCITS ETF
3.13%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%3.78%3.62%

Drawdowns

XDER.L vs. IPRP.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, smaller than the maximum IPRP.L drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for XDER.L and IPRP.L. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%AprilMayJuneJulyAugustSeptember
-27.77%
-28.17%
XDER.L
IPRP.L

Volatility

XDER.L vs. IPRP.L - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares European Property Yield UCITS ETF (IPRP.L) have volatilities of 5.24% and 5.29%, 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.


4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
5.24%
5.29%
XDER.L
IPRP.L