XDRE.DE vs. AYEP.DE
XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and AYEP.DE (iShares Asia Property Yield UCITS ETF USD Acc) are both REIT funds - XDRE.DE tracks the Dow Jones Developed Green Real Estate Index while AYEP.DE tracks the FTSE EPRA/NAREIT Developed Asia Dividend+. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 3.93% for AYEP.DE. A 0.53 correlation means they provide meaningful diversification when combined. XDRE.DE charges 0.18%/yr vs 0.59%/yr for AYEP.DE.
Performance
XDRE.DE vs. AYEP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly higher than AYEP.DE's -5.35% return.
XDRE.DE
- 1D
- 0.41%
- 1M
- 0.53%
- YTD
- 7.27%
- 6M
- 6.71%
- 1Y
- 9.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AYEP.DE
- 1D
- -0.02%
- 1M
- -7.31%
- YTD
- -5.35%
- 6M
- -4.44%
- 1Y
- 3.93%
- 3Y*
- 0.62%
- 5Y*
- -1.21%
- 10Y*
- —
XDRE.DE vs. AYEP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -5.35% | 15.89% | -2.71% |
Correlation
The correlation between XDRE.DE and AYEP.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.53 |
The correlation between XDRE.DE and AYEP.DE has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
XDRE.DE vs. AYEP.DE — Risk / Return Rank
XDRE.DE
AYEP.DE
XDRE.DE vs. AYEP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). 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.
| XDRE.DE | AYEP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.36 | +1.04 |
| Martin ratioReturn relative to average drawdown | 4.22 | 1.10 | +3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDRE.DE | AYEP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.41 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.00 | +0.03 |
Drawdowns
XDRE.DE vs. AYEP.DE - Drawdown Comparison
The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum AYEP.DE drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and AYEP.DE.
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Drawdown Indicators
| XDRE.DE | AYEP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -38.46% | +17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -12.31% | +5.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.65% | — |
Current DrawdownCurrent decline from peak | -2.81% | -16.71% | +13.90% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -15.03% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 4.07% | -1.80% |
Volatility
XDRE.DE vs. AYEP.DE - Volatility Comparison
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) have volatilities of 2.92% and 2.79%, 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
| XDRE.DE | AYEP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.79% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.31% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 10.94% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 11.71% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 15.43% | -1.42% |
XDRE.DE vs. AYEP.DE - Expense Ratio Comparison
XDRE.DE has a 0.18% expense ratio, which is lower than AYEP.DE's 0.59% expense ratio.
Dividends
XDRE.DE vs. AYEP.DE - Dividend Comparison
Neither XDRE.DE nor AYEP.DE has paid dividends to shareholders.
Frequently Asked Questions
XDRE.DE and AYEP.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.59% for AYEP.DE.
XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while AYEP.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.18% for XDRE.DE and 0.59% for AYEP.DE.
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