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XGSD.L vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XGSD.L vs. IPRP.L

Last updated Jun 5, 2026

XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) and IPRP.L (iShares European Property Yield UCITS ETF) are both exchange-traded funds - XGSD.L is a Global Equity Income fund tracking the STOXX Global Select Dividend 100, while IPRP.L is a REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Both are passively managed. Over the past 10 years, XGSD.L returned 10.06%/yr vs 1.98%/yr for IPRP.L. A 0.54 correlation means they provide meaningful diversification when combined. XGSD.L charges 0.50%/yr vs 0.40%/yr for IPRP.L.

Performance

XGSD.L vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGSD.L achieves a 12.80% return, which is significantly higher than IPRP.L's -0.45% return. Over the past 10 years, XGSD.L has outperformed IPRP.L with an annualized return of 10.06%, while IPRP.L has yielded a comparatively lower 1.98% annualized return.

XGSD.L

1D
0.46%
1M
2.73%
YTD
12.80%
6M
14.57%
1Y
33.44%
3Y*
19.25%
5Y*
11.03%
10Y*
10.06%

IPRP.L

1D
0.61%
1M
-1.16%
YTD
-0.45%
6M
0.27%
1Y
1.71%
3Y*
11.51%
5Y*
-3.55%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. IPRP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		12.80%25.50%9.10%2.81%4.26%14.86%-4.16%16.96%-5.61%7.02%
IPRP.L
iShares European Property Yield UCITS ETF		-0.45%14.18%-4.49%16.04%-33.34%2.23%-3.56%18.93%-4.97%19.62%

Correlation

The correlation between XGSD.L and IPRP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.42

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

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.54

The correlation between XGSD.L and IPRP.L shifts across timeframes, from 0.42 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

XGSD.L vs. IPRP.L - Sectors Allocation Comparison

Sectors
XGSD.L
IPRP.L

Financial Services

40.7%

-

Energy

9.2%

-

Industrials

9.0%

-

Consumer Cyclical

8.6%

-

Real Estate

7.2%
100.0%

Utilities

6.8%

-

Consumer Defensive

6.1%

-

Basic Materials

5.8%

-

Communication Services

3.2%

-

Healthcare

1.9%

-

Technology

1.7%

-

Financial Services

XGSD.L
40.7%
IPRP.L

-

Energy

XGSD.L
9.2%
IPRP.L

-

Industrials

XGSD.L
9.0%
IPRP.L

-

Consumer Cyclical

XGSD.L
8.6%
IPRP.L

-

Real Estate

XGSD.L
7.2%
IPRP.L
100.0%

Utilities

XGSD.L
6.8%
IPRP.L

-

Consumer Defensive

XGSD.L
6.1%
IPRP.L

-

Basic Materials

XGSD.L
5.8%
IPRP.L

-

Communication Services

XGSD.L
3.2%
IPRP.L

-

Healthcare

XGSD.L
1.9%
IPRP.L

-

Technology

XGSD.L
1.7%
IPRP.L

-

Compare stocks, funds, or ETFs

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Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D

iShares European Property Yield UCITS ETF

Often compared with XGSD.L:
XGSD.L vs. GBDV.LXGSD.L vs. VTXGSD.L vs. VGWL.DEXGSD.L vs. XCX5.LXGSD.L vs. EXUS.LXGSD.L vs. XMME.LXGSD.L vs. TDIV.AS
Often compared with IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS

Return for Risk

XGSD.L vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XGSD.L
XGSD.L Risk / Return Rank: 9595
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9595
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9494
Martin Ratio Rank
IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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.

XGSD.L vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.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.

XGSD.LIPRP.LDifference
Sharpe ratioReturn per unit of total volatility
3.93
0.11

+3.82

Sortino ratioReturn per unit of downside risk
5.47
0.27

+5.21

Omega ratioGain probability vs. loss probability

1.74

1.03

+0.71

Calmar ratioReturn relative to maximum drawdown

6.99

0.11

+6.88

Martin ratioReturn relative to average drawdown

26.29

0.29

+26.00

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

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

The current XGSD.L Sharpe Ratio is 3.93, which is higher than the IPRP.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of XGSD.L and IPRP.L, 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

XGSD.LIPRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.93

0.11

+3.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

-0.16

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.10

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.22

+0.09

Drawdowns

XGSD.L vs. IPRP.L - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -57.01%, roughly equal to the maximum IPRP.L drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for XGSD.L and IPRP.L.

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Drawdown Indicators

XGSD.LIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.01%

-59.70%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-16.11%

+11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-11.54%

-16.11%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-48.44%

+33.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-48.44%

+16.53%

Current Drawdown

Current decline from peak

-0.39%

-22.85%

+22.46%

Average Drawdown

Average peak-to-trough decline

-9.32%

-14.69%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

5.93%

-4.66%

Volatility

XGSD.L vs. IPRP.L - Volatility Comparison

The current volatility for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) is 2.50%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.48%. This indicates that XGSD.L experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XGSD.LIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

4.48%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

13.02%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

8.47%

15.13%

-6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

21.51%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

19.32%

-5.06%

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

XGSD.L has a 0.50% expense ratio, which is higher than IPRP.L's 0.40% expense ratio.

Dividends

XGSD.L vs. IPRP.L - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.15%, more than IPRP.L's 3.34% yield.

PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF		3.34%3.32%3.30%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		4.15%4.60%6.39%7.50%8.70%4.77%5.38%4.26%4.68%3.57%2.76%0.03%

Frequently Asked Questions

XGSD.L and IPRP.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IPRP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IPRP.L is cheaper with a 0.40% expense ratio, compared with 0.50% for XGSD.L.

XGSD.L is categorized as Global Equity Income, while IPRP.L is REIT. XGSD.L tracks STOXX Global Select Dividend 100, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.50% for XGSD.L and 0.40% for IPRP.L.

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