PortfoliosLab logoPortfoliosLab logo
XREP.L vs. DPYA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XREP.L vs. DPYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XREP.L vs. DPYA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XREP.L
Invesco Real Estate S&P US Select Sector UCITS ETF GBP
2.97%-3.09%4.07%6.60%1.33%
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
3.40%1.47%1.65%4.22%0.58%
Different Trading Currencies

XREP.L is traded in GBp, while DPYA.L is traded in USD. To make them comparable, the DPYA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XREP.L achieves a 2.97% return, which is significantly lower than DPYA.L's 3.40% return.


XREP.L

1D
-0.03%
1M
-5.27%
YTD
2.97%
6M
0.56%
1Y
-1.13%
3Y*
4.32%
5Y*
10Y*

DPYA.L

1D
1.22%
1M
-5.61%
YTD
3.40%
6M
2.39%
1Y
5.38%
3Y*
4.33%
5Y*
2.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XREP.L vs. DPYA.L - Expense Ratio Comparison

XREP.L has a 0.14% expense ratio, which is lower than DPYA.L's 0.59% expense ratio.


Return for Risk

XREP.L vs. DPYA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XREP.L
XREP.L Risk / Return Rank: 1313
Overall Rank
XREP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XREP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
XREP.L Omega Ratio Rank: 2020
Omega Ratio Rank
XREP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
XREP.L Martin Ratio Rank: 1111
Martin Ratio Rank

DPYA.L
DPYA.L Risk / Return Rank: 2828
Overall Rank
DPYA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DPYA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
DPYA.L Omega Ratio Rank: 2626
Omega Ratio Rank
DPYA.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
DPYA.L Martin Ratio Rank: 3131
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.

XREP.L vs. DPYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.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.


XREP.LDPYA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.37

-0.40

Sortino ratio

Return per unit of downside risk

0.31

0.59

-0.28

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

-0.04

0.70

-0.74

Martin ratio

Return relative to average drawdown

-0.07

2.18

-2.24

XREP.L vs. DPYA.L - Sharpe Ratio Comparison

The current XREP.L Sharpe Ratio is -0.02, which is lower than the DPYA.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of XREP.L and DPYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XREP.LDPYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.37

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.17

-0.05

Correlation

The correlation between XREP.L and DPYA.L is 0.83, 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.


Dividends

XREP.L vs. DPYA.L - Dividend Comparison

Neither XREP.L nor DPYA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XREP.L vs. DPYA.L - Drawdown Comparison

The maximum XREP.L drawdown since its inception was -29.50%, smaller than the maximum DPYA.L drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for XREP.L and DPYA.L.


Loading graphics...

Drawdown Indicators


XREP.LDPYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.50%

-42.96%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-29.50%

-11.39%

-18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

Current Drawdown

Current decline from peak

-26.07%

-8.35%

-17.72%

Average Drawdown

Average peak-to-trough decline

-11.04%

-12.59%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.67%

2.87%

+14.80%

Volatility

XREP.L vs. DPYA.L - Volatility Comparison

The current volatility for Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L) is 4.24%, while iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) has a volatility of 5.35%. This indicates that XREP.L experiences smaller price fluctuations and is considered to be less risky than DPYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XREP.LDPYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.35%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

42.31%

9.00%

+33.31%

Volatility (1Y)

Calculated over the trailing 1-year period

45.05%

14.39%

+30.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

14.98%

+12.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

17.06%

+10.86%