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XREP.L vs. IDUP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XREP.L vs. IDUP.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 US Property Yield UCITS ETF USD (Dist) (IDUP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XREP.L is traded in GBp, while IDUP.L is traded in USD. To make them comparable, the IDUP.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 14.67% return, which is significantly lower than IDUP.L's 19.71% return.


XREP.L

1D
1.08%
1M
2.66%
6M
10.45%
YTD
14.67%
1Y
14.04%
3Y*
8.65%
5Y*
10Y*

IDUP.L

1D
1.04%
1M
2.73%
6M
14.96%
YTD
19.71%
1Y
21.38%
3Y*
9.84%
5Y*
4.33%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XREP.L
Invesco Real Estate S&P US Select Sector UCITS ETF GBP
14.67%-3.09%4.07%6.60%-10.87%
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
19.71%-5.06%6.56%7.39%-10.79%

Correlation

The correlation between XREP.L and IDUP.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.88

The correlation between XREP.L and IDUP.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

XREP.L vs. IDUP.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: 3939
Overall Rank
XREP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XREP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XREP.L Omega Ratio Rank: 3333
Omega Ratio Rank
XREP.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XREP.L Martin Ratio Rank: 3737
Martin Ratio Rank

IDUP.L
IDUP.L Risk / Return Rank: 6868
Overall Rank
IDUP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 6363
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 6262
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. IDUP.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 US Property Yield UCITS ETF USD (Dist) (IDUP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XREP.LIDUP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

2.02

3.29

-1.27

Martin ratioReturn relative to average drawdown

4.46

7.66

-3.19

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

The current XREP.L Sharpe Ratio is 1.03, which is lower than the IDUP.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XREP.L and IDUP.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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Drawdowns

XREP.L vs. IDUP.L - Drawdown Comparison

The maximum XREP.L drawdown since its inception was -27.45%, smaller than the maximum IDUP.L drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for XREP.L and IDUP.L.


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Drawdown Indicators


XREP.LIDUP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.45%

-59.86%

+32.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-6.47%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-21.22%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.14%

Max Drawdown (10Y)

Largest decline over 10 years

-39.54%

Current Drawdown

Current decline from peak

-0.28%

-0.17%

-0.11%

Average Drawdown

Average peak-to-trough decline

-12.21%

-11.10%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.79%

+0.35%

Volatility

XREP.L vs. IDUP.L - Volatility Comparison

Invesco Real Estate S&P US Select Sector UCITS ETF GBP (XREP.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) have volatilities of 5.16% and 5.33%, 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


XREP.LIDUP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.33%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

10.91%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

13.83%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

17.71%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

19.91%

-3.54%

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

XREP.L has a 0.14% expense ratio, which is lower than IDUP.L's 0.40% expense ratio.


Dividends

XREP.L vs. IDUP.L - Dividend Comparison

XREP.L has not paid dividends to shareholders, while IDUP.L's dividend yield for the trailing twelve months is around 2.81%.


PositionTTM20252024202320222021202020192018201720162015
IDUP.L
iShares US Property Yield UCITS ETF USD (Dist)
2.81%3.20%3.09%3.13%3.84%2.13%3.22%3.10%4.60%3.17%3.55%2.98%
XREP.L
Invesco Real Estate S&P US Select Sector UCITS ETF GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, XREP.L and IDUP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XREP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XREP.L is cheaper with a 0.14% expense ratio, compared with 0.40% for IDUP.L.

XREP.L tracks S&P Select Sector Capped 20% Real Estate Index, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for XREP.L and 0.40% for IDUP.L.

Portfolio Optimizer

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