AYEP.DE vs. IUSQ.DE
AYEP.DE (iShares Asia Property Yield UCITS ETF USD Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - AYEP.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Asia Dividend+, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, AYEP.DE returned -1.21%/yr vs 12.42%/yr for IUSQ.DE. A 0.58 correlation means they provide meaningful diversification when combined. AYEP.DE charges 0.59%/yr vs 0.20%/yr for IUSQ.DE.
Performance
AYEP.DE vs. IUSQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AYEP.DE achieves a -5.35% return, which is significantly lower than IUSQ.DE's 12.65% return.
AYEP.DE
- 1D
- -0.02%
- 1M
- -6.11%
- YTD
- -5.35%
- 6M
- -4.80%
- 1Y
- 4.48%
- 3Y*
- 0.62%
- 5Y*
- -1.21%
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
AYEP.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -5.35% | 15.89% | -4.24% | -5.46% | -7.48% | 13.37% | -16.64% | 19.27% | -2.92% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -4.67% |
Correlation
The correlation between AYEP.DE and IUSQ.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.58 |
The correlation between AYEP.DE and IUSQ.DE has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AYEP.DE vs. IUSQ.DE — Risk / Return Rank
AYEP.DE
IUSQ.DE
AYEP.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| AYEP.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 4.08 | -3.72 |
| Martin ratioReturn relative to average drawdown | 1.10 | 16.69 | -15.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AYEP.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 2.31 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.88 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.76 | -0.76 |
Drawdowns
AYEP.DE vs. IUSQ.DE - Drawdown Comparison
The maximum AYEP.DE drawdown since its inception was -38.46%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and IUSQ.DE.
Loading charts...
Drawdown Indicators
| AYEP.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -33.60% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -6.48% | -5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -21.25% | +8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | -21.25% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -16.71% | -0.55% | -16.16% |
Average DrawdownAverage peak-to-trough decline | -15.03% | -4.19% | -10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 1.59% | +2.48% |
Volatility
AYEP.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 2.79%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that AYEP.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AYEP.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.03% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 8.26% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 11.47% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.71% | 13.94% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 15.02% | +0.41% |
AYEP.DE vs. IUSQ.DE - Expense Ratio Comparison
AYEP.DE has a 0.59% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
AYEP.DE vs. IUSQ.DE - Dividend Comparison
Neither AYEP.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
AYEP.DE and IUSQ.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.59% for AYEP.DE.
AYEP.DE is categorized as REIT, while IUSQ.DE is Global Equities. AYEP.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.59% for AYEP.DE and 0.20% for IUSQ.DE.
Find the right allocation for AYEP.DE and IUSQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer