EMIG.DE vs. IUSP.DE
EMIG.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc) and IUSP.DE (iShares US Property Yield UCITS ETF) are both Emerging Markets Bonds funds - EMIG.DE tracks the JPM EMBI Global Diversified TR USD while IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD. Both are passively managed. Over the past 5 years, EMIG.DE returned 0.76%/yr vs 2.97%/yr for IUSP.DE. At a 0.45 correlation, their price movements are largely independent. EMIG.DE charges 0.45%/yr vs 0.40%/yr for IUSP.DE.
Performance
EMIG.DE vs. IUSP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMIG.DE achieves a 1.49% return, which is significantly higher than IUSP.DE's -0.08% return.
EMIG.DE
- 1D
- 0.05%
- 1M
- 0.97%
- YTD
- 1.49%
- 6M
- 0.73%
- 1Y
- 4.51%
- 3Y*
- 2.05%
- 5Y*
- 0.76%
- 10Y*
- —
IUSP.DE
- 1D
- -0.57%
- 1M
- 1.22%
- YTD
- -0.08%
- 6M
- -0.21%
- 1Y
- 5.37%
- 3Y*
- 4.80%
- 5Y*
- 2.97%
- 10Y*
- 2.78%
EMIG.DE vs. IUSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMIG.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc | 1.49% | -2.91% | 7.57% | 2.80% | -12.35% | 6.34% | -1.01% | 2.63% |
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | -6.15% | 4.68% |
Correlation
The correlation between EMIG.DE and IUSP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2019 | 0.45 |
The correlation between EMIG.DE and IUSP.DE shifts across timeframes, from 0.37 (1 year) to 0.47 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EMIG.DE vs. IUSP.DE — Risk / Return Rank
EMIG.DE
IUSP.DE
EMIG.DE vs. IUSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) and iShares US Property Yield UCITS ETF (IUSP.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.
| EMIG.DE | IUSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.15 | -0.90 |
| Martin ratioReturn relative to average drawdown | 0.38 | 3.19 | -2.80 |
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
| EMIG.DE | IUSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.86 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.40 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.13 | -0.09 |
Drawdowns
EMIG.DE vs. IUSP.DE - Drawdown Comparison
The maximum EMIG.DE drawdown since its inception was -16.46%, smaller than the maximum IUSP.DE drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for EMIG.DE and IUSP.DE.
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Drawdown Indicators
| EMIG.DE | IUSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -26.42% | +9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -4.53% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | -7.04% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -9.18% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.74% | — |
Current DrawdownCurrent decline from peak | -13.38% | -1.56% | -11.82% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -9.45% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 1.65% | +9.34% |
Volatility
EMIG.DE vs. IUSP.DE - Volatility Comparison
The current volatility for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) is 1.01%, while iShares US Property Yield UCITS ETF (IUSP.DE) has a volatility of 1.71%. This indicates that EMIG.DE experiences smaller price fluctuations and is considered to be less risky than IUSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMIG.DE | IUSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.71% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | 5.42% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 6.06% | +15.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 7.33% | +5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 8.56% | +3.65% |
EMIG.DE vs. IUSP.DE - Expense Ratio Comparison
EMIG.DE has a 0.45% expense ratio, which is higher than IUSP.DE's 0.40% expense ratio.
Dividends
EMIG.DE vs. IUSP.DE - Dividend Comparison
EMIG.DE has not paid dividends to shareholders, while IUSP.DE's dividend yield for the trailing twelve months is around 5.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMIG.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSP.DE iShares US Property Yield UCITS ETF | 5.43% | 7.21% | 7.03% | 6.58% | 7.55% | 5.13% | 6.21% | 6.11% | 6.67% | 6.42% | 6.34% | 4.38% |
Frequently Asked Questions
EMIG.DE and IUSP.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSP.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for EMIG.DE.
EMIG.DE tracks JPM EMBI Global Diversified TR USD, while IUSP.DE tracks JPM GBI-EM Global Diversified TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.45% for EMIG.DE and 0.40% for IUSP.DE.
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