IDUP.L vs. IUSP.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and IUSP.L (iShares US Property Yield UCITS ETF) are both REIT funds from iShares - IDUP.L tracks the iShares US Property Yield UCITS ETF USD (Dist) while IUSP.L tracks the FTSE EPRA Nareit United States TR USD. Both are passively managed. Over the past 10 years, IDUP.L returned 4.11%/yr vs 4.26%/yr for IUSP.L. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.
Performance
IDUP.L vs. IUSP.L - Performance Comparison
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Different Trading Currencies
IDUP.L is traded in USD, while IUSP.L is traded in GBp. To make them comparable, the IUSP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with IDUP.L having a 16.04% return and IUSP.L slightly higher at 16.47%. Both investments have delivered pretty close results over the past 10 years, with IDUP.L having a 4.11% annualized return and IUSP.L not far ahead at 4.26%.
IDUP.L
- 1D
- 0.00%
- 1M
- -0.06%
- 6M
- 14.44%
- YTD
- 16.04%
- 1Y
- 18.31%
- 3Y*
- 9.47%
- 5Y*
- 3.24%
- 10Y*
- 4.11%
IUSP.L
- 1D
- 0.25%
- 1M
- 0.38%
- 6M
- 14.76%
- YTD
- 16.47%
- 1Y
- 18.64%
- 3Y*
- 9.76%
- 5Y*
- 3.35%
- 10Y*
- 4.26%
IDUP.L vs. IUSP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 16.04% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | 21.39% | -4.82% | 4.35% |
IUSP.L iShares US Property Yield UCITS ETF | 16.47% | 2.28% | 4.81% | 12.43% | -24.27% | 42.23% | -11.47% | 22.34% | -4.85% | 4.08% |
Correlation
The correlation between IDUP.L and IUSP.L is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2007 | 0.82 |
The correlation between IDUP.L and IUSP.L shifts across timeframes, from 0.82 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDUP.L vs. IUSP.L — Risk / Return Rank
IDUP.L
IUSP.L
IDUP.L vs. IUSP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and iShares US Property Yield UCITS ETF (IUSP.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.
| IDUP.L | IUSP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.37 | +0.11 |
| Martin ratioReturn relative to average drawdown | 6.81 | 6.64 | +0.18 |
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Drawdowns
IDUP.L vs. IUSP.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, smaller than the maximum IUSP.L drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for IDUP.L and IUSP.L.
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Drawdown Indicators
| IDUP.L | IUSP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -85.28% | +10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -7.83% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -19.96% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -33.46% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -45.30% | -0.32% |
Current DrawdownCurrent decline from peak | -1.41% | -1.01% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -29.08% | +13.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.80% | -0.10% |
Volatility
IDUP.L vs. IUSP.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and iShares US Property Yield UCITS ETF (IUSP.L) have volatilities of 3.92% and 3.83%, 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
| IDUP.L | IUSP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 3.83% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 9.76% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 12.76% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 18.19% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 20.28% | +0.07% |
IDUP.L vs. IUSP.L - Expense Ratio Comparison
Both IDUP.L and IUSP.L have an expense ratio of 0.40%.
Dividends
IDUP.L vs. IUSP.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.90%, which matches IUSP.L's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.90% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
IUSP.L iShares US Property Yield UCITS ETF | 2.92% | 3.28% | 3.04% | 3.22% | 3.72% | 2.09% | 3.43% | 3.22% | 4.46% | 3.32% | 3.21% | 2.89% |
Frequently Asked Questions
With a correlation of 0.93, IDUP.L and IUSP.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.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDUP.L and IUSP.L have the same expense ratio: 0.40% per year.
IDUP.L tracks iShares US Property Yield UCITS ETF USD (Dist), while IUSP.L tracks FTSE EPRA Nareit United States TR USD.
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