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

Performance

IDUP.L vs. IUSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) and iShares US Property Yield UCITS ETF (IUSP.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

IDUP.L
IDUP.L Risk / Return Rank: 5252
Overall Rank
IDUP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 5050
Martin Ratio Rank

IUSP.L
IUSP.L Risk / Return Rank: 5151
Overall Rank
IUSP.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IUSP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IUSP.L Omega Ratio Rank: 4545
Omega Ratio Rank
IUSP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IUSP.L Martin Ratio Rank: 4646
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.

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.LIUSP.LDifference
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

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

The current IDUP.L Sharpe Ratio is 1.42, which is comparable to the IUSP.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IDUP.L and IUSP.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

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.LIUSP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.41%

-1.01%

-0.40%

Average Drawdown

Average peak-to-trough decline

-15.31%

-29.08%

+13.77%

Ulcer Index

Depth 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.LIUSP.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IDUP.L and IUSP.L

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