IPRE.DE vs. IUSQ.DE
IPRE.DE (iShares European Property Yield UCITS ETF EUR (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IPRE.DE is a REIT fund tracking the FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while IUSQ.DE is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 5 years, IPRE.DE returned -3.70%/yr vs 11.85%/yr for IUSQ.DE. At a 0.43 correlation, their price movements are largely independent. IPRE.DE charges 0.40%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IPRE.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IPRE.DE achieves a 3.98% return, which is significantly lower than IUSQ.DE's 14.14% return.
IPRE.DE
- 1D
- 0.20%
- 1M
- 4.20%
- 6M
- 4.86%
- YTD
- 3.98%
- 1Y
- 1.43%
- 3Y*
- 11.38%
- 5Y*
- -3.70%
- 10Y*
- —
IUSQ.DE
- 1D
- 0.59%
- 1M
- 1.08%
- 6M
- 13.65%
- YTD
- 14.14%
- 1Y
- 26.53%
- 3Y*
- 17.85%
- 5Y*
- 11.85%
- 10Y*
- 12.51%
IPRE.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IPRE.DE iShares European Property Yield UCITS ETF EUR (Acc) | 3.98% | 8.66% | -0.90% | 18.13% | -37.40% | 8.12% | -8.88% | 26.14% | -4.74% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 14.14% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -4.72% |
Correlation
The correlation between IPRE.DE and IUSQ.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.44 |
The correlation between IPRE.DE and IUSQ.DE shifts across timeframes, from 0.29 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IPRE.DE vs. IUSQ.DE — Risk / Return Rank
IPRE.DE
IUSQ.DE
IPRE.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.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.
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.
| IPRE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 4.08 | -3.98 |
| Martin ratioReturn relative to average drawdown | 0.23 | 16.66 | -16.43 |
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Drawdowns
IPRE.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IPRE.DE drawdown since its inception was -50.15%, 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 IPRE.DE and IUSQ.DE.
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Drawdown Indicators
| IPRE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.15% | -33.60% | -16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -15.03% | -6.48% | -8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.41% | -21.25% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -49.30% | -21.25% | -28.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -24.16% | -0.06% | -24.10% |
Average DrawdownAverage peak-to-trough decline | -23.68% | -4.17% | -19.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 1.59% | +4.64% |
Volatility
IPRE.DE vs. IUSQ.DE - Volatility Comparison
iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has a higher volatility of 3.88% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.66%. This indicates that IPRE.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPRE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.66% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 8.63% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 11.78% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 13.99% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 14.98% | +6.23% |
IPRE.DE vs. IUSQ.DE - Expense Ratio Comparison
IPRE.DE has a 0.40% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IPRE.DE vs. IUSQ.DE - Dividend Comparison
Neither IPRE.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IPRE.DE and IUSQ.DE have a correlation of 0.29, 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 0.40% for IPRE.DE.
IPRE.DE is categorized as REIT, while IUSQ.DE is Global Equities. IPRE.DE tracks FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.40% for IPRE.DE and 0.20% for IUSQ.DE.
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