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IUS7.DE vs. PLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS7.DE vs. PLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and Prologis, Inc. (PLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUS7.DE is traded in EUR, while PLD is traded in USD. To make them comparable, the PLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUS7.DE achieves a 2.97% return, which is significantly lower than PLD's 16.37% return. Over the past 10 years, IUS7.DE has underperformed PLD with an annualized return of 3.08%, while PLD has yielded a comparatively higher 14.48% annualized return.


IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%

PLD

1D
1.33%
1M
3.14%
YTD
16.37%
6M
15.94%
1Y
37.79%
3Y*
5.47%
5Y*
7.52%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. PLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%
PLD
Prologis, Inc.
16.37%10.24%-12.72%17.94%-27.07%85.22%5.28%59.39%-1.85%10.46%

Correlation

The correlation between IUS7.DE and PLD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2009

0.24

The correlation between IUS7.DE and PLD shifts across timeframes, from 0.18 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUS7.DE vs. PLD — Risk / Return Rank

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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
Martin Ratio Rank

PLD
PLD Risk / Return Rank: 8686
Overall Rank
PLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
PLD Omega Ratio Rank: 8282
Omega Ratio Rank
PLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLD Martin Ratio Rank: 9191
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.

IUS7.DE vs. PLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and Prologis, Inc. (PLD). 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.


IUS7.DEPLDDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

3.00

4.39

-1.39

Martin ratioReturn relative to average drawdown

9.17

13.00

-3.83

IUS7.DE vs. PLD - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 1.55, which is comparable to the PLD Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUS7.DE and PLD, 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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Sharpe Ratios by Period


IUS7.DEPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.86

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.29

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.54

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.37

Drawdowns

IUS7.DE vs. PLD - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, smaller than the maximum PLD drawdown of -82.82%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and PLD.


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Drawdown Indicators


IUS7.DEPLDDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-82.82%

+55.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-8.64%

+5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-31.26%

+18.31%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-45.65%

+29.75%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-45.65%

+18.52%

Current Drawdown

Current decline from peak

0.00%

-13.89%

+13.89%

Average Drawdown

Average peak-to-trough decline

-6.48%

-22.72%

+16.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.91%

-1.90%

Volatility

IUS7.DE vs. PLD - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) is 1.24%, while Prologis, Inc. (PLD) has a volatility of 5.20%. This indicates that IUS7.DE experiences smaller price fluctuations and is considered to be less risky than PLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS7.DEPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

5.20%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

13.60%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

20.47%

-14.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

26.31%

-17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

27.00%

-15.98%

Dividends

IUS7.DE vs. PLD - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.80%, more than PLD's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%
PLD
Prologis, Inc.
2.84%3.16%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%

Frequently Asked Questions


IUS7.DE and PLD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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