IUSP.DE vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares US Property Yield UCITS ETF (IUSP.DE) and NASDAQ 100 Index (^NDX).

IUSP.DE is a passively managed fund by iShares that tracks the performance of the JPM GBI-EM Global Diversified TR USD. It was launched on Jun 20, 2011.

Performance

IUSP.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Property Yield UCITS ETF (IUSP.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

IUSP.DE vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUSP.DE iShares US Property Yield UCITS ETF	-2.01%	6.45%	4.79%	9.50%	-3.59%	-2.39%	-6.15%	15.54%	-1.76%	0.77%
^NDX NASDAQ 100 Index	-3.41%	5.91%	33.12%	49.19%	-28.81%	36.10%	35.42%	41.08%	3.61%	15.35%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUSP.DE achieves a -2.01% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, IUSP.DE has underperformed ^NDX with an annualized return of 2.61%, while ^NDX has yielded a comparatively higher 17.97% annualized return.

IUSP.DE

• 1D: 0.72%
• 1M: -2.25%
• YTD: -2.01%
• 6M: 0.98%
• 1Y: 3.48%
• 3Y*: 4.99%
• 5Y*: 3.03%
• 10Y*: 2.61%

^NDX

• 1D: 1.07%
• 1M: -2.88%
• YTD: -3.41%
• 6M: -1.77%
• 1Y: 15.31%
• 3Y*: 19.54%
• 5Y*: 12.90%
• 10Y*: 17.97%

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

Return for Risk

IUSP.DE vs. ^NDX — Risk / Return Rank

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

IUSP.DE

IUSP.DE Risk / Return Rank: 27
IUSP.DE Sharpe Ratio Rank: 26
IUSP.DE Sortino Ratio Rank: 22
IUSP.DE Omega Ratio Rank: 25
IUSP.DE Calmar Ratio Rank: 32
IUSP.DE Martin Ratio Rank: 29

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

IUSP.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.DE) and NASDAQ 100 Index (^NDX). 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.

	IUSP.DE	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.50	0.62	-0.11
Sortino ratio Return per unit of downside risk	0.69	1.02	-0.33
Omega ratio Gain probability vs. loss probability	1.11	1.15	-0.04
Calmar ratio Return relative to maximum drawdown	0.88	1.14	-0.26
Martin ratio Return relative to average drawdown	2.77	3.83	-1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSP.DE vs. ^NDX - Sharpe Ratio Comparison

The current IUSP.DE Sharpe Ratio is 0.50, which is comparable to the ^NDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IUSP.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSP.DE	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	0.62	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.58	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.79	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.67	-0.55

Correlation

The correlation between IUSP.DE and ^NDX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

IUSP.DE vs. ^NDX - Drawdown Comparison

The maximum IUSP.DE drawdown since its inception was -26.42%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and ^NDX.

Drawdown Indicators

	IUSP.DE	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-26.42%	-82.90%	+56.48%
Max Drawdown (1Y) Largest decline over 1 year	-4.53%	-12.72%	+8.19%
Max Drawdown (5Y) Largest decline over 5 years	-9.18%	-35.56%	+26.38%
Max Drawdown (10Y) Largest decline over 10 years	-19.74%	-35.56%	+15.82%
Current Drawdown Current decline from peak	-3.47%	-8.04%	+4.57%
Average Drawdown Average peak-to-trough decline	-9.53%	-24.72%	+15.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	3.49%	-2.05%

Volatility

IUSP.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 3.05%, while NASDAQ 100 Index (^NDX) has a volatility of 5.69%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSP.DE	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	5.69%	-2.64%
Volatility (6M) Calculated over the trailing 6-month period	4.93%	13.16%	-8.23%
Volatility (1Y) Calculated over the trailing 1-year period	6.88%	24.94%	-18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.26%	22.26%	-15.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.59%	22.85%	-14.26%