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IUSP.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

IUSP.DE vs. ^NDX

Last updated Jun 5, 2026

IUSP.DE (iShares US Property Yield UCITS ETF) is Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 20.72%/yr for ^NDX. At a 0.32 correlation, their price movements are largely independent.

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.

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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 -0.08% return, which is significantly lower than ^NDX's 21.80% return. Over the past 10 years, IUSP.DE has underperformed ^NDX with an annualized return of 2.78%, while ^NDX has yielded a comparatively higher 20.72% annualized return.

IUSP.DE

1D
-0.57%
1M
1.60%
YTD
-0.08%
6M
-0.09%
1Y
5.25%
3Y*
4.80%
5Y*
2.97%
10Y*
2.78%

^NDX

1D
-0.67%
1M
9.26%
YTD
21.80%
6M
19.18%
1Y
37.64%
3Y*
24.43%
5Y*
18.26%
10Y*
20.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.DE vs. ^NDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSP.DE
iShares US Property Yield UCITS ETF		-0.08%6.45%4.79%9.50%-3.59%-2.39%-6.15%15.54%-1.76%0.77%
^NDX
NASDAQ 100 Index		21.80%5.91%33.12%49.19%-28.81%36.10%35.42%41.08%3.61%15.35%

Correlation

The correlation between IUSP.DE and ^NDX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.29

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

0.26

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.32

The correlation between IUSP.DE and ^NDX shifts across timeframes, from 0.26 (5 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares US Property Yield UCITS ETF

NASDAQ 100 Index

Often compared with IUSP.DE:
IUSP.DE vs. VGVF.DEIUSP.DE vs. VNQIUSP.DE vs. IQQ6.DEIUSP.DE vs. IYRIUSP.DE vs. IPRP.LIUSP.DE vs. VFEA.DEIUSP.DE vs. GBRE.L
Often compared with ^NDX:
^NDX vs. BRK-B^NDX vs. SPY^NDX vs. ARKK^NDX vs. ^IXIC^NDX vs. TSLA^NDX vs. VOO^NDX vs. NQ=F

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: 2525
Overall Rank
IUSP.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IUSP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUSP.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IUSP.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IUSP.DE Martin Ratio Rank: 2424
Martin Ratio Rank
^NDX
^NDX Risk / Return Rank: 8383
Overall Rank
^NDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8282
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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.

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^NDXDifference
Sharpe ratioReturn per unit of total volatility
0.86
2.32

-1.46

Sortino ratioReturn per unit of downside risk
1.21
2.97

-1.76

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratioReturn relative to maximum drawdown

1.15

3.38

-2.23

Martin ratioReturn relative to average drawdown

3.19

10.55

-7.37

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 0.86, which is lower than the ^NDX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IUSP.DE and ^NDX, 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

IUSP.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.32

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.82

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.91

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.73

-0.60

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.

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Drawdown Indicators

IUSP.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-26.42%

-46.44%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-11.19%

+6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.04%

-27.30%

+20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-9.18%

-31.53%

+22.35%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

-31.53%

+11.79%

Current Drawdown

Current decline from peak

-1.56%

-0.69%

-0.87%

Average Drawdown

Average peak-to-trough decline

-9.45%

-8.00%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

3.58%

-1.93%

Volatility

IUSP.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.71%, while NASDAQ 100 Index (^NDX) has a volatility of 3.80%. 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.

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Volatility by Period

IUSP.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

3.80%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.42%

11.58%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

16.31%

-10.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

22.24%

-14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

22.83%

-14.27%

Frequently Asked Questions

IUSP.DE and ^NDX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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