IUSP.DE vs. ^NDX
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 1.33%/yr vs 19.59%/yr for ^NDX. At a 0.32 correlation, their price movements are largely independent.
Performance
IUSP.DE vs. ^NDX - Performance Comparison
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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 3.96% return, which is significantly lower than ^NDX's 16.29% return. Over the past 10 years, IUSP.DE has underperformed ^NDX with an annualized return of 1.33%, while ^NDX has yielded a comparatively higher 19.59% annualized return.
IUSP.DE
- 1D
- -0.30%
- 1M
- -0.03%
- 6M
- 2.15%
- YTD
- 3.96%
- 1Y
- 8.57%
- 3Y*
- 4.83%
- 5Y*
- 2.28%
- 10Y*
- 1.33%
^NDX
- 1D
- -1.46%
- 1M
- -3.10%
- 6M
- 13.57%
- YTD
- 16.29%
- 1Y
- 25.57%
- 3Y*
- 21.01%
- 5Y*
- 14.99%
- 10Y*
- 19.59%
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 | 3.96% | 4.73% | 3.11% | 7.78% | -5.48% | -3.07% | -7.05% | 14.45% | -2.90% | -0.18% |
^NDX NASDAQ 100 Index | 16.29% | 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 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.32 |
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Return for Risk
IUSP.DE vs. ^NDX — Risk / Return Rank
IUSP.DE
^NDX
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.
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.
| IUSP.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.30 | -0.12 |
| Martin ratioReturn relative to average drawdown | 7.85 | 6.89 | +0.96 |
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Drawdowns
IUSP.DE vs. ^NDX - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.69%, 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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -46.44% | +19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.91% | -11.19% | +7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -7.25% | -27.30% | +20.05% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -31.53% | +21.34% |
Max Drawdown (10Y)Largest decline over 10 years | -19.75% | -31.53% | +11.78% |
Current DrawdownCurrent decline from peak | -0.67% | -5.89% | +5.22% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -8.01% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.72% | -2.63% |
Volatility
IUSP.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.40%, while NASDAQ 100 Index (^NDX) has a volatility of 6.81%. 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 | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 6.81% | -5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 14.34% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 18.48% | -12.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 22.58% | -15.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 22.99% | -14.58% |
Frequently Asked Questions
IUSP.DE and ^NDX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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