IUSP.DE vs. EM1C.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and EM1C.DE (VanEck J.P. Morgan EM Local Currency Bond UCITS ETF) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while EM1C.DE tracks the JP Morgan GBI-Emerging Markets Global Core. Both are passively managed. Over the past 5 years, IUSP.DE returned 2.97%/yr vs 2.23%/yr for EM1C.DE. Their correlation of 0.86 suggests significant overlap in exposure. IUSP.DE charges 0.40%/yr vs 0.30%/yr for EM1C.DE.
Performance
IUSP.DE vs. EM1C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSP.DE achieves a -0.08% return, which is significantly lower than EM1C.DE's 2.30% 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%
EM1C.DE
- 1D
- -0.08%
- 1M
- 1.38%
- YTD
- 2.30%
- 6M
- 2.32%
- 1Y
- 7.02%
- 3Y*
- 4.00%
- 5Y*
- 2.23%
- 10Y*
- —
IUSP.DE vs. EM1C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -3.16% |
EM1C.DE VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 2.30% | 4.53% | 3.69% | 6.44% | -4.38% | -2.30% | -6.16% | 12.05% | -4.25% | -3.96% |
Correlation
The correlation between IUSP.DE and EM1C.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 2, 2017 | 0.86 |
The correlation between IUSP.DE and EM1C.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
IUSP.DE vs. EM1C.DE — Risk / Return Rank
IUSP.DE
EM1C.DE
IUSP.DE vs. EM1C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.
| IUSP.DE | EM1C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.04 | -0.89 |
| Martin ratioReturn relative to average drawdown | 3.19 | 6.75 | -3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSP.DE | EM1C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.39 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.31 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.09 | +0.04 |
Drawdowns
IUSP.DE vs. EM1C.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than EM1C.DE's maximum drawdown of -18.83%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and EM1C.DE.
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Drawdown Indicators
| IUSP.DE | EM1C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -18.83% | -7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -3.42% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -7.20% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -8.53% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -0.85% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -8.00% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.04% | +0.61% |
Volatility
IUSP.DE vs. EM1C.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.71% compared to VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) at 1.55%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than EM1C.DE 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 | EM1C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.55% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 4.15% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.03% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 7.03% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 8.06% | +0.50% |
IUSP.DE vs. EM1C.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than EM1C.DE's 0.30% expense ratio.
Dividends
IUSP.DE vs. EM1C.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while EM1C.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EM1C.DE VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSP.DE iShares US Property Yield UCITS ETF | 5.43% | 7.21% | 7.03% | 6.58% | 7.55% | 5.13% | 6.21% | 6.11% | 6.67% | 6.42% | 6.34% | 4.38% |
Frequently Asked Questions
IUSP.DE and EM1C.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EM1C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EM1C.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IUSP.DE and 0.30% for EM1C.DE.
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