IUSP.DE vs. FRCK.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 1.49%/yr for FRCK.DE. At a 0.39 correlation, their price movements are largely independent. IUSP.DE charges 0.40%/yr vs 0.28%/yr for FRCK.DE.
Performance
IUSP.DE vs. FRCK.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 FRCK.DE's 1.67% return. Over the past 10 years, IUSP.DE has outperformed FRCK.DE with an annualized return of 2.78%, while FRCK.DE has yielded a comparatively lower 1.49% 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%
FRCK.DE
- 1D
- 0.27%
- 1M
- 1.11%
- YTD
- 1.67%
- 6M
- 2.34%
- 1Y
- 10.92%
- 3Y*
- 9.35%
- 5Y*
- 0.19%
- 10Y*
- 1.49%
IUSP.DE vs. FRCK.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% | 0.77% |
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 1.67% | 12.81% | 5.36% | 9.70% | -22.07% | -3.88% | 2.79% | 11.04% | -7.01% | 8.13% |
Correlation
The correlation between IUSP.DE and FRCK.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 11, 2016 | 0.39 |
The correlation between IUSP.DE and FRCK.DE shifts across timeframes, from 0.27 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSP.DE vs. FRCK.DE — Risk / Return Rank
IUSP.DE
FRCK.DE
IUSP.DE vs. FRCK.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.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 | FRCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.42 | -1.27 |
| Martin ratioReturn relative to average drawdown | 3.19 | 10.09 | -6.90 |
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 | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.03 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.02 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.16 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.17 | -0.04 |
Drawdowns
IUSP.DE vs. FRCK.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and FRCK.DE.
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Drawdown Indicators
| IUSP.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -32.71% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -4.49% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -7.78% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -32.71% | +23.53% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -32.71% | +12.97% |
Current DrawdownCurrent decline from peak | -1.56% | -0.97% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -8.76% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.08% | +0.57% |
Volatility
IUSP.DE vs. FRCK.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) have volatilities of 1.71% and 1.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSP.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.80% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 4.38% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.38% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 9.01% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 9.29% | -0.73% |
IUSP.DE vs. FRCK.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than FRCK.DE's 0.28% expense ratio.
Dividends
IUSP.DE vs. FRCK.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while FRCK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 FRCK.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRCK.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCK.DE is cheaper with a 0.28% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for IUSP.DE and 0.28% for FRCK.DE.
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