PortfoliosLab logoPortfoliosLab logo
IUSP.DE vs. FRCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSP.DE vs. FRCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Property Yield UCITS ETF (IUSP.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

IUSP.DE vs. FRCK.DE - 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%
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.

Compare stocks, funds, or ETFs

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


Return for Risk

IUSP.DE vs. FRCK.DE — 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

FRCK.DE
FRCK.DE Risk / Return Rank: 6161
Overall Rank
FRCK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FRCK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRCK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FRCK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
FRCK.DE Martin Ratio Rank: 5959
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. 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.DEFRCK.DEDifference
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

IUSP.DE vs. FRCK.DE - Sharpe Ratio Comparison

The current IUSP.DE Sharpe Ratio is 0.86, which is lower than the FRCK.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IUSP.DE and FRCK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IUSP.DEFRCK.DEDifference

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.


Loading charts...

Drawdown Indicators


IUSP.DEFRCK.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.56%

-0.97%

-0.59%

Average Drawdown

Average peak-to-trough decline

-9.45%

-8.76%

-0.69%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IUSP.DEFRCK.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IUSP.DE and FRCK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer