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IUSP.DE vs. ICGB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSP.DE vs. ICGB.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 iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSP.DE achieves a 3.96% return, which is significantly lower than ICGB.DE's 8.29% 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%

ICGB.DE

1D
0.00%
1M
1.24%
6M
6.21%
YTD
8.29%
1Y
8.81%
3Y*
5.26%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSP.DE vs. ICGB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSP.DE
iShares US Property Yield UCITS ETF
3.96%4.73%3.11%7.78%-5.48%-3.07%-7.05%1.39%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
8.29%-7.16%11.36%-2.27%1.10%17.31%0.08%-10.15%

Correlation

The correlation between IUSP.DE and ICGB.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.29

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.33

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Return for Risk

IUSP.DE vs. ICGB.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: 5959
Overall Rank
IUSP.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IUSP.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
IUSP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
IUSP.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
IUSP.DE Martin Ratio Rank: 5959
Martin Ratio Rank

ICGB.DE
ICGB.DE Risk / Return Rank: 7171
Overall Rank
ICGB.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ICGB.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICGB.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ICGB.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICGB.DE Martin Ratio Rank: 6464
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. ICGB.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 iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.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.

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.DEICGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.18

3.17

-0.99

Martin ratioReturn relative to average drawdown

7.85

8.39

-0.55

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

The current IUSP.DE Sharpe Ratio is 1.50, which is comparable to the ICGB.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IUSP.DE and ICGB.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.


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Drawdowns

IUSP.DE vs. ICGB.DE - Drawdown Comparison

The maximum IUSP.DE drawdown since its inception was -26.69%, which is greater than ICGB.DE's maximum drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and ICGB.DE.


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Drawdown Indicators


IUSP.DEICGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.69%

-13.36%

-13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-2.77%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.25%

-11.17%

+3.92%

Max Drawdown (5Y)

Largest decline over 5 years

-10.19%

-13.36%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-19.75%

Current Drawdown

Current decline from peak

-0.67%

-1.42%

+0.75%

Average Drawdown

Average peak-to-trough decline

-11.51%

-6.39%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.04%

+0.05%

Volatility

IUSP.DE vs. ICGB.DE - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.40% compared to iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) at 1.06%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than ICGB.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.DEICGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.06%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

3.58%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

5.32%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

6.63%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

7.89%

+0.52%

IUSP.DE vs. ICGB.DE - Expense Ratio Comparison

IUSP.DE has a 0.40% expense ratio, which is higher than ICGB.DE's 0.35% expense ratio.


Dividends

IUSP.DE vs. ICGB.DE - Dividend Comparison

IUSP.DE's dividend yield for the trailing twelve months is around 5.56%, more than ICGB.DE's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
1.68%1.92%2.22%2.58%2.80%2.71%2.63%0.95%0.00%0.00%0.00%0.00%
IUSP.DE
iShares US Property Yield UCITS ETF
5.56%5.59%5.43%5.04%5.54%4.42%5.26%5.19%5.53%5.45%5.29%3.39%

Frequently Asked Questions


IUSP.DE and ICGB.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICGB.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGB.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for IUSP.DE.

IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.40% for IUSP.DE and 0.35% for ICGB.DE.

Portfolio Optimizer

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