IUSP.DE vs. IS02.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) are both Emerging Markets Bonds funds from iShares - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while IS02.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, IUSP.DE returned 2.97%/yr vs 2.88%/yr for IS02.DE. A 0.58 correlation means they provide meaningful diversification when combined. IUSP.DE charges 0.40%/yr vs 0.45%/yr for IS02.DE.
Performance
IUSP.DE vs. IS02.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSP.DE achieves a -0.08% return, which is significantly lower than IS02.DE's 2.97% return.
IUSP.DE
- 1D
- -0.57%
- 1M
- 1.22%
- YTD
- -0.08%
- 6M
- -0.21%
- 1Y
- 5.37%
- 3Y*
- 4.80%
- 5Y*
- 2.97%
- 10Y*
- 2.78%
IS02.DE
- 1D
- 0.11%
- 1M
- 1.39%
- YTD
- 2.97%
- 6M
- 2.43%
- 1Y
- 9.76%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
IUSP.DE vs. IS02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSP.DE iShares US Property Yield UCITS ETF | -0.08% | 6.45% | 4.79% | 9.50% | -3.59% | -2.39% | 4.44% |
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | 0.08% |
Correlation
The correlation between IUSP.DE and IS02.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.58 |
The correlation between IUSP.DE and IS02.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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. IS02.DE — Risk / Return Rank
IUSP.DE
IS02.DE
IUSP.DE vs. IS02.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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 | IS02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.11 | -1.96 |
| Martin ratioReturn relative to average drawdown | 3.19 | 8.98 | -5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSP.DE | IS02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.57 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.33 | +0.07 |
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 | 0.27 | -0.14 |
Drawdowns
IUSP.DE vs. IS02.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and IS02.DE.
Loading charts...
Drawdown Indicators
| IUSP.DE | IS02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -16.21% | -10.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -3.00% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -12.85% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -16.21% | +7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | 0.00% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -5.92% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.04% | +0.61% |
Volatility
IUSP.DE vs. IS02.DE - Volatility Comparison
iShares US Property Yield UCITS ETF (IUSP.DE) has a higher volatility of 1.71% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.19%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than IS02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSP.DE | IS02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.19% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 3.97% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.94% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 8.53% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 8.34% | +0.22% |
IUSP.DE vs. IS02.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.
Dividends
IUSP.DE vs. IS02.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while IS02.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (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 IS02.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSP.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for IS02.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while IS02.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.40% for IUSP.DE and 0.45% for IS02.DE.
Find the right allocation for IUSP.DE and IS02.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