IUSP.DE vs. IUS7.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds from iShares - IUSP.DE tracks the JPM GBI-EM Global Diversified TR USD while IUS7.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 3.08%/yr for IUS7.DE. A 0.57 correlation means they provide meaningful diversification when combined. IUSP.DE charges 0.40%/yr vs 0.45%/yr for IUS7.DE.
Performance
IUSP.DE vs. IUS7.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 IUS7.DE's 2.97% return. Over the past 10 years, IUSP.DE has underperformed IUS7.DE with an annualized return of 2.78%, while IUS7.DE has yielded a comparatively higher 3.08% 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%
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.60%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.31%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
IUSP.DE vs. IUS7.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% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 18.79% | -1.16% | -3.39% |
Correlation
The correlation between IUSP.DE and IUS7.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.57 |
The correlation between IUSP.DE and IUS7.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
IUSP.DE vs. IUS7.DE — Risk / Return Rank
IUSP.DE
IUS7.DE
IUSP.DE vs. IUS7.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 (Dist) (IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.00 | -1.85 |
| Martin ratioReturn relative to average drawdown | 3.19 | 9.17 | -5.99 |
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 | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.55 | -0.69 |
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 | 0.28 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.61 | -0.48 |
Drawdowns
IUSP.DE vs. IUS7.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, roughly equal to the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and IUS7.DE.
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Drawdown Indicators
| IUSP.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -27.13% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -3.09% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -12.95% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -15.90% | +6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -27.13% | +7.39% |
Current DrawdownCurrent decline from peak | -1.56% | 0.00% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -6.48% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.01% | +0.64% |
Volatility
IUSP.DE vs. IUS7.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 (Dist) (IUS7.DE) at 1.24%. This indicates that IUSP.DE's price experiences larger fluctuations and is considered to be riskier than IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.24% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 4.03% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.97% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 8.56% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 11.02% | -2.46% |
IUSP.DE vs. IUS7.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.
Dividends
IUSP.DE vs. IUS7.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, less than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
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 IUS7.DE have a correlation of 0.54, 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 IUS7.DE.
IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while IUS7.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.40% for IUSP.DE and 0.45% for IUS7.DE.
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