IUSP.DE vs. IUSQ.DE
IUSP.DE (iShares US Property Yield UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IUSP.DE is a Emerging Markets Bonds fund tracking the JPM GBI-EM Global Diversified TR USD, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IUSP.DE returned 2.78%/yr vs 12.38%/yr for IUSQ.DE. A 0.51 correlation means they provide meaningful diversification when combined. IUSP.DE charges 0.40%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IUSP.DE vs. IUSQ.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 IUSQ.DE's 12.65% return. Over the past 10 years, IUSP.DE has underperformed IUSQ.DE with an annualized return of 2.78%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
IUSP.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between IUSP.DE and IUSQ.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 | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.51 |
The correlation between IUSP.DE and IUSQ.DE shifts across timeframes, from 0.38 (5 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSP.DE vs. IUSQ.DE — Risk / Return Rank
IUSP.DE
IUSQ.DE
IUSP.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 4.08 | -2.93 |
| Martin ratioReturn relative to average drawdown | 3.19 | 16.69 | -13.51 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.31 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.88 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.82 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.76 | -0.63 |
Drawdowns
IUSP.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IUSP.DE drawdown since its inception was -26.42%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IUSP.DE and IUSQ.DE.
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Drawdown Indicators
| IUSP.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.42% | -33.60% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -6.48% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -7.04% | -21.25% | +14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -9.18% | -21.25% | +12.07% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -33.60% | +13.86% |
Current DrawdownCurrent decline from peak | -1.56% | -0.55% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -4.19% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.59% | +0.06% |
Volatility
IUSP.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares US Property Yield UCITS ETF (IUSP.DE) is 1.71%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IUSP.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 3.03% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 8.26% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 11.47% | -5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 13.94% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.56% | 15.02% | -6.46% |
IUSP.DE vs. IUSQ.DE - Expense Ratio Comparison
IUSP.DE has a 0.40% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IUSP.DE vs. IUSQ.DE - Dividend Comparison
IUSP.DE's dividend yield for the trailing twelve months is around 5.43%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSQ.DE iShares MSCI ACWI 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% |
Frequently Asked Questions
IUSP.DE and IUSQ.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, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IUSP.DE.
IUSP.DE is categorized as Emerging Markets Bonds, while IUSQ.DE is Global Equities. IUSP.DE tracks JPM GBI-EM Global Diversified TR USD, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.40% for IUSP.DE and 0.20% for IUSQ.DE.
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